Package space.kscience.kmath.integration

Types

DoubleSimpsonIntegrator

object DoubleSimpsonIntegrator : Integrator<UnivariateIntegrand<Double>>

Use double pass Simpson rule integration with a fixed number of points.

DoubleSplineIntegrator

@UnstableKMathAPI()

object DoubleSplineIntegrator : Integrator<UnivariateIntegrand<Double>>

A simplified double-based spline-interpolation-based analytic integration

IntegrationRange—the univariate range of integration. By default, uses 0.0..1.0 interval.
IntegrandMaxCalls—the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default, uses 10 points.

GaussIntegrator

class GaussIntegrator<T : Any>(algebra: Field<T>) : Integrator<UnivariateIntegrand<T>>

A simple one-pass integrator based on Gauss rule Following integrand features are accepted:

GaussIntegratorRuleFactory—a factory for computing the Gauss integration rule. By default, uses GaussLegendreRuleFactory.
IntegrationRange—the univariate range of integration. By default, uses 0..1 interval.
IntegrandMaxCalls—the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default, uses 10 points.
UnivariateIntegrandRanges—set of ranges and number of points per range. Defaults to given IntegrationRange and IntegrandMaxCalls.

GaussIntegratorRuleFactory

interface GaussIntegratorRuleFactory : IntegrandFeature

GaussLegendreRuleFactory

object GaussLegendreRuleFactory : GaussIntegratorRuleFactory

Gauss integrator rule based ont Legendre polynomials.

Integrand

interface Integrand : Featured<IntegrandFeature>

IntegrandAbsoluteAccuracy

class IntegrandAbsoluteAccuracy(accuracy: Double) : IntegrandFeature

IntegrandCallsPerformed

class IntegrandCallsPerformed(calls: Int) : IntegrandFeature

IntegrandFeature

interface IntegrandFeature : Feature<IntegrandFeature>

IntegrandIterationsRange

class IntegrandIterationsRange(range: IntRange) : IntegrandFeature

IntegrandMaxCalls

class IntegrandMaxCalls(maxCalls: Int) : IntegrandFeature

IntegrandRelativeAccuracy

class IntegrandRelativeAccuracy(accuracy: Double) : IntegrandFeature

IntegrandValue

class IntegrandValue<out T : Any>(value: T) : IntegrandFeature

IntegrationRange

class IntegrationRange(range: ClosedRange<Double>) : IntegrandFeature

Integrator

interface Integrator<I : Integrand>

A general interface for all integrators.

MultivariateIntegrand

class MultivariateIntegrand<T : Any> : Integrand

SimpsonIntegrator

@UnstableKMathAPI()

class SimpsonIntegrator<T : Any>(algebra: Field<T>) : Integrator<UnivariateIntegrand<T>>

Use double pass Simpson rule integration with a fixed number of points.

SplineIntegrator

@UnstableKMathAPI()

class SplineIntegrator<T : Comparable<T>>(algebra: Field<T>, bufferFactory: MutableBufferFactory<T>) : Integrator<UnivariateIntegrand<T>>

A generic spline-interpolation-based analytic integration

IntegrationRange—the univariate range of integration. By default, uses 0..1 interval.
IntegrandMaxCalls—the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default, uses 10 points.

UnivariateIntegrand

class UnivariateIntegrand<T> : Integrand

UnivariateIntegrandRanges