Quadrature

Introduction

A small library for implementation of quadrature rules.

• quadrature@github
• quadrature@conan

Prerequests

A c++17 compiler

Installation

Header only. Just include the files under the projects\quadrature\include\ folder

or use conan io ->

• quadrature@conan
• quadrature/1.0.0@tuncb/stable

Documentation

#include <quadrature/quadrature.h>
#include <quadrature/gaussian.h> // currently only Gaussian quadrature with up to 6 points is available.

template <typename T> T fun(T x) 
{ 
  return 2 * x * x + 3 * x + 5; 
};

template <typename T> T fun2d(T x, T y)
{
  return x * x + y + 3;
};

template <typename T> T fun3d(T x, T y, T z)
{
  return x + y * y + 3 * z * z * z  + 3;
};

auto interval1d = Interval<double, 1>{{ {-2.0, 2.0} }};
auto interval2d = Interval<double, 2>{{ {-1.0, 5.0}, {1.0, 5.0} }};
auto interval3d = Interval<double, 3>{{ {1, 2}, {-0.5, -0.25}, {-3.5, 7.5} }};

// make_gaussian<double, 4> -> Gauss quadrature with four points
// 0.0 -> initial value for the integration
auto sum1d = integrate<1>(make_gaussian<double, 4>(), interval1d, 0.0, fun<double>)
auto sum2d = integrate<2>(make_gaussian<double, 4>(), interval2d, 0.0, fun2d<double>) 
auto sum3d = integrate<3>(make_gaussian<double, 4>(), interval3d, 0.0, fun3d<double>)