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Solutions
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.
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