Function fang_oost::get_expectation_real

pub fn get_expectation_real<'a, 'b: 'a, S, U>(
    x_min: f64, 
    x_max: f64, 
    x_domain_iterator: S, 
    discrete_cf: &'b [Complex<f64>], 
    vk: U
) -> impl IndexedParallelIterator<Item = f64> + 'a where
    S: IndexedParallelIterator<Item = f64> + Sync + 'b,
    U: Fn(f64, f64, usize) -> f64 + Sync + Send + 'b, 

Returns expectation over equal mesh in the real domain

Remarks

The "type" of the expectation is handled by the vk function

Examples

extern crate num_complex;
extern crate fang_oost;
use num_complex::Complex;
extern crate rayon;
use rayon::prelude::*;
let mu = 2.0;
let sigma:f64 = 5.0;
let num_u = 256;
let num_x = 1024;
let x_min = -20.0;
let x_max = 25.0;
let x_domain=fang_oost::get_x_domain(num_x, x_min, x_max);
let norm_cf = |u:&Complex<f64>|(u*mu+0.5*u*u*sigma*sigma).exp();
let cf_discrete=fang_oost::get_discrete_cf(num_u, x_min, x_max, &norm_cf);
let result:Vec<f64>=fang_oost::get_expectation_real(
    x_min, 
    x_max, 
    x_domain,
    &cf_discrete, 
    |u_im, x, k|{
        if k==0{x-x_min} else { ((x-x_min)*u_im).sin()/u_im}
    }
).collect();