Module « scipy.integrate »

Fonction newton_cotes - module scipy.integrate

Signature de la fonction newton_cotes

def newton_cotes(rn, equal=0) 

Description

newton_cotes.__doc__

    Return weights and error coefficient for Newton-Cotes integration.

    Suppose we have (N+1) samples of f at the positions
    x_0, x_1, ..., x_N. Then an N-point Newton-Cotes formula for the
    integral between x_0 and x_N is:

    :math:`\int_{x_0}^{x_N} f(x)dx = \Delta x \sum_{i=0}^{N} a_i f(x_i)
    + B_N (\Delta x)^{N+2} f^{N+1} (\xi)`

    where :math:`\xi \in [x_0,x_N]`
    and :math:`\Delta x = \frac{x_N-x_0}{N}` is the average samples spacing.

    If the samples are equally-spaced and N is even, then the error
    term is :math:`B_N (\Delta x)^{N+3} f^{N+2}(\xi)`.

    Parameters
    ----------
    rn : int
        The integer order for equally-spaced data or the relative positions of
        the samples with the first sample at 0 and the last at N, where N+1 is
        the length of `rn`. N is the order of the Newton-Cotes integration.
    equal : int, optional
        Set to 1 to enforce equally spaced data.

    Returns
    -------
    an : ndarray
        1-D array of weights to apply to the function at the provided sample
        positions.
    B : float
        Error coefficient.

    Examples
    --------
    Compute the integral of sin(x) in [0, :math:`\pi`]:

    >>> from scipy.integrate import newton_cotes
    >>> def f(x):
    ...     return np.sin(x)
    >>> a = 0
    >>> b = np.pi
    >>> exact = 2
    >>> for N in [2, 4, 6, 8, 10]:
    ...     x = np.linspace(a, b, N + 1)
    ...     an, B = newton_cotes(N, 1)
    ...     dx = (b - a) / N
    ...     quad = dx * np.sum(an * f(x))
    ...     error = abs(quad - exact)
    ...     print('{:2d}  {:10.9f}  {:.5e}'.format(N, quad, error))
    ...
     2   2.094395102   9.43951e-02
     4   1.998570732   1.42927e-03
     6   2.000017814   1.78136e-05
     8   1.999999835   1.64725e-07
    10   2.000000001   1.14677e-09

    Notes
    -----
    Normally, the Newton-Cotes rules are used on smaller integration
    regions and a composite rule is used to return the total integral.