-- Hoogle documentation, generated by Haddock -- See Hoogle, http://www.haskell.org/hoogle/ -- | Non-adaptive Gaussian quadrature for numeric integraton -- -- This package provides means for numeric integration with a Gaussian -- quadrature. Precisely, it incorporates non-adaptive approximation for -- definite integrals using 128-, 256-, 512- and 1024-point Gaussian -- quadrature rule. For example, to find the approximation of an integral -- with a 256-point rule: -- --
-- ╭ a -- │ f(x) dx = nIntegrate256 f a b -- ╯ b ---- --
-- > nIntegrate256 (\x -> x^999) 0 1 -- 9.999999999999887e-4 ---- -- The type of a function here is not confined only by Double -> -- Double, indeed one can use any instance of Fractional: -- --
-- > nIntegrate256 (\x -> x^999 :: Fixed Prec50) 0 1 -- 0.00100000000000000000000000000000000000000000000009 ---- -- 128 and 256 rules are given with the accuracy of 50 digits, 512 --- -- with 35 digits (roughly quad), all of them were computed by myself. -- 1024-point rule was taken from the Gauss-Legendre Quadrature C/C++ -- library by Pavel Holoborodko -- (http://www.holoborodko.com/pavel/numerical-methods/numerical-integration/) -- and goes with the accuracy of 25 decimal digits (fixed point). @package GaussQuadIntegration @version 0.1 module Math.GaussianQuadratureIntegration nIntegrate128 :: Fractional a => (a -> a) -> a -> a -> a nIntegrate256 :: Fractional a => (a -> a) -> a -> a -> a nIntegrate512 :: Fractional a => (a -> a) -> a -> a -> a nIntegrate1024 :: Fractional a => (a -> a) -> a -> a -> a