1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250
//! Module for working with integrals. //! //! This module has functions for estimating the values of //! integrals through numeric integration techniques. pub use super::func::*; /// The default precision constant used in `integrate`. /// /// This value can be thought of as the number of subintervals to use /// for each integral interval in the region `[a, b`]. pub const DEFAULT_PRECISION: u64 = 4; /// Estimate the value of the integral of `f` over `[a, b]` using /// `p` subintervals. /// /// This function works by applying Simpson's rule to the function /// over the specified interval, using `p` subintervals. /// /// Note that a higher `p` will increase the accuracy of the result, /// but also increase the time the computation takes. `p` should be chosen /// to ensure that a good estimate can be made without drastically /// increasing the computational complexity. /// /// If `a` is equal to `b` or `p` equals zero, `zero` will be /// returned. /// /// # Examples /// /// ``` /// #[macro_use] extern crate reikna; /// # fn main() { /// use reikna::integral::*; /// /// let f = func!(|x| x + 4.0); /// assert_eq!(integrate_wp(&f, 0.0, 0.0, 10), 0.0); /// assert_eq!(integrate_wp(&f, 0.0, 1.0, 10), 4.5); ///# } /// ``` pub fn integrate_wp(f: &Function, a: f64, b: f64, p: u64) -> f64 { if (a - b).abs() < ::std::f64::EPSILON || p == 0 { return 0.0; } let delta = (b - a) / p as f64; let mut integral = f(a) + f(b); let mut pos = a; for i in 1..p { pos += delta; if i & 0x01 == 0 { integral += 2.0 * f(pos); } else { integral += 4.0 * f(pos); } } integral * delta / 3.0 } /// Estimate the value of the integral of `f` over `[a, b]`. /// /// This is a helper function that calls `integrate_wp()` using /// a `p` value calculated depending on the size of `[a, b]`. See /// the documentation for `integrate_wp()` for more information. /// /// The value of `p` is calculated by the following formula: /// /// ``` text /// p = round(|b - a|) * precision /// ``` /// /// Where `precision` is the constant `DEFAULT_PRECISION`. /// /// Note -- because of the way the precision is calculated, the /// computational complexity of this function grows linearly with /// the size of the interval. Very large intervals will have very /// large precision values, which can slow down computation while not /// providing a large improvement to accuracy. For very large intervals, /// is is better to use `integrate_wp()` directly, so the precision value /// can be set to a more reasonable target. /// /// # Examples /// /// ``` /// #[macro_use] extern crate reikna; /// # fn main() { /// use reikna::integral::*; /// /// let f = func!(|x| x + 4.0); /// assert_eq!(integrate(&f, 0.0, 0.0), 0.0); /// assert_eq!(integrate(&f, 0.0, 1.0), 4.5); ///# } /// ``` pub fn integrate(f: &Function, a: f64, b: f64) -> f64 { let p = (b - a).abs().round() as u64 * DEFAULT_PRECISION; integrate_wp(f, a, b, p) } /// Return a `Function` that estimates the `n`th integral of `f`, using a /// constant of `c` and a positive precision constant of `p`. /// /// The integration itself is done by `integrate_wp()`, see the /// documentation for `integrate_wp()` for more information. /// /// The precision value passed to `integrate_wp()` is calculated with the /// following formula: /// /// ``` text /// precision = round(|x|) * p /// ``` /// /// Where `p` is the precision constant supplied to this function. /// /// Note -- the computational complexity of the