MtxIntDiff.QuadGauss Function

Evaluate the numerical integral between lower and upper bound using Gauss quadrature algorithm.

Pascal

function QuadGauss(Fun: TRealFunction; lb: double; ub: double; const Constants: TVec; Const ObjConst: Array of TObject; out StopReason: TIntStopReason; const FloatPrecision: TMtxFloatPrecision; QMethod: TQuadMethod = qmGauss; Tolerance: double = 1.0E-4; MaxIter: Integer = 8): double; overload;

File

MtxIntDiff

Returns

the numerical approximate on integral of function Fun between limits lb and ub.

Description

This version calculates base points and weights on the fly.