factor/libs/math/numerical-integration.factor

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IN: math-contrib
USING: kernel sequences errors namespaces math vectors errors prettyprint io tools ;
: setup-range ( from to -- frange )
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>r step-size get r> <frange-no-endpt> ;
: integrate-rect ( from to f -- x )
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>r setup-range r>
[ step-size get * + ] append >r 0 r> reduce ;
: integrate-trap ( from to f -- x )
>r setup-range r>
map dup 1 tail >r >vector dup pop drop r>
[ + 2 / step-size get * ] 2map sum ;
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SYMBOL: num-steps 180 num-steps set-global
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: setup-simpson-range ( from to -- frange )
[ swap - num-steps get /f ] 2keep swapd <frange> ;
: generate-simpson-weights ( seq -- seq )
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[ { 1 4 } % length 2 / 2 - [ { 2 4 } % ] times 1 , ] { } make ;
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: integrate-simpson ( from to f -- x )
>r setup-simpson-range r> dupd map dup generate-simpson-weights
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0 [ * + ] 2reduce swap [ third ] keep first - 6 / * ;
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: quadrature ( from to f -- x ) integrate-simpson ;
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