// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2013 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. // using System; namespace IStation.Numerics.Integration { /// /// 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) { if (f == null) { throw new ArgumentNullException(nameof(f)); } 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 (f == null) { throw new ArgumentNullException(nameof(f)); } if (numberOfPartitions <= 0) { throw new ArgumentOutOfRangeException(nameof(numberOfPartitions), "Value must be positive (and not zero)."); } if (numberOfPartitions.IsOdd()) { throw new ArgumentException("Value must be even.", nameof(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 (cdrnet, 2009-01-07): Do not combine intervalBegin and offset (numerical stability) sum += m*f(intervalBegin + offset); m = 6 - m; offset += step; } return factor*sum; } } }