Module gkquad::single

This is supported on feature="single" only.

Performs 1-dimentional numerical integration

Examples

In order to calculate the simple integral, you can use integral function.

use gkquad::single::integral;

// calculate the integral over interval (0.0, 1.0)
let result = integral(|x: f64| x.sin() * (- x * x).exp(), 0.0..1.0)
        .estimate()
        .unwrap();

If you want to calculate more complicated integral, you can use Integrator object.

use std::f64::{INFINITY, NEG_INFINITY};

use gkquad::single::Integrator;
use gkquad::single::algorithm::QAGP;

// calculate the integral over interval (-∞, ∞), with QAGP algorithm,
// maximum iteration limit being 100, singular point on the origin of coordinate.
let result = Integrator::new(|x: f64| 1. - (-(x.abs() / 1.6).powf(-2.3)).exp(), QAGP::new())
        .limit(100)
        .points(&[0.])
        .run(NEG_INFINITY..INFINITY)
        .estimate()
        .unwrap();

Modules

algorithm

feature="single" Algorithms for 1-dimentional numerical integration

Structs

IntegrationConfig	feature="single" Integration configuration
Integrator	feature="single" Integration Executor
Interval	feature="single" Represent the interval for which the integral is estimated.
QKResult	feature="single" holds the result of Gauss-Kronrod integration

Traits

Integrand

feature="single" The function that is to be integrated

Functions

integral	feature="single" Performs integration using QAGS algorithm, which achieves great performance for many kinds of functions.
integral_with_config	feature="single" Performs the integration with custom configuration.
qk17	feature="single" Performs Gauss-Kronrod integration with 17-point kronrod rule
qk25	feature="single" Performs Gauss-Kronrod integration with 25-point kronrod rule
qk33	feature="single" Performs Gauss-Kronrod integration with 33-point kronrod rule
qk41	feature="single" Performs Gauss-Kronrod integration with 41-point kronrod rule
qk49	feature="single" Performs Gauss-Kronrod integration with 49-point kronrod rule
qk57	feature="single" Performs Gauss-Kronrod integration with 57-point kronrod rule

Type Definitions

Points

feature="single" Singular points