Package org.jquantlib.math.integrals

Examples of org.jquantlib.math.integrals.GaussKronrodPatterson.op()

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  }

  private void checkSingleTabulated(final Ops.DoubleOp f, final String tag, final double expected, final double tolerance) {

    final Integrator quad = new GaussKronrodPatterson();
      final double realised = quad.op(f,-1,1);

        if (Math.abs(realised-expected) > tolerance)
          fail(" integrating " + tag + "\n"
                    + "    realised: " + realised + "\n"
                    + "    expected: " + expected);
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      }
    };

    final Integrator quad = new GaussKronrodPatterson(0, 1.1*Constants.QL_EPSILON);

    final double realised = quad.op(exp, 0, 6);
    final double expected = Math.exp(6) - 1.0;
    final double tolerance = 1.0e-10;

    if (Math.abs(realised-expected)>tolerance) {
      fail("Expected: " + expected + " Realised: " + realised);
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