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doc ///
Key
integrate
(integrate, Function, InfiniteNumber, InfiniteNumber)
(integrate, Function, InfiniteNumber, Number)
(integrate, Function, Number, InfiniteNumber)
(integrate, Function, Number, Number)
Headline
numerical integration
Usage
integrate(f, a, b)
Inputs
f:Function
a:{Number, InfiniteNumber}
b:{Number, InfiniteNumber}
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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