algorithm-in-python/math/numericalAnalysis/numerical_integration.py

71 lines
1.9 KiB
Python

''' mbinary
#########################################################################
# File : numerical_integration.py
# Author: mbinary
# Mail: zhuheqin1@gmail.com
# Blog: https://mbinary.coding.me
# Github: https://github.com/mbinary
# Created Time: 2018-10-02 21:14
# Description:
#########################################################################
'''
#########################################################################
# File : numerical integration.py
# Author: mbinary
# Mail: zhuheqin1@gmail.com
# Blog: https://mbinary.github.io
# Github: https://github.com/mbinary
# Created Time: 2018-05-11 08:58
# Description:
# numerical intergration: using Newton-Cotes integration, and Simpson
# 数值积分, 使用 牛顿-科特斯积分, 辛普森
#########################################################################
import numpy as np
def trapezoidal(a,b,h,fs):
'''梯形积分公式'''
xs = [i for i in np.arange(a,b+h,h)]
print(xs)
ret = h*(sum(fs)-fs[0]/2 - fs[-1]/2)
print(ret)
return ret
def simpson(a,b,h,fs):
'''辛普森积分公式'''
xs = [i for i in np.arange(a,b+h,h)]
print(xs)
ret = h/3*(4* sum(fs[1::2])+ 2*sum(fs[2:-1:2]) + fs[0]+fs[-1])
print(ret)
return ret
def romberg(a,b,f,epcilon):
'''romberg(龙贝格) 数值积分'''
h = b-a
lst1=[h*(f(a)+f(b))/2]
print(lst1)
delta = epcilon
k=1
while delta >= epcilon:
h/=2
k+=1
lst2=[]
lst2.append((lst1[0]+h*2*sum(f(a+(2*i-1)*h) for i in range(1,2**(k-2)+1)))/2)
for j in range(0,k-1):
lst2.append(lst2[j]+(lst2[j]-lst1[j])/(4**(j+1)-1))
delta = abs(lst2[-1]-lst1[-1])
lst1=lst2
print(lst1)
if __name__=='__main__':
a,b,h = 0.6,1.8,0.2
fs=[5.7,4.6,3.5,3.7,4.9,5.2,5.5]
trapezoidal(a,b,h,fs)
simpson(a,b,h,fs)
romberg(1,2,lambda x:sin(x**4),1e-4)