Skip to main content

Module numeric

Module numeric 

Source
Expand description

Numerical integration (adaptive Monte Carlo / Vegas) and deterministic quadrature bridges.

This module provides a Vegas integrator implementing the classic Leppler/Kleisser/R. (Vegas) adaptive-grid Monte Carlo algorithm, together with a convenience integrate_1d entry point. Both share the Integrator trait so callers can swap methods uniformly.

The integrands are plain Fn(&[f64]) -> f64 closures; combine with the crate’s ExpressionEvaluator to integrate symbolic expressions by wrapping evaluate in a closure.

Re-exports§

pub use statistics::StatisticsAccumulator;
pub use vegas::IntegrateResult;
pub use vegas::Integrator;
pub use vegas::Vegas;
pub use vegas::VegasOptions;

Modules§

statistics
Running statistics accumulator for Monte Carlo integration.
vegas
Adaptive Monte Carlo integration (Vegas).

Functions§

integrate_1d
Numerically integrate a one-dimensional function f over [a, b] using Vegas with default options. Returns the estimate and standard error.