dev.nm.analysis.integration.univariate

Class Lebesgue

java.lang.Object

dev.nm.analysis.integration.univariate.Lebesgue

public class Lebesgue
extends Object

Lebesgue integration is the general theory of integration of a function with respect to a general measure.

This implementation defines an Lebesgue integral as a dot product between the integrand f and the measure dμ. \[ \int_E f \, d \mu = \int_E f(x) \, \mu(dx) \approx \sum_E f(x)\mu(dx) \]

Constructor Summary

Constructors

Constructor and Description
Lebesgue(double[] fx, double[] du) Construct a Lebesgue integral.

Method Summary

Modifier and Type	Method and Description
double	value() Get the integral value.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Lebesgue

public Lebesgue(double[] fx,
                double[] du)

Construct a Lebesgue integral.

Parameters:

fx - the integrand values

du - the measure values

Method Detail

value

public double value()

Get the integral value.

Returns:

the integral value