/**
* @file
* @brief Implementation of the Composite Simpson Rule for the approximation
*
* @details The following is an implementation of the Composite Simpson Rule for
* the approximation of definite integrals. More info -> wiki:
* https://en.wikipedia.org/wiki/Simpson%27s_rule#Composite_Simpson's_rule
*
* The idea is to split the interval in an EVEN number N of intervals and use as
* interpolation points the xi for which it applies that xi = x0 + i*h, where h
* is a step defined as h = (b-a)/N where a and b are the first and last points
* of the interval of the integration [a, b].
*
* We create a table of the xi and their corresponding f(xi) values and we
* evaluate the integral by the formula: I = h/3 * {f(x0) + 4*f(x1) + 2*f(x2) +
* ... + 2*f(xN-2) + 4*f(xN-1) + f(xN)}
*
* That means that the first and last indexed i f(xi) are multiplied by 1,
* the odd indexed f(xi) by 4 and the even by 2.
*
* In this program there are 4 sample test functions f, g, k, l that are
* evaluated in the same interval.
*
* Arguments can be passed as parameters from the command line argv[1] = N,
* argv[2] = a, argv[3] = b
*
* N must be even number and a<b.
*
* In the end of the main() i compare the program's result with the one from
* mathematical software with 2 decimal points margin.
*
* Add sample function by replacing one of the f, g, k, l and the assert
*
* @author [ggkogkou](https://github.com/ggkogkou)
*
*/
#include <cassert> /// for assert
#include <cmath> /// for math functions
#include <cmath>
#include <cstdint> /// for integer allocation
#include <cstdlib> /// for std::atof
#include <functional> /// for std::function
#include <iostream> /// for IO operations
#include <map> /// for std::map container
/**
* @namespace numerical_methods
* @brief Numerical algorithms/methods
*/
namespace numerical_methods {
/**
* @namespace simpson_method
* @brief Contains the Simpson's method implementation
*/
namespace simpson_method {
/**
* @fn double evaluate_by_simpson(int N, double h, double a,
* std::function<double (double)> func)
* @brief Calculate integral or assert if integral is not a number (Nan)
* @param N number of intervals
* @param h step
* @param a x0
* @param func: choose the function that will be evaluated
* @returns the result of the integration
*/
double evaluate_by_simpson(std::int32_t N, double h, double a,
const std::function<double(double)>& func) {
std::map<std::int32_t, double>
data_table; // Contains the data points. key: i, value: f(xi)
double xi = a; // Initialize xi to the starting point x0 = a
// Create the data table
double temp = NAN;
for (std::int32_t i = 0; i <= N; i++) {
temp = func(xi);
data_table.insert(
std::pair<std::int32_t, double>(i, temp)); // add i and f(xi)
xi += h; // Get the next point xi for the next iteration
}
// Evaluate the integral.
// Remember: f(x0) + 4*f(x1) + 2*f(x2) + ... + 2*f(xN-2) + 4*f(xN-1) + f(xN)
double evaluate_integral = 0;
for (std::int32_t i = 0; i <= N; i++) {
if (i == 0 || i == N) {
evaluate_integral += data_table.at(i);
} else if (i % 2 == 1) {
evaluate_integral += 4 * data_table.at(i);
} else {
evaluate_integral += 2 * data_table.at(i);
}
}
// Multiply by the coefficient h/3
evaluate_integral *= h / 3;
// If the result calculated is nan, then the user has given wrong input
// interval.
assert(!std::isnan(evaluate_integral) &&
"The definite integral can't be evaluated. Check the validity of "
"your input.\n");
// Else return
return evaluate_integral;
}
/**
* @fn double f(double x)
* @brief A function f(x) that will be used to test the method
* @param x The independent variable xi
* @returns the value of the dependent variable yi = f(xi)
*/
double f(double x) { return std::sqrt(x) + std::log(x); }
/** @brief Another test function */
double g(double x) { return std::exp(-x) * (4 - std::pow(x, 2)); }
/** @brief Another test function */
double k(double x) { return std::sqrt(2 * std::pow(x, 3) + 3); }
/** @brief Another test function*/
double l(double x) { return x + std::log(2 * x + 1); }
} // namespace simpson_method
} // namespace numerical_methods
/**
* \brief Self-test implementations
* @param N is the number of intervals
* @param h is the step
* @param a is x0
* @param b is the end of the interval
* @param used_argv_parameters is 'true' if argv parameters are given and
* 'false' if not
*/
static void test(std::int32_t N, double h, double a, double b,
bool used_argv_parameters) {
// Call the functions and find the integral of each function
double result_f = numerical_methods::simpson_method::evaluate_by_simpson(
N, h, a, numerical_methods::simpson_method::f);
assert((used_argv_parameters || (result_f >= 4.09 && result_f <= 4.10)) &&
"The result of f(x) is wrong");
std::cout << "The result of integral f(x) on interval [" << a << ", " << b
<< "] is equal to: " << result_f << std::endl;
double result_g = numerical_methods::simpson_method::evaluate_by_simpson(
N, h, a, numerical_methods::simpson_method::g);
assert((used_argv_parameters || (result_g >= 0.27 && result_g <= 0.28)) &&
"The result of g(x) is wrong");
std::cout << "The result of integral g(x) on interval [" << a << ", " << b
<< "] is equal to: " << result_g << std::endl;
double result_k = numerical_methods::simpson_method::evaluate_by_simpson(
N, h, a, numerical_methods::simpson_method::k);
assert((used_argv_parameters || (result_k >= 9.06 && result_k <= 9.07)) &&
"The result of k(x) is wrong");
std::cout << "The result of integral k(x) on interval [" << a << ", " << b
<< "] is equal to: " << result_k << std::endl;
double result_l = numerical_methods::simpson_method::evaluate_by_simpson(
N, h, a, numerical_methods::simpson_method::l);
assert((used_argv_parameters || (result_l >= 7.16 && result_l <= 7.17)) &&
"The result of l(x) is wrong");
std::cout << "The result of integral l(x) on interval [" << a << ", " << b
<< "] is equal to: " << result_l << std::endl;
}
/**
* @brief Main function
* @param argc commandline argument count (ignored)
* @param argv commandline array of arguments (ignored)
* @returns 0 on exit
*/
int main(int argc, char** argv) {
std::int32_t N = 16; /// Number of intervals to divide the integration
/// interval. MUST BE EVEN
double a = 1, b = 3; /// Starting and ending point of the integration in
/// the real axis
double h = NAN; /// Step, calculated by a, b and N
bool used_argv_parameters =
false; // If argv parameters are used then the assert must be omitted
// for the tst cases
// Get user input (by the command line parameters or the console after
// displaying messages)
if (argc == 4) {
N = std::atoi(argv[1]);
a = std::atof(argv[2]);
b = std::atof(argv[3]);
// Check if a<b else abort
assert(a < b && "a has to be less than b");
assert(N > 0 && "N has to be > 0");
if (N < 16 || a != 1 || b != 3) {
used_argv_parameters = true;
}
std::cout << "You selected N=" << N << ", a=" << a << ", b=" << b
<< std::endl;
} else {
std::cout << "Default N=" << N << ", a=" << a << ", b=" << b
<< std::endl;
}
// Find the step
h = (b - a) / N;
test(N, h, a, b, used_argv_parameters); // run self-test implementations
return 0;
}