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Whether you're using C#, Visual Basic (VB.NET), F#, IronPython, the Extreme Optimization Numerical Libraries
for .NET make it easy to include numerical integration functionality in your .NET applications.
The Extreme Optimization Numerical Libraries for .NET are a complete math,
vector/matrix and statistics package
for the Microsoft .NET framework. Numerical integration features include:
- Adaptive Gauss-Kronrod numerical integrator.
- Integration over infinite intervals.
- Optimizations for functions with singularities and/or discontinuities.
- Other integration methods: Simpson's rule, Romberg's method, others.
- Integration in 2 or more dimensions. Updated!
Numerical integration classes
The classes that implement the numerical integration functionality live in the
The principal classes are:
Provides easy access to methods for numerical integration of functions in one or more dimensions.
Represents a numerical integrator that uses an adaptive algorithm based on a Gauss-Kronrod integration rule.
Represents a numerical integrator that uses an adaptive algorithm to perform two-dimensional integration.
Represents a numerical integrator that uses an adaptive algorithm to perform integration in two or more dimensions.
The Calculus section of the
Mathematics Library User's Guide explains their use in detail.
Numerical integration QuickStart Samples
Our library comes with a large number of QuickStart samples that help you
to get started in minutes. The following samples illustrate how to use
the numerical integration functionality:
|Illustrates numerical integration of functions using classes from the
||Illustrates more advanced numerical integration using the AdaptiveIntegrator
class in the Extreme.Mathematics.Calculus namespace.
|Illustrates numerical integration of functions in higher dimensions using classes
in the Extreme.Mathematics.Calculus namespace.
If you would like to evaluate the Extreme Optimization Numerical Libraries for .NET,
you can download a free, fully functional 60-day trial version.
In addition to the code samples discussed here, it includes about 70 other samples
as well as complete documentation for the entire library.
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