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| Numeric.GSL.Integration | | Portability | uses ffi | | Stability | provisional | | Maintainer | Alberto Ruiz (aruiz at um dot es) |
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| Description |
Numerical integration routines.
http://www.gnu.org/software/gsl/manual/html_node/Numerical-Integration.html#Numerical-Integration
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| Synopsis |
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| Documentation |
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| :: Double | precision (e.g. 1E-9)
| | -> Double -> Double | function to be integrated on the interval (a,b)
| | -> Double | a
| | -> Double | b
| | -> (Double, Double) | result of the integration and error
| Numerical integration using gsl_integration_qng (useful for fast integration of smooth functions). For example:
> let quad = integrateQNG 1E-6
> quad (\x -> 4/(1+x*x)) 0 1
(3.141592653589793,3.487868498008632e-14) |
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| :: Double | precision (e.g. 1E-9)
| | -> Int | size of auxiliary workspace (e.g. 1000)
| | -> Double -> Double | function to be integrated on the interval (a,b)
| | -> Double | a
| | -> Double | b
| | -> (Double, Double) | result of the integration and error
| Numerical integration using gsl_integration_qags (adaptive integration with singularities). For example:
> let quad = integrateQAGS 1E-9 1000
> let f a x = x**(-0.5) * log (a*x)
> quad (f 1) 0 1
(-3.999999999999974,4.871658632055187e-13) |
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