MtxIntDiff.QuadGauss Function

Numerical integration by using regular Gaussian quadrature scheme.

Pascal

function QuadGauss(Fun: TRealFunction; lb: double; ub: double; const BasePoints: TVec; const Weights: TVec; Parts: Integer): double; overload;

File

MtxIntDiff

Returns

the numerical approximate on integral of function Fun between limits lb and ub.

Description

Check the following link to learn more about this algorithm

Example

Evaluate fuction Sin(x)*Exp(-x^2) on interval -PI/2, PI.

Uses MtxExpr, Math387, MtxIntDiff; // Integrating function function IntFunc(const Parameters: TVec; const Constants: TVec; const ObjConst: Array of TObject): double; var x: double; begin x := Parameters[0]; IntFunc := Sin(x)*Exp(-x*x); end; // Integrate procedure DoIntegrate; var bpoints,weights: Vector; area: double; begin WeightsGauss(10,bpoints,weights); area := QuadGauss(IntFunc,-0.5*PI,PI,bpoints,weights,64); end;

#include "MtxExpr.hpp" #include "Math387.hpp" #include "MtxIntDiff.hpp" // Integrating function double __fastcall IntFun(TVec* const Parameters, TVec* const Constants, System::TObject* const * ObjConst, const int ObjConst_Size) { double x = (*Parameters)[0]; return Math.Sin(x)*Math.Exp(-x*x); } void __fastcall Example(); { sVector bpoints, weights; WeightsGauss(10,bpoints,weights); double area = QuadGauss(IntFun,-0.5*PI,PI,bpoints,weights,64); }

MtxIntDiff, Functions, Example, See Also

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