dlib C++ Library - integrate_function_adapt_simp_ex.cpp

    // The contents of this file are in the public domain.  See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
    /*

        This example demonstrates the usage of the numerical quadrature function
        integrate_function_adapt_simp().  This function takes as input a single variable
        function, the endpoints of a domain over which the function will be integrated, and a
        tolerance parameter.  It outputs an approximation of the integral of this function over
        the specified domain.  The algorithm is based on the adaptive Simpson method outlined in:

            Numerical Integration method based on the adaptive Simpson method in
            Gander, W. and W. Gautschi, "Adaptive Quadrature – Revisited,"
            BIT, Vol. 40, 2000, pp. 84-101

    */

    #include <iostream>
    #include <dlib/matrix.h>
    #include <dlib/numeric_constants.h>
    #include <dlib/numerical_integration.h>

    using namespace std;
    using namespace dlib;

    // Here we the set of functions that we wish to integrate and comment in the domain of
    // integration.

    // x in [0,1]
    double gg1(double x)
    {
        return pow(e,x);
    }

    // x in [0,1]
    double gg2(double x)
    {
        return x*x;
    }

    // x in [0, pi]
    double gg3(double x)
    {
        return 1/(x*x + cos(x)*cos(x));
    }

    // x in [-pi, pi]
    double gg4(double x)
    {
        return sin(x);
    }

    // x in [0,2]
    double gg5(double x)
    {
        return 1/(1 + x*x);
    }

    int main()
    {
        // We first define a tolerance parameter.  Roughly speaking, a lower tolerance will
        // result in a more accurate approximation of the true integral.  However, there are
        // instances where too small of a tolerance may yield a less accurate approximation
        // than a larger tolerance.  We recommend taking the tolerance to be in the
        // [1e-10, 1e-8] region.

        double tol = 1e-10;

        // Here we compute the integrals of the five functions defined above using the same
        // tolerance level for each.

        double m1 = integrate_function_adapt_simp(&gg1, 0.0, 1.0, tol);
        double m2 = integrate_function_adapt_simp(&gg2, 0.0, 1.0, tol);
        double m3 = integrate_function_adapt_simp(&gg3, 0.0, pi, tol);
        double m4 = integrate_function_adapt_simp(&gg4, -pi, pi, tol);
        double m5 = integrate_function_adapt_simp(&gg5, 0.0, 2.0, tol);

        // We finally print out the values of each of the approximated integrals to ten
        // significant digits.

        cout << "\nThe integral of exp(x) for x in [0,1] is "          << std::setprecision(10) <<  m1  << endl;
        cout << "The integral of x^2 for in [0,1] is "                 << std::setprecision(10) <<  m2  << endl;
        cout << "The integral of 1/(x^2 + cos(x)^2) for in [0,pi] is " << std::setprecision(10) <<  m3  << endl;
        cout << "The integral of sin(x) for in [-pi,pi] is "           << std::setprecision(10) <<  m4  << endl;
        cout << "The integral of 1/(1+x^2) for in [0,2] is "           << std::setprecision(10) <<  m5  << endl;
        cout << endl;

        return 0;
    }