1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
use alga::general::{ComplexField, RealField};
use num_traits::{FromPrimitive, One, Zero};
use std::f64;
mod gaussian;
pub use gaussian::*;
mod tables;
use tables::WEIGHTS_DE;
fn integrate_core<N: ComplexField, F: FnMut(N::RealField) -> N>(
mut f: F,
tol: N::RealField,
) -> Result<N, String> {
let mut error_estimate = N::RealField::one() + tol;
let mut num_function_evaluations = 1;
let mut current_delta = N::RealField::zero();
let half = N::from_f64(0.5).unwrap();
let one_point_nine = N::RealField::from_f64(1.9).unwrap();
let two_point_one = N::RealField::from_f64(2.1).unwrap();
let pi = N::from_f64(f64::consts::PI).unwrap();
let mut integral = pi * f(N::RealField::zero());
for &weight in &WEIGHTS_DE {
let new_contribution = weight
.iter()
.map(|&(w, x)| {
let x = N::RealField::from_f64(x).unwrap();
N::from_f64(w).unwrap() * (f(x) + f(-x))
})
.fold(N::zero(), |sum, x| sum + x);
num_function_evaluations += 2 * weight.len();
let previous_delta_ln = current_delta.ln();
current_delta = (half * integral - new_contribution).abs();
integral = half * integral + new_contribution;
if num_function_evaluations <= 13 {
continue;
}
if current_delta == N::RealField::zero() {
error_estimate = N::RealField::zero();
break;
}
let r = current_delta.ln() / previous_delta_ln;
if r > one_point_nine && r < two_point_one {
error_estimate = current_delta * current_delta;
} else {
error_estimate = current_delta;
}
if error_estimate < tol {
break;
}
}
if error_estimate < tol {
Ok(integral)
} else {
Err("integrate: maximum iterations exceeded".to_owned())
}
}
pub fn integrate<N: ComplexField, F: FnMut(N::RealField) -> N>(
left: N::RealField,
right: N::RealField,
mut f: F,
tol: N::RealField,
) -> Result<N, String> {
if left >= right {
return Err("integrate: left must be less than right".to_owned());
}
if !tol.is_sign_positive() {
return Err("integrate: tolerance must be positive".to_owned());
}
let half = N::RealField::from_f64(0.5).unwrap();
let scale = (right - left) * half;
let shift = (right + left) * half;
let scale_cmplx = N::from_real(scale);
let fun = |x: N::RealField| -> N {
let out = f(scale * x + shift);
if out.is_finite() {
out
} else {
N::zero()
}
};
Ok(integrate_core(fun, tol)? * scale_cmplx)
}
pub fn integrate_simpson<N: ComplexField, F: FnMut(N::RealField) -> N>(
left: N::RealField,
right: N::RealField,
mut f: F,
tol: N::RealField,
n_max: usize,
) -> Result<N, String> {
if left >= right {
return Err("integrate: left must be less than right".to_owned());
}
if !tol.is_sign_positive() {
return Err("integrate: tolerance must be positive".to_owned());
}
let sixth = N::from_f64(1.0 / 6.0).unwrap();
let third = N::from_f64(1.0 / 3.0).unwrap();
let half_real = N::RealField::from_f64(0.5).unwrap();
let one_and_a_half_real = N::RealField::from_f64(1.5).unwrap();
let four = N::from_i32(4).unwrap();
let mut area = N::zero();
let mut i = 1;
let mut tol_i = vec![N::RealField::from_i32(10).unwrap() * tol];
let mut left_i = vec![left];
let mut step_i = vec![(right - left) * half_real];
let mut f_ai = vec![f(left)];
let mut f_ci = vec![f(left + step_i[0])];
let mut f_bi = vec![f(right)];
let mut sum_i = vec![N::from_real(step_i[0]) * (f_ai[0] + four * f_ci[0] + f_bi[0]) * third];
let mut l_i = vec![1];
while i > 0 {
let f_d = f(left_i[i - 1] + half_real * step_i[i - 1]);
let f_e = f(left_i[i - 1] + one_and_a_half_real * step_i[i - 1]);
let s1 = N::from_real(step_i[i - 1]) * (f_ai[i - 1] + four * f_d + f_ci[i - 1]) * sixth;
let s2 = N::from_real(step_i[i - 1]) * (f_ci[i - 1] + four * f_e + f_bi[i - 1]) * sixth;
let v_1 = left_i[i - 1];
let v_2 = f_ai[i - 1];
let v_3 = f_ci[i - 1];
let v_4 = f_bi[i - 1];
let v_5 = step_i[i - 1];
let v_6 = tol_i[i - 1];
let v_7 = sum_i[i - 1];
let v_8 = l_i[i - 1];
i -= 1;
if (s1 + s2 - v_7).abs() < v_6 {
area += s1 + s2;
} else {
if v_8 >= n_max {
return Err("integrate: maximum iterations exceeded".to_owned());
}
i += 1;
if i > left_i.len() {
left_i.push(v_1 + v_5);
f_ai.push(v_3);
f_ci.push(f_e);
f_bi.push(v_4);
step_i.push(half_real * v_5);
tol_i.push(half_real * v_6);
sum_i.push(s2);
l_i.push(v_8 + 1);
} else {
left_i[i - 1] = v_1 + v_5;
f_ai[i - 1] = v_3;
f_ci[i - 1] = f_e;
f_bi[i - 1] = v_4;
step_i[i - 1] = half_real * v_5;
tol_i[i - 1] = half_real * v_6;
sum_i[i - 1] = s2;
l_i[i - 1] = v_8 + 1;
}
i += 1;
if i > left_i.len() {
left_i.push(v_1);
f_ai.push(v_2);
f_ci.push(f_d);
f_bi.push(v_3);
step_i.push(step_i[i - 2]);
tol_i.push(tol_i[i - 2]);
sum_i.push(s1);
l_i.push(l_i[i - 2]);
} else {
left_i[i - 1] = v_1;
f_ai[i - 1] = v_2;
f_ci[i - 1] = f_d;
f_bi[i - 1] = v_3;
step_i[i - 1] = step_i[i - 2];
tol_i[i - 1] = tol_i[i - 2];
sum_i[i - 1] = sum_i[i - 2];
l_i[i - 1] = l_i[i - 2];
}
}
}
Ok(area)
}
pub fn integrate_fixed<N: ComplexField, F: FnMut(N::RealField) -> N>(
left: N::RealField,
right: N::RealField,
mut f: F,
n: usize,
) -> Result<N, String> {
if left >= right {
return Err("integrate_fixed: left must be less than right".to_owned());
}
let half = N::from_f64(0.5).unwrap();
let half_real = N::RealField::from_f64(0.5).unwrap();
let four = N::from_i32(4).unwrap();
let mut h = right - left;
let mut prev_rows = vec![N::zero(); n];
prev_rows[0] = N::from_real(h) * half * (f(left) + f(right));
let mut next = vec![N::zero(); n];
for i in 2..=n {
let mut acc = N::zero();
for k in 1..=(1 << (i - 2)) {
acc += f(left + N::RealField::from_f64(k as f64 - 0.5).unwrap() * h);
}
acc *= N::from_real(h);
acc += prev_rows[0];
acc *= half;
next[0] = acc;
for j in 2..=i {
next[j - 1] = next[j - 2]
+ (next[j - 2] - prev_rows[j - 2]) / (four.powi(j as i32 - 1) - N::one());
}
h *= half_real;
prev_rows[..i].clone_from_slice(&next[..i]);
}
Ok(prev_rows[n - 1])
}