# Analytical Solution for Chebyshev integral?

• Mar 18th 2007, 10:21 AM
chogo
Analytical Solution for Chebyshev integral?
i have an integral which is of the form of the chebyshev integral

int_u^v P^D * (1-P)^(N-D) dP

where N and D are constants and N>=D

According to the chebyshev integral the solution to this is the incomplete beta function.

My problem is that i need to program a method to solve this. What would you recomend? Simpsons rule? Trapezoid rule? Is there a nice neat analytical solution anyone knows?

Thanks as always for the help
• Mar 18th 2007, 12:27 PM
CaptainBlack
Quote:

Originally Posted by chogo
i have an integral which is of the form of the chebyshev integral

int_u^v P^D * (1-P)^(N-D) dP

where N and D are constants and N>=D

According to the chebyshev integral the solution to this is the incomplete beta function.

My problem is that i need to program a method to solve this. What would you recomend? Simpsons rule? Trapezoid rule? Is there a nice neat analytical solution anyone knows?

Thanks as always for the help

In what language? Matlab will have a selection of methods built in. C/C++
and anything else, do an online search of a library with suitable quadrature
algorithms - they are out there.

If you can find an existing library the code provided will be better than
anything you are likely to write for yourself.

RonL
• Mar 18th 2007, 12:35 PM
chogo
im programming in java.

• Mar 18th 2007, 12:48 PM
CaptainBlack
Quote:

Originally Posted by chogo
im programming in java.

methods of comuting numerical integrals

RonL
• Mar 18th 2007, 01:27 PM
chogo
thanks i did a search and found a nice algorithm in numerical recipies for c. Ill adapt it to java