Click or drag to resize
MultiFunctionMathIntegrate Method (FuncIListDouble, Double, IListInterval)
Estimates a multi-dimensional integral.

Namespace:  Meta.Numerics.Analysis
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 3.1.0.0 (3.1.0.0)
Syntax
public static IntegrationResult Integrate(
	Func<IList<double>, double> function,
	IList<Interval> volume
)

Parameters

function
Type: SystemFuncIListDouble, Double
The function to integrate.
volume
Type: System.Collections.GenericIListInterval
The volume over which to integrate.

Return Value

Type: IntegrationResult
A numerical estimate of the multi-dimensional integral.
Remarks

By default, our multidimensional integration system targets a relative accuracy of about 10-7 (close to full single precision) for d=2, falling gradually to about 10-2 (1%) for d=12. To achieve that accuracy, it allows up to about 105 evaluations of the integrand for d=2, rising up to about 108 evaluations for d=12.

You can change the accuracy demands and evaluation budget by passing an EvaluationSettings object to the integration method. By decreasing the accuracy you require or increasing the evaluation budget, you may be able to successfully complete integrals that would fail for the default settings.

See Also