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mod constants;
use self::constants::*;
use super::Output;
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);
let d = 0.5 * (a + b);
integrate_core(|x| {
let out = f(c * x + d);
if out.is_finite() { out } else { 0.0 }
},
0.25 * target_absolute_error / c)
.scale(c)
}
fn integrate_core<F>(f: F, target_absolute_error: f64) -> Output
where F: Fn(f64) -> f64
{
let mut f_value = [::std::f64::NAN; 129];
debug_assert_eq!(f_value.len(), ABCISSAS.len());
let mut max_x_idx = 1;
f_value[0] = f(0.0);
let mut error_estimate = ::std::f64::MAX;
let mut integral = ::std::f64::MAX;
for &w in WEIGHTS.iter() {
for (v, &x) in f_value[max_x_idx..w.len()]
.iter_mut()
.zip(&ABCISSAS[max_x_idx..w.len()]) {
*v = f(x) + f(-x);
}
max_x_idx = w.len();
let last_integral = integral;
debug_assert_eq!(f_value[..w.len()].len(), w.len());
integral = f_value[..w.len()].iter().zip(w.iter()).fold(0.0, |sum, x| sum + (x.0 * x.1));
error_estimate = (last_integral - integral).abs();
if error_estimate < target_absolute_error {
break;
}
}
Output {
num_function_evaluations: (max_x_idx * 2 - 1) as u32,
error_estimate: error_estimate.abs(),
integral: 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. estimate: {:#?}, asked: {:#?}",
o.error_estimate,
1e-14);
}
#[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.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.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.integral - 3679.81425836918).abs() <= o.error_estimate,
"error larger then error_estimate");
}
#[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. estimate: {:#?}, asked: {:#?}",
o.error_estimate,
1e-6);
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");
}
}