Uses of Interface
com.opengamma.strata.math.impl.integration.Integrator

Packages that use Integrator

Package	Description
com.opengamma.strata.math.impl.integration

Uses of Integrator in com.opengamma.strata.math.impl.integration

Classes in com.opengamma.strata.math.impl.integration that implement Integrator

Modifier and Type	Class and Description
class	AdaptiveCompositeIntegrator1D Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.
class	ExtendedTrapezoidIntegrator1D The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid.
class	GaussHermiteQuadratureIntegrator1D Gauss-Hermite quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-\infty}^{\infty} e^{-x^2} g(x) dx \end{align*} $$ The weights and abscissas are generated by GaussHermiteWeightAndAbscissaFunction.
class	GaussianQuadratureIntegrator1D Class that performs integration using Gaussian quadrature.
class	GaussJacobiQuadratureIntegrator1D Gauss-Jacobi quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussJacobiWeightAndAbscissaFunction.
class	GaussLaguerreQuadratureIntegrator1D Gauss-Laguerre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{0}^{\infty} e^{-x}f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLaguerreWeightAndAbscissaFunction.
class	GaussLegendreQuadratureIntegrator1D Gauss-Legendre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLegendreWeightAndAbscissaFunction.
class	Integrator1D<T,U> Class for defining the integration of 1-D functions.
class	Integrator2D<T,U> Class for defining the integration of 2-D functions.
class	IntegratorRepeated2D Two dimensional integration by repeated one dimensional integration using Integrator1D.
class	RombergIntegrator1D Romberg's method estimates an integral by repeatedly using Richardson extrapolation on the extended trapezium rule ExtendedTrapezoidIntegrator1D.
class	RungeKuttaIntegrator1D Adapted from the forth-order Runge-Kutta method for solving ODE.
class	SimpsonIntegrator1D Simpson's integration rule is a Newton-Cotes formula that approximates the function to be integrated with quadratic polynomials before performing the integration.