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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;
}
}
}