{-# LANGUAGE NoImplicitPrelude #-} {-# LANGUAGE RebindableSyntax #-} module Integration.Simpson ( simpson, simpson_1 ) where import Misc ( partition ) import NumericPrelude hiding ( abs ) import qualified Algebra.RealField as RealField ( C ) import qualified Algebra.ToInteger as ToInteger ( C ) import qualified Algebra.ToRational as ToRational ( C ) -- | Use the Simpson's rule to numerically integrate @f@ over the -- interval [@a@, @b@]. -- -- Examples: -- -- >>> let f x = 1 -- >>> simpson_1 f (-1) 1 -- 2.0 -- -- >>> let f x = x -- >>> simpson_1 f (-1) 1 -- 0.0 -- -- >>> import Algebra.Absolute (abs) -- >>> let f x = x^2 -- >>> let area = simpson_1 f (-1) 1 -- >>> abs (area - (2/3)) < 1/10^12 -- True -- -- >>> let f x = x^3 -- >>> simpson_1 f (-1) 1 -- 0.0 -- -- >>> let f x = x^3 -- >>> simpson_1 f 0 1 -- 0.25 -- simpson_1 :: (RealField.C a, ToRational.C a, RealField.C b) => (a -> b) -- ^ The function @f@ -> a -- ^ The \"left\" endpoint, @a@ -> a -- ^ The \"right\" endpoint, @b@ -> b simpson_1 f a b = coefficient * ((f a) + 4*(f midpoint) + (f b)) where coefficient = fromRational' $ (toRational (b - a)) / 6 midpoint = (a + b) / 2 -- | Use the composite Simpson's rule to numerically integrate @f@ -- over @n@ subintervals of [@a@, @b@]. -- -- Examples: -- -- >>> import Algebra.Absolute (abs) -- >>> let f x = x^4 -- >>> let area = simpson 10 f (-1) 1 -- >>> abs (area - (2/5)) < 0.0001 -- True -- -- Note that the convergence here is much faster than the Trapezoid -- rule! -- -- >>> import Algebra.Absolute (abs) -- >>> let area = simpson 10 sin 0 pi -- >>> abs (area - 2) < 0.00001 -- True -- simpson :: (RealField.C a, ToRational.C a, RealField.C b, ToInteger.C c, Enum c) => c -- ^ The number of subintervals to use, @n@ -> (a -> b) -- ^ The function @f@ -> a -- ^ The \"left\" endpoint, @a@ -> a -- ^ The \"right\" endpoint, @b@ -> b simpson n f a b = sum $ map simpson_pairs pieces where pieces = partition n a b -- Convert the simpson_1 function into one that takes pairs -- (a,b) instead of individual arguments 'a' and 'b'. simpson_pairs = uncurry (simpson_1 f)