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integrate_simpson

Function integrate_simpson 

Source
pub fn integrate_simpson<N: ComplexField + FromPrimitive + Copy, F: FnMut(N::RealField) -> N>(
    left: N::RealField,
    right: N::RealField,
    f: F,
    tol: N::RealField,
    n_max: usize,
) -> Result<N, String>
Expand description

Numerically integrate a function over an interval within a tolerance.

Given a function and end points, numerically integrate using adaptive simpson’s rule until the error is within tolerance or the maximum iterations are exceeded.