README
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Gonum integrate
Package integrate provides numerical evaluation of definite integrals of single-variable functions for the Go programming language.
Documentation
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Overview ¶
Package integrate provides functions to compute an integral given a specific list of evaluations.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func Romberg ¶
Romberg returns an approximate value of the integral
\int_a^b f(x)dx
computed using the Romberg's method. The function f is given as a slice of equally-spaced samples, that is,
f[i] = f(a + i*dx)
and dx is the spacing between the samples.
The length of f must be 2^k + 1, where k is a positive integer, and dx must be positive.
See https://en.wikipedia.org/wiki/Romberg%27s_method for a description of the algorithm.
func Simpsons ¶
Simpsons returns an approximate value of the integral
\int_a^b f(x)dx
computed using the Simpsons's method. The function f is given as a slice of samples evaluated at locations in x, that is,
f[i] = f(x[i]), x[0] = a, x[len(x)-1] = b
The slice x must be sorted in strictly increasing order. x and f must be of equal length and the length must be at least 3.
See https://en.wikipedia.org/wiki/Simpson%27s_rule#Composite_Simpson's_rule_for_irregularly_spaced_data for more information.
func Trapezoidal ¶
Trapezoidal returns an approximate value of the integral
\int_a^b f(x) dx
computed using the trapezoidal rule. The function f is given as a slice of samples evaluated at locations in x, that is,
f[i] = f(x[i]), x[0] = a, x[len(x)-1] = b
The slice x must be sorted in strictly increasing order. x and f must be of equal length and the length must be at least 2.
The trapezoidal rule approximates f by a piecewise linear function and estimates
\int_x[i]^x[i+1] f(x) dx
as
(x[i+1] - x[i]) * (f[i] + f[i+1])/2
More details on the trapezoidal rule can be found at: https://en.wikipedia.org/wiki/Trapezoidal_rule
Types ¶
This section is empty.
Source Files
Directories
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| Path | Synopsis |
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Package quad provides numerical evaluation of definite integrals of single-variable functions.
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Package quad provides numerical evaluation of definite integrals of single-variable functions. |
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Package testquad provides integrals for testing quadrature algorithms.
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Package testquad provides integrals for testing quadrature algorithms. |