MultidimIntegral Class Reference

Integrates a vector or scalar function of vector domain. More...

#include <ql/experimental/math/multidimintegrator.hpp>

Public Member Functions
	MultidimIntegral (const std::vector< ext::shared_ptr< Integrator > > &integrators)
Real	operator() (const std::function< Real(const std::vector< Real > &)> &f, const std::vector< Real > &a, const std::vector< Real > &b) const

Detailed Description

Integrates a vector or scalar function of vector domain.

Uses a collection of arbitrary 1D integrators along each of the dimensions. A template recursion along dimensions avoids calling depth test or virtual functions.

This class generalizes to an arbitrary number of dimensions the functionality in class TwoDimensionalIntegral

Examples

MultidimIntegral.cpp.

Member Function Documentation

operator()()

Real operator()	(	const std::function< Real(const std::vector< Real > &)> &	f,
		const std::vector< Real > &	a,
		const std::vector< Real > &	b ) const

f is the integrand function; a and b are the lower and upper integration limit domain for each dimension.