Function fang_oost::get_expectation_discrete_real

pub fn get_expectation_discrete_real<'a, 'b: 'a, T, U>(
    num_u: usize, 
    x: &'b [f64], 
    fn_inv: T, 
    vk: U
) -> impl IndexedParallelIterator<Item = f64> + 'a where
    T: Fn(&Complex<f64>) -> Complex<f64> + Sync + Send + 'a,
    U: Fn(f64, f64, usize) -> f64 + Sync + Send + 'a, 

Returns expectation over mesh supplied by the user

Remarks

While "x" can be any vector, the endpoints of the vector should have a large enough domain for accuracy. The elements do not need to be equidistant and accuracy does not depend on the number of elements in the x domain (just the complex domain).

Examples

extern crate num_complex;
use num_complex::Complex;
extern crate fang_oost;
extern crate rayon;
use rayon::prelude::*;
let mu = 2.0;
let sigma:f64 = 5.0;
let num_u = 256;
let x_min = -23.0;
let x = vec![x_min, 3.0, 25.0];
let norm_cf = |u:&Complex<f64>|(u*mu+0.5*u*u*sigma*sigma).exp();
let result:Vec<f64>=fang_oost::get_expectation_discrete_real(
   num_u, &x, &norm_cf, 
    |u, x, k|{
        if k==0{x-x_min} else { ((x-x_min)*u).sin()/u }
    }
).collect();