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/*! # gauss-quad **gauss-quad** is a Gaussian quadrature library for numerical integration. ## Quadrature rules **gauss-quad** implements the following quadrature rules: * Gauss-Legendre * Gauss-Jacobi * Gauss-Laguerre * Gauss-Hermite * Midpoint * Simpson ## Using **gauss-quad** First, add **gauss-quad** to your `Cargo.toml`: ```text [dependencies] gauss-quad = "0.1.4" ``` Then, you can use any of the quadrature rules in your project: ```rust extern crate gauss_quad; use gauss_quad::GaussLegendre; fn main() { // initialize the quadrature rule let degree = 10; let quad = GaussLegendre::init(degree); // use the rule to integrate a function let left_bound = 0.0; let right_bound = 1.0; let integral = quad.integrate(left_bound, right_bound, |x| x * x); } ``` ## Setting up a quadrature rule Using a quadrature rule takes two steps: 1. Initialization 2. Integration First, rules must be initialized using some specific input parameters. Then, you can integrate functions using those rules: ``` # extern crate gauss_quad; # use gauss_quad::*; # fn main() { # let degree = 5; # let alpha = 1.2; # let beta = 1.2; # let a = 0.0; # let b = 1.0; # let c = -10.; # let d = 100.; let gauss_legendre = GaussLegendre::init(degree); // Integrate on the domain [a,b] let x_cubed = gauss_legendre.integrate(a, b, |x| x * x * x); let gauss_jacobi = GaussJacobi::init(degree, alpha, beta); // Integrate on the domain [c,d] let double_x = gauss_jacobi.integrate(a, b, |x| 2.0 * x); let gauss_laguerre = GaussLaguerre::init(degree, alpha); // no explicit domain, Gauss-Laguerre integration is done on the domain (-∞, ∞). let piecewise = gauss_laguerre.integrate(|x| if x > 0.0 && x < 2.0 { x } else { 0.0 }); let gauss_hermite = GaussHermite::init(degree); // again, no explicit domain since integration is done over the domain (-∞, ∞). let constant = gauss_hermite.integrate(|x| if x > -1.0 && x < 1.0 { 2.0 } else { 1.0 }); # } ``` ## Specific quadrature rules Different rules may take different parameters. For example, the `GaussLaguerre` rule requires both a `degree` and an `alpha` parameter. `GaussLaguerre` is also defined as an improper integral over the domain (-∞, ∞). This means no domain bounds are needed in the `integrate` call. ```rust extern crate gauss_quad; use gauss_quad::GaussLaguerre as quad_rule; fn main() { // initialize the quadrature rule let degree = 10; let alpha = 0.5; let quad = quad_rule::init(degree, alpha); // use the rule to integrate a function let integral = quad.integrate(|x| x * x); } ``` ## Panics and errors Quadrature rules are only defined for a certain set of input values. For example, every rule is only defined for degrees where `degree > 1`. ```should_panic # extern crate gauss_quad; # use gauss_quad::GaussLaguerre; # fn main() { let degree = 1; let quad = GaussLaguerre::init(degree, 0.1); // panics! # } ``` Specific rules may have other requirements. `GaussJacobi` for example, requires alpha and beta parameters larger than -1.0. ```should_panic # extern crate gauss_quad; # use gauss_quad::GaussJacobi; # fn main() { let degree = 10; let alpha = 0.1; let beta = -1.1; let quad = GaussJacobi::init(degree, alpha, beta); // panics! # } ``` Make sure to read the specific quadrature rule's documentation before using it. Error handling is very simple: bad input values will cause the program to panic and abort with a short error message. ## Passing functions to quadrature rules The `integrate` method expects functions of the form `Fn(f64) -> f64`, i.e. functions of one parameter. ```rust extern crate gauss_quad; use gauss_quad::GaussLegendre; fn main() { // initialize the quadrature rule let degree = 10; let quad = GaussLegendre::init(degree); // use the rule to integrate a function let left_bound = 0.0; let right_bound = 1.0; let integral = quad.integrate(left_bound, right_bound, |x| x * x); } ``` !*/ #![allow(dead_code)] #![allow(unused_imports)] #[macro_use] extern crate assert_float_eq; use nalgebra::{Dynamic, Matrix, VecStorage}; #[doc(inline)] pub type DMatrixf64 = Matrix<f64, Dynamic, Dynamic, VecStorage<f64, Dynamic, Dynamic>>; #[doc(inline)] pub use std::f64::consts::PI; pub mod gaussian_quadrature; pub mod hermite; pub mod legendre; pub mod laguerre; pub mod jacobi; pub mod midpoint; pub mod simpson; #[doc(inline)] pub use hermite::GaussHermite; #[doc(inline)] pub use legendre::GaussLegendre; #[doc(inline)] pub use laguerre::GaussLaguerre; #[doc(inline)] pub use jacobi::GaussJacobi; #[doc(inline)] pub use midpoint::Midpoint; #[doc(inline)] pub use simpson::Simpson;