peroxide::numerical::integral

Function integrate

Source 
pub fn integrate<F, Y>(f: F, (a, b): (f64, f64), method: Integral) -> Y
where
    F: Fn(f64) -> Y + Copy,
    Y: GKIntegrable + NCIntegrable,
Expand description

Numerical Integration

§Description

fn integrate(f, (a,b), method) -> Y

Y must implement GKIntegrable and NCIntegrable, like f64 or C64 (complex feature only).

  • f: Target function (Fn(f64) -> Y)
  • (a,b) : Target interval
  • method : Numerical integration method

§Method

  • Gauss-Legendre Quadrature (up to order 30) : GaussLegendre(usize)
  • Newton-Cotes Quadrature: NewtonCotes(usize)
  • Gauss-Kronrod Quadrature
    • G7K15(tol, max_iter)
    • G10K21
    • G15K31
    • G20K41
    • G25K51
    • G30K61
  • Gauss-Kronrod Quarature with Relative Error
    • G7K15R(rtol, max_iter)
    • G10K21R
    • G15K31R
    • G20K41R
    • G25K51R
    • G30K61R