integrate.hpp File Reference

(Last Changed on September 04, 2016 for git-revision 6a445bb4e1799f9752cf9e822ef7097f4b3f9052.)

#include <vector>
#include <float.h>
#include "integrate.cpp"

Go to the source code of this file.

Classes
struct	gauss_kronrod::control
	User control parameters for R's integrate. More...
struct	gauss_kronrod::mvIntegral< Integrand >::evaluator
struct	gauss_kronrod::Integral< Integrand >
	Interface to R's adaptive integrate routine. More...
struct	gauss_kronrod::mvIntegral< Integrand >
	Multivariate integral class. More...
struct	gauss_kronrod::mvIntegral0< Integrand >
struct	gauss_kronrod::Integral< Integrand >::vectorized_integrand

Namespaces
	gauss_kronrod

Functions
template<class S , class T >
double	gauss_kronrod::fmax2 (S x, T y)
template<class S , class T >
double	gauss_kronrod::fmin2 (S x, T y)
template<class S , class T >
int	gauss_kronrod::imin2 (S x, T y)
template<class Integrand >
Integrand::Scalar	gauss_kronrod::integrate (Integrand f, typename Integrand::Scalar a=-INFINITY, typename Integrand::Scalar b=INFINITY, control c=control())
	Integrate function over finite or infinite interval. More...
template<class Integrand >
mvIntegral0< Integrand >	gauss_kronrod::mvIntegrate (Integrand &f, control c=control())
	Multivariate integration. More...
template<class Float , class integr_fn >
void	gauss_kronrod::Rdqagi (integr_fn f, void *ex, Float *bound, int *inf, Float *epsabs, Float *epsrel, Float *result, Float *abserr, int *neval, int *ier, int *limit, int *lenw, int *last, int *iwork, Float *work)
template<class Float , class integr_fn >
static void	gauss_kronrod::rdqagie (integr_fn f, void *ex, Float *, int *, Float *, Float *, int *, Float *, Float *, int *, int *, Float *, Float *, Float *, Float *, int *, int *)
template<class Float , class integr_fn >
void	gauss_kronrod::Rdqags (integr_fn f, void *ex, Float *a, Float *b, Float *epsabs, Float *epsrel, Float *result, Float *abserr, int *neval, int *ier, int *limit, int *lenw, int *last, int *iwork, Float *work)
template<class Float , class integr_fn >
static void	gauss_kronrod::rdqagse (integr_fn f, void *ex, Float *, Float *, Float *, Float *, int *, Float *, Float *, int *, int *, Float *, Float *, Float *, Float *, int *, int *)
template<class Float >
static void	gauss_kronrod::rdqelg (int *, Float *, Float *, Float *, Float *, int *)
template<class Float , class integr_fn >
static void	gauss_kronrod::rdqk15i (integr_fn f, void *ex, Float *, int *, Float *, Float *, Float *, Float *, Float *, Float *)
template<class Float , class integr_fn >
static void	gauss_kronrod::rdqk21 (integr_fn f, void *ex, Float *, Float *, Float *, Float *, Float *, Float *)
template<class Float >
static void	gauss_kronrod::rdqpsrt (int *, int *, int *, Float *, Float *, int *, int *)
template<class T >
double	gauss_kronrod::value (T x)