SimpsonsRule.java

Below is the syntax highlighted version of SimpsonsRule.java from §9.3 Symbolic Methods.

/******************************************************************************
 *  Compilation:  javac SimpsonsRule.java
 *  Execution:    java SimpsonsRule a b
 *
 *  Numerically integrate the function in the interval [a, b].
 *
 *  % java SimpsonsRule -3 3
 *  0.9972993166805203                // true answer = 0.9973002040...
 *
 *  Observation: this says that 99.7% of time a standard normal random
 *  variable is within 3 standard deviation of its mean.
 *
 *  % java SimpsonsRule 0 100000
 *  1.3299405953976486                 // true answer = 1/2
 *
 *  Caveat: this is not the best way to integrate the normal density
 *  function. See what happens if you make b very big.
 *
 ******************************************************************************/


public class SimpsonsRule {

  /**********************************************************************
   * Standard normal distribution density function.
   * Replace with any sufficiently smooth function.
   **********************************************************************/
   public static double f(double x) {
      return Math.exp(- x * x / 2) / Math.sqrt(2 * Math.PI);
   }

  /**********************************************************************
   * Integrate f from a to b using Simpson's rule.
   * Increase N for more precision.
   **********************************************************************/
   public static double integrate(double a, double b) {
      int N = 10000;                    // precision parameter
      double h = (b - a) / (N - 1);     // step size

      // 1/3 terms
      double sum = 1.0 / 3.0 * (f(a) + f(b));

      // 4/3 terms
      for (int i = 1; i < N - 1; i += 2) {
         double x = a + h * i;
         sum += 4.0 / 3.0 * f(x);
      }

      // 2/3 terms
      for (int i = 2; i < N - 1; i += 2) {
         double x = a + h * i;
         sum += 2.0 / 3.0 * f(x);
      }

      return sum * h;
   }



   // sample client program
   public static void main(String[] args) {
      double a = Double.parseDouble(args[0]);
      double b = Double.parseDouble(args[1]);
      StdOut.println(integrate(a, b));
   }

}