Function fang_oost::get_expectation_x_real

pub fn get_expectation_x_real<T, U>(
    num_x: usize, 
    num_u: usize, 
    x_min: f64, 
    x_max: f64, 
    fn_inv: T, 
    vk: U
) -> impl IndexedParallelIterator<Item = f64> where
    T: Fn(&Complex<f64>) -> Complex<f64> + Sync + Send,
    U: Fn(f64, f64, usize) -> f64 + Sync + Send, 

Returns expectation over equal mesh in the real domain

Remarks

The "type" of the expecation is handled by the vk function

Examples

extern crate num_complex;
use num_complex::Complex;
extern crate fang_oost;
extern crate rayon;
use rayon::prelude::*;
let mu = 2.0;
let sigma:f64 = 5.0;
let num_u = 256;
let num_x = 1024;
let x_min = -20.0;
let x_max = 25.0;
let norm_cf = |u:&Complex<f64>|(u*mu+0.5*u*u*sigma*sigma).exp();
let result:Vec<f64>=fang_oost::get_expectation_x_real(
    num_x, num_u, x_min, 
    x_max, &norm_cf, 
    |u, x, k|{
        if k==0{x-x_min} else { ((x-x_min)*u).sin()/u }
    }
).collect();