Hi,
I ve been searching through the forum to find an answer, but have been unsuccessful. My problem is with an integration of an equation.
i want to integrate a function say G(w) over w, from the bounds t to infinity.
and further i assume that G(W)= F(w1)xF(w2)xF(w3) where F(wi) s are known.
i ve been trying to learn and implement trapezoidal rule, but it was too complex. and i want to believe there should be an easier way.
any help worth really much for me.
Here is a link to a java implementation of trapezoidal integration methods. It should not be difficult to port to C++ or C: http://911programming.wordpress.com/2010/07/12/java-integration-using-composite-trapezoidal-rule/
Sorry, but I haven't found anything in C or C++ yet.
The only problem with the java implementation is that (besides being overdesigned) it wouldn't work in the OP situation: the bounds t to infinity.
by the way, the F(wi) functions are the normal cumulative distributionss of mutually exclusive stochastic events.
any help?
We're a friendly, industry-focused community of developers, IT pros, digital marketers, and technology enthusiasts meeting, networking, learning, and sharing knowledge.