Function rgsl::integration::qng [] [src]

pub fn qng<T>(f: function<T>, arg: &mut T, a: f64, b: f64, eps_abs: f64, eps_rel: f64, result: &mut f64, abs_err: &mut f64, n_eval: &mut usize) -> Value

This function applies the Gauss-Kronrod 10-point, 21-point, 43-point and 87-point integration rules in succession until an estimate of the integral of f over (a,b) is achieved within the desired absolute and relative error limits, eps_abs and eps_rel. The function returns the final approximation, result, an estimate of the absolute error, abserr and the number of function evaluations used, neval. The Gauss-Kronrod rules are designed in such a way that each rule uses all the results of its predecessors, in order to minimize the total number of function evaluations.