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Optimize quadratures

master
C. J. Howard 5 months ago
parent
commit
c99cfff091
1 changed files with 11 additions and 10 deletions
  1. +11
    -10
      src/math/quadrature.hpp

+ 11
- 10
src/math/quadrature.hpp View File

@ -60,6 +60,7 @@ typename std::invoke_result::val
{
typedef typename std::iterator_traits<InputIt>::value_type input_type;
typedef typename std::invoke_result<UnaryOp, input_type>::type output_type;
typedef decltype(*last - *first) difference_type;
if (first == last)
return output_type(0);
@ -72,12 +73,11 @@ typename std::invoke_result::val
if (second == last)
return f_a;
difference_type h = *second - *first;
output_type f_b = f(*first + h / difference_type(2));
output_type f_c = f(*second);
input_type h = *second - *first;
output_type f_b = f(*first + h / input_type(2));
output_type sum = ((f_a + f_b * input_type(4) + f_c) / input_type(6)) * h;
output_type sum = (f_a + f_b * difference_type(4) + f_c) * h;
for (first = second++; second != last; first = second++)
{
@ -85,12 +85,12 @@ typename std::invoke_result::val
f_a = f_c;
f_c = f(*second);
f_b = f(*first + h / input_type(2));
f_b = f(*first + h / difference_type(2));
sum += ((f_a + f_b * input_type(4) + f_c) / input_type(6)) * h;
sum += (f_a + f_b * difference_type(4) + f_c) * h;
}
return sum;
return sum / difference_type(6);
}
template<class UnaryOp, class InputIt>
@ -99,6 +99,7 @@ typename std::invoke_result::val
{
typedef typename std::iterator_traits<InputIt>::value_type input_type;
typedef typename std::invoke_result<UnaryOp, input_type>::type output_type;
typedef decltype(*last - *first) difference_type;
if (first == last)
return output_type(0);
@ -112,16 +113,16 @@ typename std::invoke_result::val
return f_a;
output_type f_b = f(*second);
output_type sum = ((f_a + f_b) / input_type(2)) * (*second - *first);
output_type sum = (f_a + f_b) * (*second - *first);
for (first = second++; second != last; first = second++)
{
f_a = f_b;
f_b = f(*second);
sum += ((f_a + f_b) / input_type(2)) * (*second - *first);
sum += (f_a + f_b) * (*second - *first);
}
return sum;
return sum / difference_type(2);
}
} // namespace quadrature

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