quadrature.cpp File Reference

#include "analysis/quadrature.hpp"
#include "analysis/types.hpp"
#include <cmath>
#include <stdexcept>
#include <vector>

Go to the source code of this file.

Namespaces
namespace	num

Functions
real	num::trapz (ScalarFn f, real a, real b, idx n=100, Backend backend=Backend::seq)
	Trapezoidal rule with n panels.
real	num::simpson (ScalarFn f, real a, real b, idx n=100, Backend backend=Backend::seq)
	Simpson's 1/3 rule with n panels (n must be even)
real	num::gauss_legendre (ScalarFn f, real a, real b, idx p=5)
	Gauss-Legendre quadrature (exact for polynomials up to degree 2p-1)
real	num::adaptive_simpson (ScalarFn f, real a, real b, real tol=1e-8, idx max_depth=50)
	Adaptive Simpson quadrature.
real	num::romberg (ScalarFn f, real a, real b, real tol=1e-10, idx max_levels=12)
	Romberg integration (Richardson extrapolation on trapezoidal rule)