integrate_1d_gauss_kronrod.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/gauss_kronrod.hpp>
#include <algorithm>
#include <cmath>
#include <ostream>

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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_gk (const F &f, double a, double b, double relative_tolerance, double absolute_tolerance, int max_depth)
	Integrate a single variable function f from a to b using Boost's adaptive Gauss-Kronrod (G21,K21) quadrature, with QUADPACK-style mixed convergence criterion.
template<typename F , typename... Args, require_all_st_arithmetic< Args... > * = nullptr>
double	stan::math::integrate_1d_gauss_kronrod_tol (const F &f, double a, double b, double relative_tolerance, double absolute_tolerance, int max_depth, std::ostream *msgs, const Args &... args)
	Compute the integral of the single variable function f from a to b to within a specified relative tolerance using adaptive Gauss-Kronrod (G21,K21) quadrature.
template<typename F , typename... Args, require_all_st_arithmetic< Args... > * = nullptr>
double	stan::math::integrate_1d_gauss_kronrod (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 Gauss-Kronrod (G21,K21) quadrature.

Variables
constexpr unsigned int	stan::math::INTEGRATE_1D_GAUSS_KRONROD_ORDER = 21
	Default Kronrod order used by integrate_1d_gauss_kronrod.
constexpr int	stan::math::INTEGRATE_1D_GAUSS_KRONROD_MAX_DEPTH = 15
	Default recursive bisection depth used by integrate_1d_gauss_kronrod when the user does not pass one explicitly.