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MtxIntDiff Members

The following tables list the members exposed by MtxIntDiff.

 
Name 
Description 
 
Numerical integration by Monte Carlo method. 
 
Numerical gradient by numerical differentiation using the forward difference quotient. 
 
Numerical gradient and Hessian matrix. 
 
Numerical gradient by high precision numerical differentiation. 
 
This is the overview for the QuadGauss method overload. 
 
Numerical integration by using optimized quadrature formula. 
 
Numerical integration by using recursive Romberg algorithm. 
 
Chebyshev-Gauss base points and weights. 
 
Gauss base points and weights. 
 
Newton-Cotes base points and weights. 
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