peroxide::numerical::integral

Function gauss_legendre_quadrature

Source 
pub fn gauss_legendre_quadrature<F, Y>(f: F, n: usize, (a, b): (f64, f64)) -> Y
where
    F: Fn(f64) -> Y,
    Y: GLKIntegrable,
Expand description

Gauss Legendre Quadrature

§Type

  • f, n, (a,b) -> Y
    • Y implements GLKIntegrable, like f64 or C64 (complex feature only)
    • f: Numerical function (Fn(f64) -> Y)
    • n: Order of Legendre polynomial (up to 16)
    • (a,b): Interval of integration

§Reference

  • A. N. Lowan et al. (1942)