public static T Integrate(IFunction <T> function, IVector <T> from, IVector <T> to, int order)
{
if (from.Count != to.Count)
{
throw new ArgumentOutOfRangeException();
}
var point = GaussLegendrePointFactory.GetGaussPoint(from[0], to[0], order);
var sum = LinearAlgebra.Value.GetZeroValue();
for (var i = 0; i < point.Abscissas.Length; i++)
{
LinearAlgebra.Value.Add(ref sum, IntegrateInternal(function, new Vector <T>(new[] { point.Abscissas[i] }), point.Weights[i], 0, from, to, order));
}
return(sum);
}
private static T IntegrateInternal(IFunction <T> function, IVector <T> currentParameters, T currentWeight, int currentIndex, IVector <T> from, IVector <T> to, int order)
{
if (currentIndex == from.Count - 1)
{
return(LinearAlgebra.Value.Mult(function.Value(currentParameters), currentWeight));
}
currentIndex++;
var point = GaussLegendrePointFactory.GetGaussPoint(from[currentIndex], to[currentIndex], order);
var sum = LinearAlgebra.Value.GetZeroValue();
for (var i = 0; i < point.Abscissas.Length; i++)
{
LinearAlgebra.Value.Add(ref sum, IntegrateInternal(function, new Vector <T>(currentParameters.Union(new[] { point.Abscissas[i] })), LinearAlgebra.Value.Mult(point.Weights[i], currentWeight), currentIndex, from, to, order));
}
return(sum);
}