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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_multidim_integral.html">MultidimIntegral</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">MultidimIntegral Class Reference</div> </div>
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<p>Integrates a vector or scalar function of vector domain.
<a href="class_quant_lib_1_1_multidim_integral.html#details">More...</a></p>
<p><code>#include <ql/experimental/math/multidimintegrator.hpp></code></p>
<p>Inherited by IntegrationBase< MultidimIntegral >.</p>
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Public Member Functions</h2></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>MultidimIntegral</b> (const std::vector< ext::shared_ptr< Integrator > > &integrators)</td></tr>
<tr class="separator:a82974c58c1e0bb378edc03936b79500e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1001f775f86711ca838b00b4eb51263c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multidim_integral.html#a1001f775f86711ca838b00b4eb51263c">operator()</a> (const ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &)> &f, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &a, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &b) const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Integrates a vector or scalar function of vector domain. </p>
<p>Uses a collection of arbitrary 1D integrators along each of the dimensions. A template recursion along dimensions avoids calling depth test or virtual functions.</p><dl class="section user"><dt></dt><dd>This class generalizes to an arbitrary number of dimensions the functionality in class <a class="el" href="class_quant_lib_1_1_two_dimensional_integral.html" title="Integral of a two-dimensional function.">TwoDimensionalIntegral</a> <br />
</dd></dl>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_multidim_integral_8cpp-example.html#_a3">MultidimIntegral.cpp</a>.</dd>
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<h2 class="memtitle"><span class="permalink"><a href="#a1001f775f86711ca838b00b4eb51263c">◆ </a></span>operator()()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> operator() </td>
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<td class="paramtype">const ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &)> & </td>
<td class="paramname"><em>f</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>a</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>b</em> </td>
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<td>)</td>
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<p>f is the integrand function; a and b are the lower and upper integration limit domain for each dimension. </p>
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