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doc ///
Key
integrate
(integrate, Function, Constant, Constant)
(integrate, Function, Constant, InfiniteNumber)
(integrate, Function, Constant, Number)
(integrate, Function, InfiniteNumber, Constant)
(integrate, Function, InfiniteNumber, InfiniteNumber)
(integrate, Function, InfiniteNumber, Number)
(integrate, Function, Number, Constant)
(integrate, Function, Number, InfiniteNumber)
(integrate, Function, Number, Number)
Headline
numerical integration
Usage
integrate(f, a, b)
Inputs
f:Function
a:{Number, InfiniteNumber, Constant}
b:{Number, InfiniteNumber, Constant}
Outputs
:RR
Description
Text
Integrate @TT "f"@ from @TT "a"@ to @TT "b"@ numerically, using
@wikipedia "Gaussian quadrature"@.
Example
integrate(sin, 0, pi)
Text
For half-infinite intervals, 20-point
@wikipedia "Gauss-Laguerre quadrature"@ is used.
Example
integrate(x -> exp(-x), 0, infinity)
Text
For infinite intervals, 20-point
@wikipedia "Gauss-Hermite quadrature"@ is used.
Example
integrate(x -> exp(-x^2), -infinity, infinity)
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