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mod double_exponential_constants;
use double_exponential_constants::*;
#[derive(Clone, Copy, Debug)]
pub struct Output {
pub num_function_evaluations: u32,
pub error_estimate: f64,
pub integral: f64,
}
pub fn integrate<F>(f: F, a: f64, b: f64, target_absolute_error: f64) -> Output
where F: Fn(f64) -> f64
{
let c = 0.5 * (b - a);
integrate_core(f, c, 0.5 * (a + b), target_absolute_error)
}
fn integrate_core<F>(f: F, c: f64, d: f64, target_absolute_error: f64) -> Output
where F: Fn(f64) -> f64
{
let target_absolute_error = 0.25 * target_absolute_error / c;
let mut error_estimate = ::std::f64::MAX;
let mut h = 1.0;
let mut num_function_evaluations = 0;
let mut previous_delta;
let mut current_delta = ::std::f64::MAX;
let mut integral = WEIGHTS[0] * f(c * ABCISSAS[0] + d);
num_function_evaluations += 1;
let func = |i| WEIGHTS[i] * (f(c * ABCISSAS[i] + d) + f(-c * ABCISSAS[i] + d));
for i in OFFSETS[0]..OFFSETS[1] {
integral += func(i);
}
num_function_evaluations += OFFSETS[1] - OFFSETS[0];
for level in 1..(OFFSETS.len() - 1) {
h *= 0.5;
let mut new_contribution = 0.0;
for i in OFFSETS[level]..OFFSETS[level + 1] {
new_contribution += func(i);
}
num_function_evaluations += OFFSETS[level + 1] - OFFSETS[level];
new_contribution *= h;
previous_delta = current_delta;
current_delta = (0.5 * integral - new_contribution).abs();
integral = 0.5 * integral + new_contribution;
if level <= 1 {
continue;
}
if current_delta == 0.0 {
break;
}
let r = current_delta.ln() / previous_delta.ln();
if r > 1.9 && r < 2.1 {
error_estimate = previous_delta * previous_delta;
} else {
error_estimate = current_delta;
}
if error_estimate < target_absolute_error {
break;
}
}
Output {
num_function_evaluations: num_function_evaluations as u32,
error_estimate: c * error_estimate,
integral: c * integral,
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn trivial_function_works() {
let o = integrate(|_| 0.5, -1.0, 1.0, 1e-14);
assert!(o.error_estimate <= 1e-14,
"error_estimate larger then asked");
}
#[test]
fn demo_function1_works() {
let o = integrate(|x| (-x / 5.0).exp() * x.powf(-1.0 / 3.0), 0.0, 10.0, 1e-6);
assert!(o.error_estimate <= 1e-6, "error_estimate larger then asked");
assert!((o.integral - 3.6798142583691758).abs() <= o.error_estimate,
"error larger then error_estimate");
}
#[test]
fn demo_function2_works() {
let o = integrate(|x| (1.0 - x).powf(5.0) * x.powf(-1.0 / 3.0), 0.0, 1.0, 1e-6);
assert!(o.error_estimate <= 1e-6, "error_estimate larger then asked");
assert!((o.integral - 0.41768525592055004).abs() <= o.error_estimate,
"error larger then error_estimate");
}
#[test]
fn demo_function3_works() {
let o = integrate(|x| (-x / 5000.0).exp() * (x / 1000.0).powf(-1.0 / 3.0),
0.0,
10000.0,
1e-6);
assert!(o.error_estimate <= 1e-6, "error_estimate larger then asked");
}
#[test]
fn demo_bad_function1_works() {
let o = integrate(|x| (1.0 - x).powf(0.99), 0.0, 1.0, 1e-6);
assert!(o.error_estimate <= 1e-6, "error_estimate larger then asked");
assert!((o.integral - 0.50251256281407035).abs() <= o.error_estimate,
"error larger then error_estimate");
}
#[test]
fn demo_bad_function2_works() {
let o = integrate(|x| x.abs(), -1.0, 1.0, 1e-6);
assert!((o.integral - 1.0).abs() <= o.error_estimate,
"error larger then error_estimate");
}
#[test]
fn demo_bad_function3_works() {
let o = integrate(|x| (0.5 - x.abs()).abs(), -1.0, 1.0, 1e-6);
assert!((o.integral - 0.5).abs() <= o.error_estimate,
"error larger then error_estimate");
}
}