/// <summary>
/// Computes the area under the integral for the given function, in the given
/// integration interval, using the Infinite Adaptive Gauss Kronrod algorithm.
/// </summary>
///
/// <param name="f">The unidimensional function whose integral should be computed.</param>
/// <param name="a">The beginning of the integration interval.</param>
/// <param name="b">The ending of the integration interval.</param>
///
/// <returns>The integral's value in the current interval.</returns>
///
public static double Integrate(Func<double, double> f, double a, double b)
{
var iagk = new InfiniteAdaptiveGaussKronrod(1000, f, a, b);
iagk.Compute();
return iagk.Area;
}
/// <summary>
/// Computes the area under the integral for the given function, in the given
/// integration interval, using the Infinite Adaptive Gauss Kronrod algorithm.
/// </summary>
///
/// <param name="f">The unidimensional function whose integral should be computed.</param>
/// <param name="a">The beginning of the integration interval.</param>
/// <param name="b">The ending of the integration interval.</param>
/// <param name="tolerance">
/// The relative tolerance under which the solution has to be found. Default is 1e-3.</param>
///
/// <returns>The integral's value in the current interval.</returns>
///
public static double Integrate(Func<double, double> f, double a, double b, double tolerance)
{
var iagk = new InfiniteAdaptiveGaussKronrod(100, f, a, b)
{
ToleranceRelative = tolerance
};
iagk.Compute();
return iagk.Area;
}
