org.apache.commons.math3.analysis.integration

## Class IterativeLegendreGaussIntegrator

• All Implemented Interfaces:
UnivariateIntegrator

public class IterativeLegendreGaussIntegrator
extends BaseAbstractUnivariateIntegrator
This algorithm divides the integration interval into equally-sized sub-interval and on each of them performs a Legendre-Gauss quadrature. Because of its non-adaptive nature, this algorithm can converge to a wrong value for the integral (for example, if the function is significantly different from zero toward the ends of the integration interval). In particular, a change of variables aimed at estimating integrals over infinite intervals as proposed here should be avoided when using this class.
Since:
3.1
Version:
$Id: IterativeLegendreGaussIntegrator.java 1499765 2013-07-04 14:24:11Z erans$