# this is an experimental script to determine where the constants come from import numpy as np def weights(n): # Double Exponential Formulas for Numerical Integration By Hidetosi TAKAHASI* and Masatake MORI (3-3) # Integration(f(x), -1, 1) ~= # pi/2 * h * sum(f(tanh(pi/2 * sinh(n*h)))*(cosh(n*h)/ (cosh(pi/2 * sinh(n*h)))^2 ), n, -oo, oo) # so the ABCISSAS are: # tanh(pi/2 * sinh(n*h) # and the WEIGHTS are: # pi/2 * h *(cosh(n*h)/ (cosh(pi/2 * sinh(n*h)))^2 # John D. Cook uses -oo = -3 and oo = 3 u = np.linspace(-3, 3, n) h = u[1] - u[0] x = np.tanh(np.pi / 2 * np.sinh(u)) w = np.pi / 2.0 * h * (np.cosh(u) / ((np.cosh(np.pi / 2 * np.sinh(u))) ** 2)) return x, w # and 1st layer has 7 fn cals so n = 7 print weights(n)[0][n / 2:] print weights(n)[1][n / 2:] # and 2st layer has 6 fn cals more n += 6 print weights(n)[0][n / 2:] print weights(n)[1][n / 2:] # and 3st layer has 12 fn cals more n += 12 print weights(n)[0][n / 2:] print weights(n)[1][n / 2:] def test_with_sympy(n): import sympy a, b, c, x = sympy.symbols("a, b, c, x") f = a * x ** 2 + b * x + c print sum([w * f.subs(x, xi) for xi, w in zip(*weights(n))]) print sympy.integrate(f, (x, -1, 1)) for i in range(1, 5): n = 2 ** i + 1 o_x = weights(n)[0][n / 2:] o_w = weights(n)[1][n / 2:] print "o_x", n, o_x print "o_w", n, o_w n = 2 ** (i + 1) + 1 n_x = weights(n)[0][n / 2:] n_w = weights(n)[1][n / 2:] print "n_x", n, n_x print "n_w", n, n_w on_x = n_x[::2] on_w = n_w[::2] print "on_x", n, on_x print "on_w", n, on_w print "on_w/o_w", n, on_w / o_w # on_w/o_w is a constant so we do not need to hold the old f calls print