https://github.com/cran/pracma
Tip revision: 26e049d70b4a1c237987e260cba68f6a9413736c authored by Hans W. Borchers on 09 April 2019, 04:10:07 UTC
version 2.2.5
version 2.2.5
Tip revision: 26e049d
clenshaw_curtis.Rd
\name{clenshaw_curtis}
\alias{clenshaw_curtis}
\title{
Clenshaw-Curtis Quadrature Formula
}
\description{
Clenshaw-Curtis Quadrature Formula
}
\usage{
clenshaw_curtis(f, a = -1, b = 1, n = 1024, ...)
}
\arguments{
\item{f}{function, the integrand, without singularities.}
\item{a, b}{lower and upper limit of the integral; must be finite.}
\item{n}{Number of Chebyshev nodes to account for.}
\item{\ldots}{Additional parameters to be passed to the function}
}
\details{
Clenshaw-Curtis quadrature is based on sampling the integrand on
Chebyshev points, an operation that can be implemented using the
Fast Fourier Transform.
}
\value{
Numerical scalar, the value of the integral.
}
\references{
Trefethen, L. N. (2008). Is Gauss Quadrature Better Than Clenshaw-Curtis?
SIAM Review, Vol. 50, No. 1, pp 67--87.
}
\seealso{
\code{\link{gaussLegendre}}, \code{\link{gauss_kronrod}}
}
\examples{
## Quadrature with Chebyshev nodes and weights
f <- function(x) sin(x+cos(10*exp(x))/3)
\dontrun{ezplot(f, -1, 1, fill = TRUE)}
cc <- clenshaw_curtis(f, n = 64) #=> 0.0325036517151 , true error > 1.3e-10
}
\keyword{ math }