com.opengamma.strata.math.impl.integration

Interface Integrator<T,U,V>

Type Parameters:

T - Type of the function output and result

U - Type of the integration bounds

V - Type of the function to be integrated (e.g. Function,

All Known Implementing Classes:

AdaptiveCompositeIntegrator1D, ExtendedTrapezoidIntegrator1D, GaussHermiteQuadratureIntegrator1D, GaussianQuadratureIntegrator1D, GaussJacobiQuadratureIntegrator1D, GaussLaguerreQuadratureIntegrator1D, GaussLegendreQuadratureIntegrator1D, Integrator1D, Integrator2D, IntegratorRepeated2D, RombergIntegrator1D, RungeKuttaIntegrator1D, SimpsonIntegrator1D

public interface Integrator<T,U,V>

Interface for integration. The function to be integrated can be multi-dimensional. The result of the integration does not have to be the same type as the integration bounds.

Method Summary

Modifier and Type	Method and Description
T	integrate(V f, U[] lower, U[] upper)

Method Detail

integrate

T integrate(V f,
            U[] lower,
            U[] upper)

Parameters:

f - The function to be integrated, not null

lower - The array of lower bounds of integration, not null or empty

upper - The array of upper bounds of integration, not null or empty

Returns:

The result of the integral