This routine provides Simpson's method for numerical integration. Although Axiom already provides a Simpson's method, this version has a syntax that will be intuitive to anyone who has used the integrate() function.
spad
)abbrev package SIMPINT SimpsonIntegration
SimpsonIntegration(): Exports == Implementation where
F ==> Float
SF ==> Segment F
EF ==> Expression F
SBF ==> SegmentBinding F
Ans ==> Record(value:EF, error:EF)
Exports ==> with
simpson : (EF,SBF,EF) -> Ans
simpson : (EF,SBF) -> Ans
Implementation ==> add
simpson(func:EF, sbf:SBF, tol:EF) ==
a : F := lo(segment(sbf))
b : F := hi(segment(sbf))
x : EF := variable(sbf) :: EF
h : F
k : Integer
n : Integer
simps : EF
newsimps : EF
oe : EF
ne : EF
err : EF
sumend : EF := eval(func, x, a::EF) + eval(func, x, b::EF)
sumodd : EF := 0.0 :: EF
sumeven : EF := 0.0 :: EF
-- First base case -- 2 intervals ----------------
n := 2
h := (b-a)/n
sumeven := sumeven + sumodd
sumodd := 0.0 :: EF
for k in 1..(n-1) by 2 repeat
sumodd := sumodd + eval( func, x, (k*h+a)::EF )
simps := ( sumend + 2.0*sumeven + 4.0*sumodd )*(h/3.0)
-- Second base case -- 4 intervals ---------------
n := n*2
h := (b-a)/n
sumeven := sumeven + sumodd
sumodd := 0.0 :: EF
for k in 1..(n-1) by 2 repeat
sumodd := sumodd + eval( func, x, (k*h+a)::EF )
newsimps := ( sumend + 2.0*sumeven + 4.0*sumodd )*(h/3.0)
oe := abs(newsimps-simps) -- old error
simps := newsimps
-- general case -----------------------------------
while true repeat
n := n*2
h := (b-a)/n
sumeven := sumeven + sumodd
sumodd := 0.0 :: EF
for k in 1..(n-1) by 2 repeat
sumodd := sumodd + eval( func, x, (k*h+a)::EF )
newsimps := ( sumend + 2.0*sumeven + 4.0*sumodd )*(h/3.0)
-- This is a check of Richardson's error estimate.
-- Usually p is approximately 4 for Simpson's rule, but
-- occasionally convergence is slower
ne := abs( newsimps - simps ) -- new error
if ( (ne<oe*2.0) and (oe<ne*16.5) ) then -- Richardson should be ok
-- p := log(oe/ne)/log(2.0)
err := ne/(oe/ne-1.0::EF) -- ne/(2^p-1)
else
err := ne -- otherwise estimate crudely
oe := ne
simps := newsimps
if( err < tol ) then
break
[ newsimps, err ]
simpson(func:EF, sbf:SBF) ==
simpson( func, sbf, 1.e-6::EF )
spad
Compiling FriCAS source code from file
/var/zope2/var/LatexWiki/1602341404191315960-25px001.spad using
old system compiler.
SIMPINT abbreviates package SimpsonIntegration
processing macro definition F ==> Float
processing macro definition SF ==> Segment Float
processing macro definition EF ==> Expression Float
processing macro definition SBF ==> SegmentBinding Float
processing macro definition Ans ==> Record(value: Expression Float,error: Expression Float)
processing macro definition Exports ==> -- the constructor category
processing macro definition Implementation ==> -- the constructor capsule
------------------------------------------------------------------------
initializing NRLIB SIMPINT for SimpsonIntegration
compiling into NRLIB SIMPINT
compiling exported simpson : (Expression Float,SegmentBinding Float,Expression Float) -> Record(value: Expression Float,error: Expression Float)
Time: 4.01 SEC.
compiling exported simpson : (Expression Float,SegmentBinding Float) -> Record(value: Expression Float,error: Expression Float)
Time: 0.03 SEC.
(time taken in buildFunctor: 0)
;;; *** |SimpsonIntegration| REDEFINED
;;; *** |SimpsonIntegration| REDEFINED
Time: 0.08 SEC.
Cumulative Statistics for Constructor SimpsonIntegration
Time: 4.12 seconds
finalizing NRLIB SIMPINT
Processing SimpsonIntegration for Browser database:
--->-->SimpsonIntegration((simpson (Ans EF SBF EF))): Not documented!!!!
--->-->SimpsonIntegration((simpson (Ans EF SBF))): Not documented!!!!
--->-->SimpsonIntegration(constructor): Not documented!!!!
--->-->SimpsonIntegration(): Missing Description
------------------------------------------------------------------------
SimpsonIntegration is now explicitly exposed in frame initial
SimpsonIntegration will be automatically loaded when needed from
/var/zope2/var/LatexWiki/SIMPINT.NRLIB/code
This simpson() function overloads the already existing function and either may be used. To see available simpson() functions, do:
axiom
)display op simpson
There are 3 exposed functions called simpson :
[1] (Expression Float,SegmentBinding Float,Expression Float) ->
Record(value: Expression Float,error: Expression Float)
from SimpsonIntegration
[2] (Expression Float,SegmentBinding Float) -> Record(value:
Expression Float,error: Expression Float)
from SimpsonIntegration
[3] ((Float -> Float),Float,Float,Float,Float,Integer,Integer) ->
Record(value: Float,error: Float,totalpts: Integer,success:
Boolean)
from NumericalQuadrature
To compute an integral using Simpson's rule, pass an expression and a BindingSegment? with the limits. Optionally, you may include a third argument to specify the acceptable error.
The exact integral:
axiom
integrate( sin(x), x=0..1 ) :: Expression Float
Type: Expression Float
Our approximations:
axiom
simpson( sin(x), x=0..1 )
Type: Record(value: Expression Float,error: Expression Float)
axiom
simpson( sin(x), x=0..1, 1.e-10 )
Type: Record(value: Expression Float,error: Expression Float)