/// <summary>
/// Numerical integral in R+ assuming the integrand
/// is exponential decaying.
/// </summary>
/// <param name="a">The left bound.</param>
/// <param name="b">The right bound.</param>
/// <returns>The integral.</returns>
double PerformIntegral(double a, double b, TAEDelegateFunction1D f)
{
double sum = 0;
double dt = a / 10;
double x = a;
double y0 = f(a);
double s0 = 1.05;
do
{
if (x + dt > b)//fix for the last step
{
dt = b - x;
}
x += dt;
double y1 = f(x);
sum += 0.5 * (y0 + y1) * dt;
y0 = y1;
dt *= s0;
//s0 *= 1.0005;
} while (x < b);
return(sum);
}
/// <summary>
/// Numerical integral in R+ assuming the integrand
/// is exponential decaying.
/// </summary>
/// <param name="a">The left bound.</param>
/// <param name="b">The right bound.</param>
/// <returns>The integral.</returns>
double PerformIntegral(double a, double b,TAEDelegateFunction1D f)
{
double sum = 0;
double dt = a/10;
double x=a;
double y0 = f(a);
double s0 = 1.05;
do
{
if (x + dt > b)//fix for the last step
dt = b - x;
x += dt;
double y1 = f(x);
sum += 0.5 * (y0 + y1) * dt;
y0 = y1;
dt *= s0;
//s0 *= 1.0005;
} while (x < b);
return sum;
}
