Calculus

Extreme Numerics.NET provides a complete solution for numerically integrating arbitrary functions of one variable, and for numerically differentiating functions. The classes that implement numerical integration algorithms reside in the Extreme.Mathematics.Calculus namespace.

• Numerical Integration
• The NumericalIntegrator Class
• Fixed interval methods
• Gauss-Kronrod Integration Rules
• Adaptive Numerical Integration
• Numerical Integration in Two Dimensions
• Numerical Integration in more than Two Dimensions
• Numerical Differentiation
• Ordinary Differential Equations