Function quadrature::double_exponential::integrate

pub fn integrate<F>(f: F, a: f64, b: f64, target_absolute_error: f64) -> Output where
    F: Fn(f64) -> f64, 

Integrate an analytic function over a finite interval. f is the function to be integrated. a is left limit of integration. b is right limit of integration target_absolute_error is the desired bound on error

Examples

use quadrature::integrate;
fn integrand(x: f64) -> f64 {
    (-x / 5.0).exp() * x.powf(-1.0 / 3.0)
}
let o = integrate(integrand , 0.0, 10.0, 1e-6);
assert!((o.integral - 3.6798142583691758).abs() <= 1e-6);