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multidimensional_trap

Function multidimensional_trap 

Source
pub fn multidimensional_trap(
    f: impl Fn(&[f64]) -> f64,
    bounds: &[(f64, f64)],
    n: usize,
) -> f64
Expand description

Approximate ∫ f(x) dx over a hyperrectangle using the composite trapezoid rule.

bounds is a slice of (a_i, b_i) pairs, one per dimension. n is the number of subintervals per dimension.