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Extreme Optimization Mathematics Library for .NET

Extreme.Mathematics.Calculus Namespace

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

Classes

ClassDescription
AdaptiveIntegrator Represents a numerical integrator that uses an adaptive algorithm based on a Gauss-Kronrod integration rule.
GaussKronrodIntegrator Abstract base class for Gauss-Kronrod type numerical integrators.
GaussKronrodIntegrator15 Represents a numerical integrator that uses a 15 point Gauss-Kronrod rule.
GaussKronrodIntegrator21 Represents a numerical integrator that uses a 21 point Gauss-Kronrod rule.
GaussKronrodIntegrator31 Represents a numerical integrator that uses a 31 point Gauss-Kronrod rule.
GaussKronrodIntegrator41 Represents a numerical integrator that uses a 41 point Gauss-Kronrod rule.
GaussKronrodIntegrator51 Represents a numerical integrator that uses a 51 point Gauss-Kronrod rule.
GaussKronrodIntegrator61 Represents a numerical integrator that uses a 61 point Gauss-Kronrod rule.
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.
NumericalDifferentiator Contains methods for numerically approximating the derivative of a function.
NumericalIntegrator Serves as an abstract base class for classes that represent an implementation of a numerical integration 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.

Enumerations

EnumerationDescription
DifferencesDirection Enumerates the possible values that specify the interval to be used in numerical differentiation.