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adaptlob.h File Reference

Adaptive Lobatto quadrature. More...

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Functions

float AdaptLob (float(*f)(float, const void *), float a, float b, float Tol, const void *Param)
 Adaptive Lobatto quadrature. More...
 

Detailed Description

Adaptive Lobatto quadrature.

Author
Pascal Getreuer getre.nosp@m.uer@.nosp@m.gmail.nosp@m..com

Copyright (c) 2010-2011, Pascal Getreuer All rights reserved.

This program is free software: you can use, modify and/or redistribute it under the terms of the simplified BSD License. You should have received a copy of this license along this program. If not, see http://www.opensource.org/licenses/bsd-license.html.

Definition in file adaptlob.h.

Function Documentation

float AdaptLob ( float(*)(float, const void *)  f,
float  a,
float  b,
float  Tol,
const void *  Param 
)

Adaptive Lobatto quadrature.

Parameters
fintegrand
a,bintegration interval
Tolabsolute error tolerance
Paramparameter to pass to f

Based on W. Gander and W. Gautschi, "Adaptive Quadrature Revisited", 1998, the algorithm used by MATLAB's quadl function.

Definition at line 43 of file adaptlob.c.

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