/*
* Copyright (C) 2023 Christopher J. Howard
*
* This file is part of Antkeeper source code.
*
* Antkeeper source code is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Antkeeper source code is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Antkeeper source code. If not, see .
*/
#ifndef ANTKEEPER_MATH_QUADRATURE_HPP
#define ANTKEEPER_MATH_QUADRATURE_HPP
#include
#include
namespace math {
/// Numerical integration functions.
namespace quadrature {
/**
* Approximates the definite integral of a function using Simpson's 1/3 rule.
*
* @param f Unary function object to integrate.
* @param first,last Range of sample points on `[first, last)`.
*
* @return Approximated integral of @p f.
*
* @see https://en.wikipedia.org/wiki/Simpson%27s_rule
*/
template
[[nodiscard]] typename std::invoke_result::value_type>::type
simpson(UnaryOp f, InputIt first, InputIt last)
{
typedef typename std::iterator_traits::value_type input_type;
typedef typename std::invoke_result::type output_type;
typedef decltype(*last - *first) difference_type;
if (first == last)
return output_type{0};
output_type f_a = f(*first);
InputIt second = first;
++second;
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);
output_type sum = (f_a + f_b * difference_type(4) + f_c) * h;
for (first = second++; second != last; first = second++)
{
h = *second - *first;
f_a = f_c;
f_c = f(*second);
f_b = f(*first + h / difference_type(2));
sum += (f_a + f_b * difference_type(4) + f_c) * h;
}
return sum / difference_type(6);
}
/**
* Approximates the definite integral of a function using the trapezoidal rule.
*
* @param f Unary function object to integrate.
* @param first,last Range of sample points on `[first, last)`.
*
* @return Approximated integral of @p f.
*
* @see https://en.wikipedia.org/wiki/Trapezoidal_rule
*/
template
[[nodiscard]] typename std::invoke_result::value_type>::type
trapezoid(UnaryOp f, InputIt first, InputIt last)
{
typedef typename std::iterator_traits::value_type input_type;
typedef typename std::invoke_result::type output_type;
typedef decltype(*last - *first) difference_type;
if (first == last)
return output_type{0};
output_type f_a = f(*first);
InputIt second = first;
++second;
if (second == last)
return f_a;
output_type f_b = f(*second);
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) * (*second - *first);
}
return sum / difference_type(2);
}
} // namespace quadrature
} // namespace math
#endif // ANTKEEPER_MATH_QUADRATURE_HPP