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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
LatexWiki Image(1)
Type: Expression Float

Our approximations:

axiom
simpson( sin(x), x=0..1 )
LatexWiki Image(2)
Type: Record(value: Expression Float,error: Expression Float)
axiom
simpson( sin(x), x=0..1, 1.e-10 )
LatexWiki Image(3)
Type: Record(value: Expression Float,error: Expression Float)




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