Numerical Integration

Classes for numerical integration of functions.

These classes provide algorithms for integration of one-dimensional functions, with several adaptive and non-adaptive methods and for integration of multi-dimensional function using an adaptive method or MonteCarlo Integration (GSLMCIntegrator). The basic classes ROOT::Math::IntegratorOneDim provides a common interface for the one-dimensional methods while the class ROOT::Math::IntegratorMultiDim provides the interface for the multi-dimensional ones. The methods can be configured (e.g setting the default method with its default parameters) using the ROOT::Math::IntegratorOneDimOptions and ROOT::Math::IntegratorMultiDimOptions classes.

Modules
	Numerical Monte Carlo Integration Classes
	Classes implementing method for Monte Carlo Integration.

Classes
class	ROOT::Math::AdaptiveIntegratorMultiDim
	Class for adaptive quadrature integration in multi-dimensions using rectangular regions. More...
class	ROOT::Math::BaseIntegratorOptions
	Base class for Numerical integration options common in 1D and multi-dimension This is an internal class and is not supposed to be instantiated by the user. More...
class	ROOT::Math::GaussIntegrator
	User class for performing function integration. More...
class	ROOT::Math::GaussLegendreIntegrator
	User class for performing function integration. More...
class	ROOT::Math::GSLIntegrator
	Class for performing numerical integration of a function in one dimension. More...
class	ROOT::Math::IntegratorMultiDim
	User class for performing multidimensional integration. More...
class	ROOT::Math::IntegratorMultiDimOptions
	Numerical multi dimensional integration options. More...
class	ROOT::Math::IntegratorOneDim
	User Class for performing numerical integration of a function in one dimension. More...
class	ROOT::Math::IntegratorOneDimOptions
	Numerical one dimensional integration options. More...
class	ROOT::Math::VirtualIntegrator
	Abstract class for all numerical integration methods (1D and multi-dim) Interface defining the common methods for the numerical integrator classes of one and multi dimensions The derived class VirtualIntegratorOneDim defines the methods for one-dimensional integration. More...
class	ROOT::Math::VirtualIntegratorMultiDim
	Interface (abstract) class for multi numerical integration It must be implemented by the concrete Integrator classes like ROOT::Math::GSLMCIntegrator. More...
class	ROOT::Math::VirtualIntegratorOneDim
	Interface (abstract) class for 1D numerical integration It must be implemented by the concrete Integrator classes like ROOT::Math::GSLIntegrator. More...

Enumerations
enum	ROOT::Math::Integration::GKRule {   ROOT::Math::Integration::kGAUSS15 = 1 , ROOT::Math::Integration::kGAUSS21 = 2 , ROOT::Math::Integration::kGAUSS31 = 3 , ROOT::Math::Integration::kGAUSS41 = 4 ,   ROOT::Math::Integration::kGAUSS51 = 5 , ROOT::Math::Integration::kGAUSS61 = 6 }
	enumeration specifying the Gauss-KronRod integration rule for ADAPTIVE integration type More...
enum	ROOT::Math::IntegrationOneDim::Type {   ROOT::Math::IntegrationOneDim::kDEFAULT = -1 , ROOT::Math::IntegrationOneDim::kGAUSS , ROOT::Math::IntegrationOneDim::kLEGENDRE , ROOT::Math::IntegrationOneDim::kADAPTIVE ,   ROOT::Math::IntegrationOneDim::kADAPTIVESINGULAR , ROOT::Math::IntegrationOneDim::kNONADAPTIVE }
	enumeration specifying the integration types. More...

Enumeration Type Documentation

GKRule

enum ROOT::Math::Integration::GKRule

enumeration specifying the Gauss-KronRod integration rule for ADAPTIVE integration type

Enumerator
kGAUSS15
kGAUSS21
kGAUSS31
kGAUSS41
kGAUSS51
kGAUSS61

Definition at line 58 of file IntegrationTypes.h.

Type

enum ROOT::Math::IntegrationOneDim::Type

enumeration specifying the integration types.

Enumerator
kDEFAULT	default type specified in the static options
kGAUSS	simple Gauss integration method with fixed rule
kLEGENDRE	Gauss-Legendre integration.
kADAPTIVE	to be used for general functions without singularities
kADAPTIVESINGULAR	default adaptive integration type which can be used in the case of the presence of singularities.
kNONADAPTIVE	to be used for smooth functions

Definition at line 32 of file AllIntegrationTypes.h.