Function peroxide::numerical::integral::integrate

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

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 30) : GaussLegendre(usize)
• Newton-Cotes Quadrature: NewtonCotes(usize)
• Gauss-Kronrod Quadrature
  • G7K15
  • G10K21
  • G15K31
  • G20K41
  • G25K51
  • G30K61