The trapezoidal rule (http://en.wikipedia.org/wiki/Trapezoidal_rule) would
probably be almost trivial to implement.
function trapz{T<:Real}(x::Vector{T}, y::Vector{T})
if (length(y) != length(x))
error("Vectors must be of same length")
end
sum( (x[2:end] .- x[1:end-1]).*(y[2:end].+y[1:end-1]) ) / 2
end
x = [0:0.01:pi]
y = sin(x)
trapz(x,y) # 1.9999820650436642
This, of course, only currently works on vectors of real numbers, but it's
easy to extend it if you want.
And there might be more accurate methods as well, of course (see
e.g. http://en.wikipedia.org/wiki/Simpson%27s_rule) but this one's often
"good enough".
// T
On Wednesday, April 23, 2014 8:43:48 AM UTC+2, Evgeny Shevchenko wrote:
>
> Hi, John.
> No, I didn't. I didn't find it and it seems to be not what i need:
>
> "no method quadgk(Array{Float64,1}, Array{Float64,1})"
>
> quadgk(f,a,b,...) expects a function as its first argument but I mean the
> case when y = f(x), but i don't have f, e.g. obtained experimental data, so
> x and y are 1-D arrays of floats.
>
>
> On Tue, Apr 22, 2014 at 7:49 PM, John Myles White
> <johnmyl...@gmail.com<javascript:>
> > wrote:
>
>> Have you tried the quadgk function?
>>
>> -- John
>>
>> On Apr 22, 2014, at 7:32 AM, Evgeny Shevchenko <eu...@ya.ru <javascript:>>
>> wrote:
>>
>> Hi
>>
>> Is there a package for numeric integration of obtained arrays, say x and
>> y? Couldn't find one, the led me to use @pyimport and numpy.trapz.
>>
>> --
>> pupoque@IRC
>>
>>
>>
>
