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3 Commits

Author SHA1 Message Date
Nick Thompson
fff12aa16b Improve documentation for trapezoidal quadrature, explaining the role of the L1 norm calculation. Throw correct error type. 2017-03-28 13:56:18 -05:00
Nick Thompson
9f58f0d337 Add facility to check L1 norm and hence condition number of the quadrature sum. Throw when condition number exceeds the number of significant digits of the type. 2017-03-26 13:45:50 -05:00
Nick Thompson
136e7411f5 Adaptive Trapezoidal Quadrature
This routine estimates the definite integral of a function f.
Assuming that f is periodic, it can be shown that this routine converges exponentially fast.
In fact, the test cases given exhibit exponential convergence with decreasing stepsize.

A potential improvement is using the Bulirsch sequence rather than the Romberg sequence to schedule the refinements.
However, the convergence is so rapid for functions of the class specified above that there seems to be no need at present.

This code is cppcheck clean, and runs successfully under AddressSanitizer and UndefinedBehaviorSanitizer.
2017-03-05 19:05:41 -06:00