Introduction

A single header library for basic numeric integration, intended for 128bit floats.

If std::float128_t is not available/supported, long double will be used.

Usage

Define the equation either in a function or lambda:

Real Function(Real const& x) {return std::sin(x);};

auto lambda = [](Real const& x) -> Real {return std::sin(x);};

Perform the calculation with either Simpson's method or Lobatto, with an interval:

std::cout << Quadrature::Simpson(Function, 0, pi) << "\n";
std::cout << Quadrature::Lobatto(lambda, 0, pi) << "\n";

For increased accuracy of the quadrature, epsilon and recursive max_depth can be set.

std::cout << Quadrature::Simpson(Function, 0, pi, 1e-16, 12) << "\n";

Dependencies

• C++23