Task: Numerical integration




Go: package main

import (
    "fmt"
    "math"
)


type spec struct {
    lower, upper float64               
    n            int                   
    exact        float64               
    fs           string                
    f            func(float64) float64 
}


var data = []spec{
    spec{0, 1, 100, .25, "x^3", func(x float64) float64 { return x * x * x }},
    spec{1, 100, 1000, float64(math.Log(100)), "1/x",
        func(x float64) float64 { return 1 / x }},
    spec{0, 5000, 5e5, 12.5e6, "x", func(x float64) float64 { return x }},
    spec{0, 6000, 6e6, 18e6, "x", func(x float64) float64 { return x }},
}


type method struct {
    name      string
    integrate func(spec) float64
}


var methods = []method{
    method{"Rectangular (left)    ", rectLeft},
    method{"Rectangular (right)   ", rectRight},
    method{"Rectangular (midpoint)", rectMid},
    method{"Trapezium             ", trap},
    method{"Simpson's             ", simpson},
}

func rectLeft(t spec) float64 {
    var a adder
    r := t.upper - t.lower
    nf := float64(t.n)
    x0 := t.lower
    for i := 0; i < t.n; i++ {
        x1 := t.lower + float64(i+1)*r/nf
        
        
        a.add(t.f(x0) * (x1 - x0))
        x0 = x1
    }
    return a.total()
}

func rectRight(t spec) float64 {
    var a adder
    r := t.upper - t.lower
    nf := float64(t.n)
    x0 := t.lower
    for i := 0; i < t.n; i++ {
        x1 := t.lower + float64(i+1)*r/nf
        a.add(t.f(x1) * (x1 - x0))
        x0 = x1
    }
    return a.total()
}

func rectMid(t spec) float64 {
    var a adder
    r := t.upper - t.lower
    nf := float64(t.n)
    
    
    
    
    
    
    x0 := t.lower - .5*r/nf
    for i := 0; i < t.n; i++ {
        x1 := t.lower + (float64(i)+.5)*r/nf
        a.add(t.f(x1) * (x1 - x0))
        x0 = x1
    }
    return a.total()
}

func trap(t spec) float64 {
    var a adder
    r := t.upper - t.lower
    nf := float64(t.n)
    x0 := t.lower
    f0 := t.f(x0)
    for i := 0; i < t.n; i++ {
        x1 := t.lower + float64(i+1)*r/nf
        f1 := t.f(x1)
        a.add((f0 + f1) * .5 * (x1 - x0))
        x0, f0 = x1, f1
    }
    return a.total()
}

func simpson(t spec) float64 {
    var a adder
    r := t.upper - t.lower
    nf := float64(t.n)
    
    
    dx0 := r / nf
    a.add(t.f(t.lower) * dx0)
    a.add(t.f(t.lower+dx0*.5) * dx0 * 4)
    x0 := t.lower + dx0
    for i := 1; i < t.n; i++ {
        x1 := t.lower + float64(i+1)*r/nf
        xmid := (x0 + x1) * .5
        dx := x1 - x0
        a.add(t.f(x0) * dx * 2)
        a.add(t.f(xmid) * dx * 4)
        x0 = x1
    }
    a.add(t.f(t.upper) * dx0)
    return a.total() / 6
}

func sum(v []float64) float64 {
    var a adder
    for _, e := range v {
        a.add(e)
    }
    return a.total()
}

type adder struct {
    sum, e float64
}

func (a *adder) total() float64 {
    return a.sum + a.e
}

func (a *adder) add(x float64) {
    sum := a.sum + x
    e := sum - a.sum
    a.e += a.sum - (sum - e) + (x - e)
    a.sum = sum
}

func main() {
    for _, t := range data {
        fmt.Println("Test case: f(x) =", t.fs)
        fmt.Println("Integration from", t.lower, "to", t.upper,
            "in", t.n, "parts")
        fmt.Printf("Exact result            %.7e     Error\n", t.exact)
        for _, m := range methods {
            a := m.integrate(t)
            e := a - t.exact
            if e < 0 {
                e = -e
            }
            fmt.Printf("%s  %.7e  %.7e\n", m.name, a, e)
        }
        fmt.Println("")
    }
}





VB: Option Explicit
Option Base 1

Function Quad(ByVal f As String, ByVal a As Double, _
        ByVal b As Double, ByVal n As Long, _
        ByVal u As Variant, ByVal v As Variant) As Double
    Dim m As Long, h As Double, x As Double, s As Double, i As Long, j As Long
    m = UBound(u)
    h = (b - a) / n
    s = 0#
    For i = 1 To n
        x = a + (i - 1) * h
        For j = 1 To m
            s = s + v(j) * Application.Run(f, x + h * u(j))
        Next
    Next
    Quad = s * h
End Function

Function f1fun(x As Double) As Double
    f1fun = x ^ 3
End Function

Function f2fun(x As Double) As Double
    f2fun = 1 / x
End Function

Function f3fun(x As Double) As Double
    f3fun = x
End Function

Sub Test()
    Dim fun, f, coef, c
    Dim i As Long, j As Long, s As Double

    fun = Array(Array("f1fun", 0, 1, 100, 1 / 4), _
        Array("f2fun", 1, 100, 1000, Log(100)), _
        Array("f3fun", 0, 5000, 50000, 5000 ^ 2 / 2), _
        Array("f3fun", 0, 6000, 60000, 6000 ^ 2 / 2))

    coef = Array(Array("Left rect.  ", Array(0, 1), Array(1, 0)), _
        Array("Right rect. ", Array(0, 1), Array(0, 1)), _
        Array("Midpoint    ", Array(0.5), Array(1)), _
        Array("Trapez.     ", Array(0, 1), Array(0.5, 0.5)), _
        Array("Simpson     ", Array(0, 0.5, 1), Array(1 / 6, 4 / 6, 1 / 6)))
        
    For i = 1 To UBound(fun)
        f = fun(i)
        Debug.Print f(1)
        For j = 1 To UBound(coef)
            c = coef(j)
            s = Quad(f(1), f(2), f(3), f(4), c(2), c(3))
            Debug.Print "  " + c(1) + ": ", s, (s - f(5)) / f(5)
        Next j
    Next i
End Sub