Adaptive integration for Cauchy principal values.
This function computes the Cauchy principal value of the integral of f over (a, b), with a singularity at c. The adaptive bisection algorithm of QAG is used, with modifications to ensure that subdivisions do not occur at the singular point x = c. When a subinterval contains the point x = c or is close to it then a special 25-point modified Clenshaw-Curtis rule is used to control the singularity. Further away from the singularity the algorithm uses an ordinary 15-point Gauss-Kronrod integration rule.
Ref.: Gnu Scientific library reference manual ()
Constructor | Description |
Full Usage:
QawcIntegration()
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Creates an instance of this integration class with a default integration rule and default debug flag setting. |
Full Usage:
QawcIntegration(debug)
Parameters:
bool
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Setting of the debug flag for this instance. If the integration fails or the specified accuracy
is not reached, an exception is thrown if the debug flag is set to true. If set to false, the return value of the integration
function will be set to the appropriate error code (an exception will be thrown then only for serious errors).
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Creates an instance of this integration class with specified integration rule and specified debug flag setting.
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Instance member | Description |
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Static member | Description |
Full Usage:
QawcIntegration.Integration(f, a, b, c, epsabs, epsrel, limit, debug, result, abserr, tempStorage)
Parameters:
Func<float, float>
a : float
b : float
c : float
epsabs : float
epsrel : float
limit : int
debug : bool
result : byref<float>
abserr : byref<float>
tempStorage : byref<obj>
Returns: GSL_ERROR
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