MultiPrecisionIntegrate

MultiPrecision Numerical Integration Implements

Requirement

.NET 8.0
AVX2 suppoted CPU. (Intel:Haswell(2013)-, AMD:Excavator(2015)-)
MultiPrecision

Install

Download DLL
Download Nuget

Usage

// Gauss-Legendre Integrate 32 Points: sin(t) t=0 to pi
GaussLegendreIntegral<Pow2.N8>.Integrate(
    MultiPrecision<Pow2.N8>.Sin, 
    MultiPrecision<Pow2.N8>.Zero, MultiPrecision<Pow2.N8>.PI, 
    n: 32
);

// Gauss-Kronrod Adaptive Integrate 7-15: exp(t) t=1 to 4
GaussKronrodIntegral<Pow2.N8>.AdaptiveIntegrate(
    MultiPrecision<Pow2.N8>.Exp, 
    1, 4, 
    eps: 1e-40, 
    order: GaussKronrodOrder.G7K15, 
    maxdepth: 10
);

// Gauss-Kronrod Adaptive Integrate 32-65: exp(-t^2) t=-inf to +inf
GaussKronrodIntegral<Pow2.N8>.AdaptiveIntegrate(
    x => MultiPrecision<Pow2.N8>.Exp(-x * x), 
    MultiPrecision<Pow2.N8>.NegativeInfinity, MultiPrecision<Pow2.N8>.PositiveInfinity, 
    eps: 1e-40, 
    order: GaussKronrodOrder.G32K65, 
    maxdepth: 10
);

// Gauss-Kronrod Adaptive Integrate 32-65: exp(-t^2) t=-inf to +inf
GaussKronrodIntegral<Pow2.N8>.AdaptiveIntegrate(
    x => MultiPrecision<Pow2.N8>.Exp(-x * x), 
    MultiPrecision<Pow2.N8>.NegativeInfinity, MultiPrecision<Pow2.N8>.PositiveInfinity, 
    eps: 0, // Auto epsilon
    order: GaussKronrodOrder.G32K65, 
    maxdepth: 10
);

Licence

MIT

Author

T.Yoshimura