resulting function grows /// exponentially based on the value of `n`, IE: /// /// ``` text /// nth_integral(1, f, c, p)(x) -> O(1^x) /// nth_integral(2, f, c, p)(x) -> O(2^x) /// nth_integral(3, f, c, p)(x) -> O(3^x) /// ``` /// /// where `x` is the value of `x` supplied to the resulting function. /// For this reason it is not recommended to use values of `n` greater than /// three or four, as larger values will cause computational complexity to /// rapidly inflate. /// /// # Panics /// /// Panics if `p` equals zero. /// /// # Examples /// /// ``` /// #[macro_use] extern crate reikna; /// # fn main() { /// use reikna::integral::*; /// /// let f = func!(|x| x * x); /// let integral = nth_integral(1, &f, 1.0, DEFAULT_PRECISION); /// /// println!("integral({}) = {}", 0.0, integral( 0.0)); /// println!("integral({}) = {}", 1.0, integral( 1.0)); /// println!("integral({}) = {}", -2.0, integral(-2.0)); ///# } /// ``` /// /// Outputs: /// /// ```text /// integral(0.0) = 1.0 /// integral(1.0) = 1.3333333333333333 /// integral(-2.0) = -1.6666666666666665 /// ``` pub fn nth_integral(n: u64, f: &Function, c: f64, p: u64) -> Function { assert!(p != 0, "Precision constant must be positive!"); let f_copy = f.clone(); let integral: Function = func!( move |x: f64| { let prec = x.abs().round() as u64 * p; integrate_wp(&f_copy, 0.0, x, prec) + c }); match n { 0 => f.clone(), 1 => integral, _ => nth_integral(n - 1, &integral, c, p), } } /// Return a `Function` that estimates the integral of `f`, using a /// constant of `c` and a positive precision constant of `p`. /// /// This is a helper function that calls `nth_integral()` with an /// `n` value of `1`. See the documentation for `nth_integral()` for /// more information. /// /// # Panics /// /// Panics if `nth_integral()` panics. See the documentation of /// `nth_integral()` for more information. /// /// # Examples /// /// ``` /// #[macro_use] extern crate reikna; /// # fn main() { /// use reikna::integral::*; /// /// let f = func!(|x| x * x); /// let integral = integral(&f, 1.0, DEFAULT_PRECISION); /// /// println!("integral({}) = {}", 0.0, integral( 0.0)); /// println!("integral({}) = {}", 1.0, integral( 1.0)); /// println!("integral({}) = {}", -2.0, integral(-2.0)); ///# } /// ``` /// /// Outputs: /// /// ```text /// integral(0.0) = 1.0 /// integral(1.0) = 1.3333333333333333 /// integral(-2.0) = -1.6666666666666665 /// ``` pub fn integral(f: &Function, c: f64, p: u64) -> Function { nth_integral(1, f, c, p) } #[cfg(test)] mod tests { use super::*; #[test] fn t_integrate() { let f = func!(|x: f64| x * x); assert_fp!(integrate(&f, 0.0, 0.0), 0.0); assert_fp!(integrate(&f, -1.0, 1.0), 2.0 / 3.0); assert_fp!(integrate(&f, 0.0, 1.0), 1.0 / 3.0); assert_fp!(integrate(&f, -1.0, 0.0), 1.0 / 3.0); assert_fp!(integrate(&f, 1.0, 0.0), -1.0 / 3.0); assert_fp!(integrate(&f, 0.0, 1000.0), integrate(&f, -1000.0, 0.0)); assert_fp!(integrate(&f, 13.0, 0.0), -integrate(&f, 0.0, 13.0)); let f_int = nth_integral(1, &f, 0.0, 2); assert_fp!(f_int( 0.0), 0.0); assert_fp!(f_int( 1.0), 1.0 / 3.0); assert_fp!(f_int(-1.0), -1.0 / 3.0); let f_int = nth_integral(1, &f, 1.0, 2); assert_fp!(f_int( 0.0), 1.0); assert_fp!(f_int( 1.0), 4.0 / 3.0); assert_fp!(f_int(-1.0), 2.0 / 3.0); let f_int = nth_integral(2, &f, 0.0, 2); assert_fp!(f_int( 0.0), 0.0); assert_fp!(f_int( 1.0), 1.0 / 12.0); assert_fp!(f_int(-1.0), 1.0 / 12.0); } #[test] #[should_panic] fn t_integrate_panic() { let f = func!(|x: f64| x * x); nth_integral(1, &f, 1.0, 0); } }