Class 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 . \[ \int_E f \, d \mu = \int_E f(x) \, \mu(dx) \approx \sum_E f(x)\mu(dx) \]

    • 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