2021-11-04 02:22:08 +08:00
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/**
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* @file
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* @brief Implementation of the Composite Simpson Rule for the approximation
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*
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* @details The following is an implementation of the Composite Simpson Rule for
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* the approximation of definite integrals. More info -> wiki:
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* https://en.wikipedia.org/wiki/Simpson%27s_rule#Composite_Simpson's_rule
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*
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* The idea is to split the interval in an EVEN number N of intervals and use as
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* interpolation points the xi for which it applies that xi = x0 + i*h, where h
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* is a step defined as h = (b-a)/N where a and b are the first and last points
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* of the interval of the integration [a, b].
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*
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* We create a table of the xi and their corresponding f(xi) values and we
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* evaluate the integral by the formula: I = h/3 * {f(x0) + 4*f(x1) + 2*f(x2) +
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* ... + 2*f(xN-2) + 4*f(xN-1) + f(xN)}
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*
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* That means that the first and last indexed i f(xi) are multiplied by 1,
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* the odd indexed f(xi) by 4 and the even by 2.
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*
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* In this program there are 4 sample test functions f, g, k, l that are
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* evaluated in the same interval.
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*
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* Arguments can be passed as parameters from the command line argv[1] = N,
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* argv[2] = a, argv[3] = b
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*
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* N must be even number and a<b.
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*
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* In the end of the main() i compare the program's result with the one from
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* mathematical software with 2 decimal points margin.
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*
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* Add sample function by replacing one of the f, g, k, l and the assert
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*
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* @author [ggkogkou](https://github.com/ggkogkou)
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*
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*/
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2021-11-08 01:49:33 +08:00
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#include <cassert> /// for assert
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#include <cmath> /// for math functions
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#include <cmath>
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#include <cstdint> /// for integer allocation
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#include <cstdlib> /// for std::atof
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#include <functional> /// for std::function
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#include <iostream> /// for IO operations
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#include <map> /// for std::map container
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/**
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* @namespace numerical_methods
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* @brief Numerical algorithms/methods
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*/
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namespace numerical_methods {
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/**
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* @namespace simpson_method
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* @brief Contains the Simpson's method implementation
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*/
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namespace simpson_method {
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/**
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* @fn double evaluate_by_simpson(int N, double h, double a,
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* std::function<double (double)> func)
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* @brief Calculate integral or assert if integral is not a number (Nan)
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* @param N number of intervals
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* @param h step
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* @param a x0
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* @param func: choose the function that will be evaluated
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* @returns the result of the integration
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*/
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double evaluate_by_simpson(std::int32_t N, double h, double a,
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const std::function<double(double)>& func) {
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std::map<std::int32_t, double>
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data_table; // Contains the data points. key: i, value: f(xi)
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double xi = a; // Initialize xi to the starting point x0 = a
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// Create the data table
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double temp = NAN;
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for (std::int32_t i = 0; i <= N; i++) {
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temp = func(xi);
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data_table.insert(
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std::pair<std::int32_t, double>(i, temp)); // add i and f(xi)
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xi += h; // Get the next point xi for the next iteration
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}
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// Evaluate the integral.
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// Remember: f(x0) + 4*f(x1) + 2*f(x2) + ... + 2*f(xN-2) + 4*f(xN-1) + f(xN)
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double evaluate_integral = 0;
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for (std::int32_t i = 0; i <= N; i++) {
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if (i == 0 || i == N) {
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evaluate_integral += data_table.at(i);
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} else if (i % 2 == 1) {
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evaluate_integral += 4 * data_table.at(i);
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} else {
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evaluate_integral += 2 * data_table.at(i);
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}
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}
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// Multiply by the coefficient h/3
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evaluate_integral *= h / 3;
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// If the result calculated is nan, then the user has given wrong input
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// interval.
