// https://github.com/scijs/integrate-adaptive-simpson // This algorithm adapted from pseudocode in: // http://www.math.utk.edu/~ccollins/refs/Handouts/rich.pdf function adsimp (f, a, b, fa, fm, fb, V0, tol, maxdepth, depth, state) { if (state.nanEncountered) { return NaN; } var h, f1, f2, sl, sr, s2, m, V1, V2, err; h = b - a; f1 = f(a + h * 0.25); f2 = f(b - h * 0.25); // Simple check for NaN: if (isNaN(f1)) { state.nanEncountered = true; return; } // Simple check for NaN: if (isNaN(f2)) { state.nanEncountered = true; return; } sl = h * (fa + 4 * f1 + fm) / 12; sr = h * (fm + 4 * f2 + fb) / 12; s2 = sl + sr; err = (s2 - V0) / 15; if (depth > maxdepth) { state.maxDepthCount++; return s2 + err; } else if (Math.abs(err) < tol) { return s2 + err; } else { m = a + h * 0.5; V1 = adsimp(f, a, m, fa, f1, fm, sl, tol * 0.5, maxdepth, depth + 1, state); if (isNaN(V1)) { state.nanEncountered = true; return NaN; } V2 = adsimp(f, m, b, fm, f2, fb, sr, tol * 0.5, maxdepth, depth + 1, state); if (isNaN(V2)) { state.nanEncountered = true; return NaN; } return V1 + V2; } } export function integrate (f, a, b, tol, maxdepth) { var state = { maxDepthCount: 0, nanEncountered: false }; if (tol === undefined) { tol = 1e-8; } if (maxdepth === undefined) { maxdepth = 20; } var fa = f(a); var fm = f(0.5 * (a + b)); var fb = f(b); var V0 = (fa + 4 * fm + fb) * (b - a) / 6; var result = adsimp(f, a, b, fa, fm, fb, V0, tol, maxdepth, 1, state); /* if (state.maxDepthCount > 0 && console && console.warn) { console.warn('integrate-adaptive-simpson: Warning: maximum recursion depth (' + maxdepth + ') reached ' + state.maxDepthCount + ' times'); } if (state.nanEncountered && console && console.warn) { console.warn('integrate-adaptive-simpson: Warning: NaN encountered. Halting early.'); } */ return result; }