integrate_1d_double_exponential.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/functor/integrate_1d_adapter.hpp>
#include <boost/math/quadrature/exp_sinh.hpp>
#include <boost/math/quadrature/sinh_sinh.hpp>
#include <boost/math/quadrature/tanh_sinh.hpp>
#include <algorithm>
#include <cmath>
#include <cstddef>
#include <ostream>

Go to the source code of this file.

Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<typename F >
double	stan::math::integrate_de (const F &f, double a, double b, double relative_tolerance, double absolute_tolerance, int max_refinements)
	Integrate a single variable function f from a to b using Boost's adaptive double-exponential quadrature, with QUADPACK-style mixed convergence criterion.
template<typename F , typename... Args, require_all_st_arithmetic< Args... > * = nullptr>
double	stan::math::integrate_1d_double_exponential_tol (const F &f, double a, double b, double relative_tolerance, double absolute_tolerance, int max_refinements, std::ostream *msgs, const Args &... args)
	Compute the integral of the single variable function f from a to b using adaptive double-exponential quadrature.
template<typename F , typename... Args, require_all_st_arithmetic< Args... > * = nullptr>
double	stan::math::integrate_1d_double_exponential (const F &f, double a, double b, std::ostream *msgs, const Args &... args)
	Compute the integral of the single variable function f from a to b using adaptive double-exponential quadrature.

Variables
constexpr int	stan::math::INTEGRATE_1D_DOUBLE_EXPONENTIAL_MAX_REFINEMENTS = 15
	Default maximum refinement count used by integrate_1d_double_exponential when the user does not pass one explicitly.