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assert(!std::isnan(evaluate_integral) &&
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"The definite integral can't be evaluated. Check the validity of "
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"your input.\n");
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// Else return
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return evaluate_integral;
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}
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/**
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* @fn double f(double x)
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* @brief A function f(x) that will be used to test the method
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* @param x The independent variable xi
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* @returns the value of the dependent variable yi = f(xi)
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*/
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double f(double x) { return std::sqrt(x) + std::log(x); }
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/** @brief Another test function */
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double g(double x) { return std::exp(-x) * (4 - std::pow(x, 2)); }
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/** @brief Another test function */
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double k(double x) { return std::sqrt(2 * std::pow(x, 3) + 3); }
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/** @brief Another test function*/
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double l(double x) { return x + std::log(2 * x + 1); }
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} // namespace simpson_method
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} // namespace numerical_methods
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/**
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* \brief Self-test implementations
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* @param N is the number of intervals
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* @param h is the step
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* @param a is x0
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* @param b is the end of the interval
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* @param used_argv_parameters is 'true' if argv parameters are given and
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* 'false' if not
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*/
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static void test(std::int32_t N, double h, double a, double b,
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bool used_argv_parameters) {
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// Call the functions and find the integral of each function
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double result_f = numerical_methods::simpson_method::evaluate_by_simpson(
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N, h, a, numerical_methods::simpson_method::f);
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assert((used_argv_parameters || (result_f >= 4.09 && result_f <= 4.10)) &&
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"The result of f(x) is wrong");
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std::cout << "The result of integral f(x) on interval [" << a << ", " << b
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<< "] is equal to: " << result_f << std::endl;
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double result_g = numerical_methods::simpson_method::evaluate_by_simpson(
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N, h, a, numerical_methods::simpson_method::g);
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assert((used_argv_parameters || (result_g >= 0.27 && result_g <= 0.28)) &&
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"The result of g(x) is wrong");
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std::cout << "The result of integral g(x) on interval [" << a << ", " << b
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<< "] is equal to: " << result_g << std::endl;
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double result_k = numerical_methods::simpson_method::evaluate_by_simpson(
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N, h, a, numerical_methods::simpson_method::k);
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assert((used_argv_parameters || (result_k >= 9.06 && result_k <= 9.07)) &&
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"The result of k(x) is wrong");
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std::cout << "The result of integral k(x) on interval [" << a << ", " << b
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<< "] is equal to: " << result_k << std::endl;
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double result_l = numerical_methods::simpson_method::evaluate_by_simpson(
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N, h, a, numerical_methods::simpson_method::l);
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assert((used_argv_parameters || (result_l >= 7.16 && result_l <= 7.17)) &&
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"The result of l(x) is wrong");
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std::cout << "The result of integral l(x) on interval [" << a << ", " << b
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<< "] is equal to: " << result_l << std::endl;
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}
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/**
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* @brief Main function
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* @param argc commandline argument count (ignored)
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* @param argv commandline array of arguments (ignored)
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* @returns 0 on exit
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*/
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int main(int argc, char** argv) {
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std::int32_t N = 16; /// Number of intervals to divide the integration
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/// interval. MUST BE EVEN
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double a = 1, b = 3; /// Starting and ending point of the integration in
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/// the real axis
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double h = NAN; /// Step, calculated by a, b and N
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bool used_argv_parameters =
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false; // If argv parameters are used then the assert must be omitted
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// for the tst cases
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// Get user input (by the command line parameters or the console after
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// displaying messages)
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if (argc == 4) {
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N = std::atoi(argv[1]);
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a = std::atof(argv[2]);
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b = std::atof(argv[3]);
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// Check if a<b else abort
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assert(a < b && "a has to be less than b");
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assert(N > 0 && "N has to be > 0");
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if (N < 16 || a != 1 || b != 3) {
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used_argv_parameters = true;
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}
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std::cout << "You selected N=" << N << ", a=" << a << ", b=" << b
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<< std::endl;
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} else {
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std::cout << "Default N=" << N << ", a=" << a << ", b=" << b
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<< std::endl;
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}
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// Find the step
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h = (b - a) / N;
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test(N, h, a, b, used_argv_parameters); // run self-test implementations
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return 0;
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}
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