gauss_kronrod::Integral< Integrand > Struct Template Reference

Interface to R's adaptive integrate routine. More...

#include <integrate.hpp>

Classes
struct	vectorized_integrand

Public Types
typedef Integrand::Scalar	Type

Public Member Functions
	Integral (Integrand f_, Type a_, Type b_, control c=control())
	Constructor. More...
Integrand &	integrand ()
	Return reference to integrand so the user can change parameters. More...
Type	operator() ()
void	setAccuracy (double epsrel_=1e-4, double epsabs_=1e-4)
void	setBounds (Type a_, Type b_)
void	setWorkspace (int subdivisions=100)

Public Attributes
Type	a
Type	abserr
Type	b
Type	bound
Type	epsabs
Type	epsrel
struct gauss_kronrod::Integral::vectorized_integrand	fn
int	ier
int	inf
vector< int >	iwork
int	last
int	lenw
int	limit
int	neval
Type	result
vector< Type >	work

Detailed Description

template<class Integrand>
struct gauss_kronrod::Integral< Integrand >

Interface to R's adaptive integrate routine.

Takes Integrand (functor) as template parameter. Integrand must be a template class where:

1. Template parameter is the scalar type.
2. Contains a 'typedef Type Scalar;'
3. Has an evaluation operator.

Use this class if multiple integrals must be computed with different parameters. Otherwise use the 'integrate' function (see below).

Definition at line 71 of file integrate.hpp.

Member Typedef Documentation

template<class Integrand>

typedef Integrand::Scalar gauss_kronrod::Integral< Integrand >::Type

Definition at line 72 of file integrate.hpp.

Constructor & Destructor Documentation

template<class Integrand>

gauss_kronrod::Integral< Integrand >::Integral ( Integrand  f_, Type  a_, Type  b_, control  c = control()  )

inline

Constructor.

Parameters

f_	Functor integrand
a_	Lower integration limit. Negative infinity allowed.
b_	Upper integration limit. Positive infinity allowed.
c_	Control parameters for accuracy.

Definition at line 113 of file integrate.hpp.

Member Function Documentation

template<class Integrand>

Integrand& gauss_kronrod::Integral< Integrand >::integrand ( )

inline

Return reference to integrand so the user can change parameters.

Definition at line 82 of file integrate.hpp.

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::operator() ( void  )

inline

Definition at line 120 of file integrate.hpp.

template<class Integrand>

void gauss_kronrod::Integral< Integrand >::setAccuracy ( double  epsrel_ = 1e-4, double  epsabs_ = 1e-4  )

inline

Definition at line 88 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::Integral().

template<class Integrand>

void gauss_kronrod::Integral< Integrand >::setBounds ( Type  a_, Type  b_  )

inline

Definition at line 99 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::Integral().

template<class Integrand>

void gauss_kronrod::Integral< Integrand >::setWorkspace ( int  subdivisions = 100 )

inline

Definition at line 92 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::Integral().

Member Data Documentation

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::a

Definition at line 97 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setBounds().

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::abserr

Definition at line 84 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::b

Definition at line 97 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setBounds().

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::bound

Definition at line 97 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setBounds().

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::epsabs

Definition at line 84 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::epsrel

Definition at line 84 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

struct gauss_kronrod::Integral::vectorized_integrand gauss_kronrod::Integral< Integrand >::fn

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::integrand(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()().

template<class Integrand>

int gauss_kronrod::Integral< Integrand >::ier

Definition at line 85 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

int gauss_kronrod::Integral< Integrand >::inf

Definition at line 98 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setBounds().

template<class Integrand>

vector<int> gauss_kronrod::Integral< Integrand >::iwork

Definition at line 86 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setWorkspace().

template<class Integrand>

int gauss_kronrod::Integral< Integrand >::last

Definition at line 85 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

int gauss_kronrod::Integral< Integrand >::lenw

Definition at line 85 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setWorkspace().

template<class Integrand>

int gauss_kronrod::Integral< Integrand >::limit

Definition at line 85 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setWorkspace().

template<class Integrand>

int gauss_kronrod::Integral< Integrand >::neval

Definition at line 85 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

Type gauss_kronrod::Integral< Integrand >::result

Definition at line 84 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setAccuracy().

template<class Integrand>

vector<Type> gauss_kronrod::Integral< Integrand >::work

Definition at line 87 of file integrate.hpp.

Referenced by gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::operator()(), and gauss_kronrod::Integral< gauss_kronrod::mvIntegral::evaluator >::setWorkspace().

---

The documentation for this struct was generated from the following file:

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