// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.Integration.Algorithms { using System; using NumberTheory; using Properties; /// /// Approximation algorithm for definite integrals by Simpson's rule. /// public static class SimpsonRule { /// /// Direct 3-point approximation of the definite integral in the provided interval by Simpson's rule. /// /// The analytic smooth function to integrate. /// Where the interval starts, inclusive and finite. /// Where the interval stops, inclusive and finite. /// Approximation of the finite integral in the given interval. public static double IntegrateThreePoint( Func f, double intervalBegin, double intervalEnd) { double midpoint = (intervalEnd + intervalBegin) / 2; return (intervalEnd - intervalBegin) / 6 * (f(intervalBegin) + f(intervalEnd) + (4 * f(midpoint))); } /// /// Composite N-point approximation of the definite integral in the provided interval by Simpson's rule. /// /// The analytic smooth function to integrate. /// Where the interval starts, inclusive and finite. /// Where the interval stops, inclusive and finite. /// Even number of composite subdivision partitions. /// Approximation of the finite integral in the given interval. public static double IntegrateComposite( Func f, double intervalBegin, double intervalEnd, int numberOfPartitions) { if (numberOfPartitions <= 0) { throw new ArgumentOutOfRangeException("numberOfPartitions", Resources.ArgumentPositive); } if (numberOfPartitions.IsOdd()) { throw new ArgumentException(Resources.ArgumentEven, "numberOfPartitions"); } double step = (intervalEnd - intervalBegin) / numberOfPartitions; double factor = step / 3; double offset = step; int m = 4; double sum = f(intervalBegin) + f(intervalEnd); for (int i = 0; i < numberOfPartitions - 1; i++) { // NOTE (ruegg, 2009-01-07): Do not combine intervalBegin and offset (numerical stability) sum += m * f(intervalBegin + offset); m = 6 - m; offset += step; } return factor * sum; } } }