Example 2: Integral of exp(-x) from 0 to infinity
The integral is computed and compared to its expected value.
using System;
using Imsl.Math;
public class QuadratureEx2 : Quadrature.IFunction
{
public double F(double x)
{
return Math.Exp(- x);
}
public static void Main(String[] args)
{
Quadrature q = new Quadrature();
Quadrature.IFunction fcn = new QuadratureEx2();
double result = q.Eval(fcn, 0.0, Double.PositiveInfinity);
double expect = 1.0;
Console.Out.WriteLine("result = " + result);
Console.Out.WriteLine("expect = " + expect);
}
}
Output
result = 0.999999999999999
expect = 1
Link to C# source.