ben1980 / numericalintegration

Numerical integration methods as discussed on thoughts-on-cpp.com

numericalIntegration

A collection of numerical integration methods, as discussed on thoughts-on-coding.com.

Numerical Methods in C++ Part 1: Newton-Cotes Integration

• Trapezoidal
• Simpson rule
• Romberg

Numerical Methods in C++ Part 2: Gauss-Legendre Integration

• Gauss-Legendre

Getting Started

To get it up and running you just need to execute:

• ~\numericalIntegration\build\cmake .. -DCMAKE_TOOLCHAIN_FILE={YOUR_PATH_TO_VCPKG}/scripts/buildsystems/vcpkg.cmake
• ~\numericalIntegration\build\cmake --build .

You can execute the program by ./numericalIntegration

Prerequisites

• fmt external library used for formatting and printing results

Authors

• Benjamin Mahr - Ben1980

License

This project is licensed under the MIT License - see the LICENSE file for details

numericalintegration's Issues

A problem on the zeros of Legendre polynomials

Hello, Ben, your Gauss Legendre integration code is awesome, which benefited me a lot.But there is one question that bothers me. I am looking forward to your answer.

In the file gausslegendre.h, the selection of the initial iteration point of the calculateweightandroot function is very interesting, which is exactly what bothers me. why choose cos(M_PI * (step-0.25)/(mNumberOfIterations+0.5)) as the initial iteration point?

I appreciate all your help and best wishes!