quadrature.h

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#ifndef LMMC_QUADRATURE_H
#define LMMC_QUADRATURE_H
 
#include "lmmc/config.h"
#include "lmmc/status.h"
#include <stddef.h>
 
#ifdef __cplusplus
extern "C" {
#endif

typedef lmmc_real_t (*lmmc_quad_func_t)(lmmc_real_t x, void* user_data);

typedef struct {
    lmmc_real_t value;     
    lmmc_real_t error;     
    size_t num_evals;      
} lmmc_quad_result_t;

lmmc_status_t lmmc_quad_trapezoid(
    lmmc_quad_func_t func,
    void* user_data,
    lmmc_real_t a,
    lmmc_real_t b,
    size_t n,
    lmmc_real_t* out_result
);

lmmc_status_t lmmc_quad_simpson(
    lmmc_quad_func_t func,
    void* user_data,
    lmmc_real_t a,
    lmmc_real_t b,
    size_t n,
    lmmc_real_t* out_result
);

lmmc_status_t lmmc_quad_gauss_legendre(
    lmmc_quad_func_t func,
    void* user_data,
    lmmc_real_t a,
    lmmc_real_t b,
    size_t order,
    lmmc_real_t* out_result
);

lmmc_status_t lmmc_quad_adaptive(
    lmmc_quad_func_t func,
    void* user_data,
    lmmc_real_t a,
    lmmc_real_t b,
    lmmc_real_t abs_tol,
    lmmc_real_t rel_tol,
    size_t max_depth,
    lmmc_quad_result_t* out_result
);

lmmc_status_t lmmc_quad_romberg(
    lmmc_quad_func_t f,
    void* ud,
    lmmc_real_t a,
    lmmc_real_t b,
    lmmc_real_t abs_tol,
    size_t max_iter,
    lmmc_quad_result_t* out
);

lmmc_status_t lmmc_quad_tanh_sinh(
    lmmc_quad_func_t f,
    void* ud,
    lmmc_real_t a,
    lmmc_real_t b,
    lmmc_real_t abs_tol,
    size_t max_nodes,
    lmmc_quad_result_t* out
);

lmmc_status_t lmmc_quad_gauss_hermite(
    lmmc_quad_func_t f,
    void* ud,
    size_t order,
    lmmc_real_t* out
);

lmmc_status_t lmmc_quad_gauss_laguerre(
    lmmc_quad_func_t f,
    void* ud,
    size_t order,
    lmmc_real_t* out
);
 
#ifdef __cplusplus
}
#endif
 
#endif