Integration Rules.Modified Gauss Kronrod Method
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public static IntegrationRule ModifiedGaussKronrod(
int n
)Parameters
- n Int32
- The number of points in the quadrature rule. Must be one of 15 or 21.
Return Value
IntegrationRuleAn n point modified Gauss-Kronrod rule.
Remarks
Gauss-Kronrod rules combine a low order rule with a higher order rule that reuses the same nodes. This allows an estimate for the round-off error to be calculated.
This method returns a modified Gauss-Kronrod rule that reduces the adverse effects of singularities at the boundary of the integration interval.
The rule is valid over the interval [-1, 1].
Only rules with 15 or 21 points are supported.
The reported order describes the theoretical rule. In floating-point computations, roundoff affects the practical numerical order and accuracy; a residual in a polynomial integral does not by itself indicate a defect in the rule's weights or abscissas.