pub fn gauss_legendre_quadrature<F>(f: F, n: usize, (a, b): (f64, f64)) -> f64 where
F: Fn(f64) -> f64,
Expand description
Gauss Legendre Quadrature
Type
f, n, (a,b) -> f64
f
: Numerical function (Fn(f64) -> f64
)n
: Order of Legendre polynomial (up to 16)(a,b)
: Interval of integration
Reference
- A. N. Lowan et al. (1942)
- Keisan Online Calculator