Function peroxide::numerical::integral::integrate

pub fn integrate<F>(f: F, (a, b): (f64, f64), method: Integral) -> f64 where
    F: Fn(f64) -> f64, 

Numerical Integration

Description

fn integrate(f, (a,b), method) -> f64

• f: Target function (Fn(f64) -> f64)
• (a,b) : Target interval
• method : Numerical integration method

Method

• Gauss-Legendre Quadrature (up to order 16) : GaussLegendre(usize)
• Newton-Cotes Quadrature: NewtonCotes(usize)