- java.lang.Object
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- net.finmath.integration.AbstractRealIntegral
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- net.finmath.integration.RombergRealIntegration
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- All Implemented Interfaces:
RealIntegral
public class RombergRealIntegration extends AbstractRealIntegral
Implements a Romberg integrator. The class is actually a wrapper to the Romberg integrator in commons-math.- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description RombergRealIntegration(double lowerBound, double upperBound, int numberOfEvaluationPoints)
Create a Romberg integrator.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
integrate(DoubleUnaryOperator integrand)
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Methods inherited from class net.finmath.integration.AbstractRealIntegral
getLowerBound, getUpperBound
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Constructor Detail
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RombergRealIntegration
public RombergRealIntegration(double lowerBound, double upperBound, int numberOfEvaluationPoints)
Create a Romberg integrator.- Parameters:
lowerBound
- Lower bound of the integral.upperBound
- Upper bound of the integral.numberOfEvaluationPoints
- Maximum number of evaluation points to be used.
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Method Detail
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integrate
public double integrate(DoubleUnaryOperator integrand)
- Specified by:
integrate
in interfaceRealIntegral
- Specified by:
integrate
in classAbstractRealIntegral
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