Task: Numerical integration



C#: using System;
using System.Collections.Generic;
using System.Linq;

public class Interval
{
    public Interval(double leftEndpoint, double size)
    {
        LeftEndpoint = leftEndpoint;
        RightEndpoint = leftEndpoint + size;
    }

    public double LeftEndpoint
    {
        get;
        set;
    }

    public double RightEndpoint
    {
        get;
        set;
    }

    public double Size
    {
        get
        {
            return RightEndpoint - LeftEndpoint;
        }
    }

    public double Center
    {
        get
        {
            return (LeftEndpoint + RightEndpoint) / 2;
        }
    }

    public IEnumerable<Interval> Subdivide(int subintervalCount)
    {
        double subintervalSize = Size / subintervalCount;
        return Enumerable.Range(0, subintervalCount).Select(index => new Interval(LeftEndpoint + index * subintervalSize, subintervalSize));
    }
}

public class DefiniteIntegral
{
    public DefiniteIntegral(Func<double, double> integrand, Interval domain)
    {
        Integrand = integrand;
        Domain = domain;
    }

    public Func<double, double> Integrand
    {
        get;
        set;
    }

    public Interval Domain
    {
        get;
        set;
    }

    public double SampleIntegrand(ApproximationMethod approximationMethod, Interval subdomain)
    {
        switch (approximationMethod)
        {
            case ApproximationMethod.RectangleLeft:
                return Integrand(subdomain.LeftEndpoint);
            case ApproximationMethod.RectangleMidpoint:
                return Integrand(subdomain.Center);
            case ApproximationMethod.RectangleRight:
                return Integrand(subdomain.RightEndpoint);
            case ApproximationMethod.Trapezium:
                return (Integrand(subdomain.LeftEndpoint) + Integrand(subdomain.RightEndpoint)) / 2;
            case ApproximationMethod.Simpson:
                return (Integrand(subdomain.LeftEndpoint) + 4 * Integrand(subdomain.Center) + Integrand(subdomain.RightEndpoint)) / 6;
            default:
                throw new NotImplementedException();
        }
    }

    public double Approximate(ApproximationMethod approximationMethod, int subdomainCount)
    {
        return Domain.Size * Domain.Subdivide(subdomainCount).Sum(subdomain => SampleIntegrand(approximationMethod, subdomain)) / subdomainCount;
    }

    public enum ApproximationMethod
    {
        RectangleLeft,
        RectangleMidpoint,
        RectangleRight,
        Trapezium,
        Simpson
    }
}

public class Program
{
    private static void TestApproximationMethods(DefiniteIntegral integral, int subdomainCount)
    {
        foreach (DefiniteIntegral.ApproximationMethod approximationMethod in Enum.GetValues(typeof(DefiniteIntegral.ApproximationMethod)))
        {
            Console.WriteLine(integral.Approximate(approximationMethod, subdomainCount));
        }
    }

    public static void Main()
    {
        TestApproximationMethods(new DefiniteIntegral(x => x * x * x, new Interval(0, 1)), 10000);
        TestApproximationMethods(new DefiniteIntegral(x => 1 / x, new Interval(1, 99)), 1000);
        TestApproximationMethods(new DefiniteIntegral(x => x, new Interval(0, 5000)), 500000);
        TestApproximationMethods(new DefiniteIntegral(x => x, new Interval(0, 6000)), 6000000);
    }
}





Python: from fractions import Fraction

def left_rect(f,x,h):
  return f(x)
 
def mid_rect(f,x,h):
  return f(x + h/2)
 
def right_rect(f,x,h):
  return f(x+h)
 
def trapezium(f,x,h):
  return (f(x) + f(x+h))/2.0
 
def simpson(f,x,h):
  return (f(x) + 4*f(x + h/2) + f(x+h))/6.0
 
def cube(x):
  return x*x*x
 
def reciprocal(x):
  return 1/x
 
def identity(x):
  return x
 
def integrate( f, a, b, steps, meth):
   h = (b-a)/steps
   ival = h * sum(meth(f, a+i*h, h) for i in range(steps))
   return ival  


for a, b, steps, func in ((0., 1., 100, cube), (1., 100., 1000, reciprocal)):
    for rule in (left_rect, mid_rect, right_rect, trapezium, simpson):
        print('%s integrated using %s\n  from %r to %r (%i steps) = %r' %
              (func.__name__, rule.__name__, a, b, steps,
               integrate( func, a, b, steps, rule)))
    a, b = Fraction.from_float(a), Fraction.from_float(b)
    for rule in (left_rect, mid_rect, right_rect, trapezium, simpson):
        print('%s integrated using %s\n  from %r to %r (%i steps and fractions) = %r' %
              (func.__name__, rule.__name__, a, b, steps,
               float(integrate( func, a, b, steps, rule))))


for a, b, steps, func in ((0., 5000., 5000000, identity),
                          (0., 6000., 6000000, identity)):
    for rule in (left_rect, mid_rect, right_rect, trapezium, simpson):
        print('%s integrated using %s\n  from %r to %r (%i steps) = %r' %
              (func.__name__, rule.__name__, a, b, steps,
               integrate( func, a, b, steps, rule)))
    a, b = Fraction.from_float(a), Fraction.from_float(b)
    for rule in (left_rect, mid_rect, right_rect, trapezium, simpson):
        print('%s integrated using %s\n  from %r to %r (%i steps and fractions) = %r' %
              (func.__name__, rule.__name__, a, b, steps,
               float(integrate( func, a, b, steps, rule))))