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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:

• 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#