pracma (version 1.9.9)

quadl: Adaptive Lobatto Quadrature

Description

Adaptive quadrature of functions of one variable over a finite interval.

Usage

quadl(f, xa, xb, tol = .Machine$double.eps^0.5, trace = FALSE, ...)

Arguments

f

a one-dimensional function; needs to be vectorized.

xa

lower limit of integration; must be finite

xb

upper limit of integration; must be finite

tol

accuracy requested.

trace

logical; shall a trace be printed?

...

additional arguments to be passed to f.

Value

A single numeric value, the computed integral.

Details

Realizes adaptive Lobatto quadrature in R through recursive calls.

The function f needs to be vectorized though this could be changed easily.

References

Gander, W. and W. Gautschi (2000). ``Adaptive Quadrature --- Revisited''. BIT, Vol. 40, 2000, pp. 84-101.

See Also

quad

Examples

# options(digits=15)
f <- function(x) x * cos(0.1*exp(x)) * sin(0.1*pi*exp(x))
quadl(f, 0, 4)              # 1.2821290743501
integrate(f, 0, 4)
# 1.28212907435010 with absolute error < 4.1e-06

## Not run: 
# xx <- seq(0, 4, length.out = 200)
# yy <- f(xx)
# plot(xx, yy, type = 'l')
# grid()## End(Not run)