Module rgsl::types::integration [] [src]

Structs

CquadWorkspace

CQUAD is a new doubly-adaptive general-purpose quadrature routine which can handle most types of singularities, non-numerical function values such as Inf or NaN, as well as some divergent integrals. It generally requires more function evaluations than the integration routines in QUADPACK, yet fails less often for difficult integrands.

GLFixedTable

The fixed-order Gauss-Legendre integration routines are provided for fast integration of smooth functions with known polynomial order. The n-point Gauss-Legendre rule is exact for polynomials of order 2*n-1 or less. For example, these rules are useful when integrating basis functions to form mass matrices for the Galerkin method. Unlike other numerical integration routines within the library, these routines do not accept absolute or relative error bounds.

IntegrationQawoTable

The QAWO algorithm is designed for integrands with an oscillatory factor, \sin(\omega x) or \cos(\omega x). In order to work efficiently the algorithm requires a table of Chebyshev moments which must be pre-computed with calls to the functions below.

IntegrationQawsTable

The QAWS algorithm is designed for integrands with algebraic-logarithmic singularities at the end-points of an integration region. In order to work efficiently the algorithm requires a precomputed table of Chebyshev moments.

IntegrationWorkspace

The QAG algorithm is a simple adaptive integration procedure. The integration region is divided into subintervals, and on each iteration the subinterval with the largest estimated error is bisected. This reduces the overall error rapidly, as the subintervals become concentrated around local difficulties in the integrand. These subintervals are managed by a gsl_integration_workspace struct, which handles the memory for the subinterval ranges, results and error estimates.