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.

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Detailed Description

Adaptive Lobatto quadrature.

Author:

Pascal Getreuer <getreuer@gmail.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.

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Function Documentation

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

Adaptive Lobatto quadrature.

Parameters:

f	integrand
a,b	integration interval
Tol	absolute error tolerance
Param	parameter 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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