A wrapper around the GSL adaptive integration procedures. More...

Detailed Description

template<GslIntegralType TheIntegralType>
class integration::GslQuadAdaptive< TheIntegralType >

A wrapper around the GSL adaptive integration procedures.

All templates take upper bounds to the absolute and relative error; tolerance_abs and tolerance_rel(default = 0.0), respectively. To compute to a specified absolute error, set tolerance_rel to zero. To compute to a specified relative error, set tolerance_abs to zero. For details on the algorithm see the GSL documentation on gsl_integration.

Here is an example how to use this class. For the function:

double gaussian(const double x, const double mean, const double factor) {
  return 2. * factor / sqrt(M_PI) * exp(-square(x - mean));
}

the integration should look like:

    const integration::GslQuadAdaptive<
        integration::GslIntegralType::StandardGaussKronrod>
        integration{20};
    const double mean = 5.;
    const double factor = 2.;
    const double lower_boundary = -4.;
    const double upper_boundary = 10.;
    const auto result = integration(
        [&mean, &factor](const double x) { return gaussian(x, mean, factor); },
        lower_boundary, upper_boundary, absolute_tolerance, 4);

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

src/NumericalAlgorithms/Integration/GslQuadAdaptive.hpp