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"The de facto-standard library for linear algebra on the .NET platform is the Extreme Optimization Library."
  - Jon Harrop, author, F# for Scientists

"I have yet to see another package that offers the depth of statistical analysis that Extreme Optimization does, and I must say that I'm impressed with the level of service I've experienced."
  - Henry Oh, RBC Capital Markets

"I have made it my mission to institutionalize the value of good API design.  I strongly believe that this is key to making developers more productive and happy on our platform. It is clear that you value good API design in your work, and take to heart developer productivity and synergy with the .NET framework."
- Brad Abrams,
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Numerical Integration

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 Extreme.Mathematics.Calculus namespace. The principal classes are:

  • NumericalIntegration Provides easy access to methods for numerical integration of functions in one or more dimensions.
  • 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 to perform two-dimensional integration.
  • AdaptiveIntegratorND 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:

Project Description View source
BasicIntegration
New!
Illustrates numerical integration of functions using classes from the Extreme.Mathematics.Calculus namespace. C# VB.NET F#
AdvancedIntegration Illustrates more advanced numerical integration using the AdaptiveIntegrator class in the Extreme.Mathematics.Calculus namespace. C# VB.NET
NDIntegration
New!
Illustrates numerical integration of functions in higher dimensions using classes in the Extreme.Mathematics.Calculus namespace. C# VB.NET

Trial version

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.