• Home
  • Features
  • Solutions
  • Documentation
  • QuickStart Samples
  • Sample Applications
  • Downloads
  • Technical Support
  • Download trial
  • How to buy
  • Blog
  • Company
  • Resources
• Documentation
  • Introduction
  • Deployment Guide
  • Using Parallelism
  • Mathematics Library User's Guide
  • Vector and Matrix Library User's Guide
  • Statistics Library User's Guide
  • Reference
• Reference
  • Extreme.Mathematics Namespace
  • Extreme.Mathematics.Algorithms Namespace
  • Extreme.Mathematics.Calculus Namespace
  • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations Namespace
  • Extreme.Mathematics.Curves Namespace
  • Extreme.Mathematics.Curves.Nonlinear Namespace
  • Extreme.Mathematics.EquationSolvers Namespace
  • Extreme.Mathematics.Generic Namespace
  • Extreme.Mathematics.Generic.LinearAlgebra Namespace
  • Extreme.Mathematics.Generic.LinearAlgebra.Providers Namespace
  • Extreme.Mathematics.LinearAlgebra Namespace
  • Extreme.Mathematics.LinearAlgebra.Complex Namespace
  • Extreme.Mathematics.LinearAlgebra.Complex.Decompositions Namespace
  • Extreme.Mathematics.LinearAlgebra.IO Namespace
  • Extreme.Mathematics.LinearAlgebra.IterativeSolvers Namespace
  • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners Namespace
  • Extreme.Mathematics.LinearAlgebra.Providers Namespace
  • Extreme.Mathematics.LinearAlgebra.Sparse Namespace
  • Extreme.Mathematics.Optimization Namespace
  • Extreme.Mathematics.Optimization.LineSearches Namespace
  • Extreme.Mathematics.SignalProcessing Namespace
  • Extreme.Statistics Namespace
  • Extreme.Statistics.Distributions Namespace
  • Extreme.Statistics.IO Namespace
  • Extreme.Statistics.Multivariate Namespace
  • Extreme.Statistics.Random Namespace
  • Extreme.Statistics.Tests Namespace
  • Extreme.Statistics.TimeSeriesAnalysis Namespace
• Extreme.Mathematics.Calculus Namespace
  • AdaptiveIntegrator Class
  • AdaptiveIntegrator2D Class
  • AdaptiveIntegrator2DRule Enumeration
  • AdaptiveIntegrator3DRule Enumeration
  • AdaptiveIntegratorND Class
  • AdaptiveIntegratorNDRule Enumeration
  • DifferencesDirection Enumeration
  • IntegrationRule Class
  • IntegrationRuleResult Structure
  • LeftPointIntegrator Class
  • MidpointIntegrator Class
  • NonAdaptiveGaussKronrodIntegrator Class
  • NumericalIntegrator Class
  • NumericalIntegrator2D Class
  • NumericalIntegratorND Class
  • Repeated1DIntegrator2D Class
  • Repeated1DIntegratorDirection Enumeration
  • RightPointIntegrator Class
  • RombergIntegrator Class
  • SimpsonIntegrator Class
  • TrapezoidIntegrator Class

Collapse AllExpand All        Code: All Code: Multiple Code: C# Code: Visual Basic Code: Visual C++ Code: F#

C#
Visual Basic
Visual C++
F#

Extreme.Mathematics.Calculus Namespace

The Extreme.Mathematics.Calculus namespace contains classes for the numerical integration and differentiation of functions.

Classes

	Class	Description
	AdaptiveIntegrator	Represents a numerical integrator that uses an adaptive algorithm based on a Gauss-Kronrod integration rule.
	AdaptiveIntegrator2D	Represents a numerical integrator that uses an adaptive algorithm.
	AdaptiveIntegratorND	Represents a numerical integrator that integrates over multiple dimensions using an adaptive algorithm.
	IntegrationRule	Represents a method to compute an approximation to an integral together with an estimate of the error.
	LeftPointIntegrator	Represents a numerical integrator that uses the left point rule.
	MidpointIntegrator	Represents a numerical integrator that uses the mid-point rule.
	NonAdaptiveGaussKronrodIntegrator	Represents a numerical integrator that uses a non-adaptive 87-point Gauss-Kronrod rule.
	NumericalIntegrator	Serves as an abstract base class for classes that represent an implementation of a numerical integration algorithm.
	NumericalIntegrator2D	Performs numerical integration in 2 dimensions.
	NumericalIntegratorND	Performs numerical integration in 2 dimensions.
	Repeated1DIntegrator2D	Represents a numerical integrator that uses an adaptive algorithm.
	RightPointIntegrator	Represents a numerical integrator that uses the right-point rule.
	RombergIntegrator	Represents a numerical integrator that uses Romberg's method.
	SimpsonIntegrator	Represents a numerical integrator that uses Simpson's rule.
	TrapezoidIntegrator	Represents a numerical integrator that uses the trapezoid rule.

Structures

	Structure	Description
	IntegrationRuleResult	Represents the result of evaulating an IntegrationRule.

Enumerations

	Enumeration	Description
	AdaptiveIntegrator2DRule	Enumerates the integration rules available for two-dimensional numerical integration.
	AdaptiveIntegrator3DRule	Enumerates the integration rules available for three-dimensional numerical integration.
	AdaptiveIntegratorNDRule	Enumerates the integration rules available for three-dimensional numerical integration.
	DifferencesDirection	Enumerates the possible values that specify the interval to be used in numerical differentiation.
	Repeated1DIntegratorDirection	Enumerates over which direction repeated integration should integrate first.

Send comments on this topic to support@extremeoptimization.com

Copyright (c) 2004-2011 ExoAnalytics Inc.

Copyright © 2003-2013, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.