Add new documentation section for integrators.
Remove isfinite from std_real_concept.hpp - it's not part of our conceptual requirements.
Add workarounds for older compilers that can't handle the default arguments to the function.
Restrict testing test_trapezoidal.cpp to compilers that handle lambdas.
Make the concept checks C++03.
Make test_trapezoidal.cpp compile with VC11's broken lambda support.
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Fix some msvc failures.
Suppress some compiler warnings.
Added iterator based constructor.
Moved docs to better position.
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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.
this function constructs an interpolant using compactly supported cubic b splines.
The advantage of using splines of compact support over traditional cubic splines
is that compact support makes the splines well-conditioned.
The interpolant is constructed in O(N) time and can be evaluated in constant time.
Its error is O(h^4), and obeys the interpolating condition s(x_j) = f(x_j) for all samples.
In addition, f' can be estimated from s', albeit with lower accuracy.
This routine is cppcheck clean, and is clean under AddressSanitizer and MemorySanitizer.
