Function rgsl::integration::qng[][src]

pub fn qng<F: Fn(f64) -> f64>(
    f: F,
    a: f64,
    b: f64,
    eps_abs: f64,
    eps_rel: f64
) -> (Value, f64, f64, usize)
Expand description

This function applies the Gauss-Kronrod 10-point, 21-point, 43-point and 87-point integration rules in succession until an estimate of the integral of f over (a,b) is achieved within the desired absolute and relative error limits, eps_abs and eps_rel. The function returns the final approximation, result, an estimate of the absolute error, abserr and the number of function evaluations used, neval. The Gauss-Kronrod rules are designed in such a way that each rule uses all the results of its predecessors, in order to minimize the total number of function evaluations.

Returns (result, abs_err, n_eval).