Module gkquad::single

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 range (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 core::f64::{INFINITY, NEG_INFINITY};

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

// calculate the integral over range (-∞, ∞), 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())
        .max_iters(100)
        .points(&[0.])
        .run(NEG_INFINITY..INFINITY)
        .estimate()
        .unwrap();

Modules

algorithm

Algorithms for 1-dimentional numerical integration

Structs

IntegrationConfig	Integration configuration
Integrator	Integration Executor
QKResult	holds the result of Gauss-Kronrod integration
Range	Represent the range for which the integral is estimated.

Traits

Integrand

The function that is to be integrated

Functions

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

Type Definitions

Points

Singular points