Expand description
§quad_gk
Fast and precise numerical integration library based on Gauss Kronrod quadrature rule.
§Basic usage
use std::sync::Arc;
use quad_gk::*;
let integral: Integral = quad_gk!(
Arc::new(|x: f64| x.sin() * (-x).exp()),
0.0..100.0,
);
// estimated relative error in numerical integration is smaller than 1e-6 by default.
assert!(integral.is_ok(1e-6))§More precise calculation
use std::sync::Arc;
use quad_gk::*;
let integral: Integral = quad_gk!(
Arc::new(|x: f64| x.sin() * (-x).exp()),
0.0..100.0,
rel_tol=1e-14,
max_interval_count=1_000_000,
coef=GK91,
);
// estimated relative error in numerical integration is smaller than 1e-14!
assert!(integral.is_ok(1e-14))