Documentation API of the 'org.apache.commons.math3.analysis.integration.IterativeLegendreGaussIntegrator' Java class

Class IterativeLegendreGaussIntegrator

  • All Implemented Interfaces:

    public class IterativeLegendreGaussIntegratorextends BaseAbstractUnivariateIntegrator
    This algorithm divides the integration interval into equally-sized sub-interval and on each of them performs a Legendre-Gauss quadrature. Because of its non-adaptive nature, this algorithm can converge to a wrong value for the integral (for example, if the function is significantly different from zero toward the ends of the integration interval). In particular, a change of variables aimed at estimating integrals over infinite intervals as proposed here should be avoided when using this class.

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