quad_gk

Numerical Integration library based on Gauss Kronrod quadrature rule. This crate is intended for low-dimensional (1d - 4d) integration.

Example

Basic usage

use quad_gk::{quad_gk_2d, Integral, GK21};

let integral: Integral = quad_gk_2d(
    |x, y| (-x.powi(2) - y.powi(4) / 5.0),
    (0.0, |_| 0.0),
    (5.0, |x| x.powf(1.5)),
    (GK21, GK21),
);

// estimated approximation error is smaller than 1e-6 or 1ULP.
assert!(integral.is_ok_by(1e-6, 1))

Pursue precision

use quad_gk::{quad_gk_1d, Integral, GK81, GK91};

let integral: Integral = quad_gk_1d(|x| x.sin(), (0.0), (200.0), (GK91));
// poor accuracy
assert!(!integral.is_ok_by(1e-6, 1));

let integral: Integral = quad_gk_1d(|x| x.sin(), (0.0), (100.0), (GK81))
    + quad_gk_1d(|x| x.sin(), (100.0), (200.0), (GK81));
// good accuracy
assert!(integral.is_ok_by(1e-6, 1))