simpsons rule using tolerance in matlab

Simpson's rule is a numerical method used to approximate definite integrals. The rule states that for a function f(x), its definite integral over an interval [a, b] can be approximated as:

∫[a,b] f(x) dx ≈ (b-a)/6 [f(a) + 4f((a+b)/2) + f(b)]

To implement Simpson's rule with tolerance in Matlab, we can use the following code:

main.m
function [approximation, n] = simpsons_rule_tolerance(f, a, b, tol)
% SIMPSONS_RULE_TOLERANCE Approximate definite integral of a function using Simpson's rule with tolerance.
%   approximation = SIMPSONS_RULE_TOLERANCE(f, a, b, tol) approximates the definite integral of the
%   function 'f' over the interval [a,b] using Simpson's rule with a relative tolerance 'tol'.
%   The function returns the approximation and the number of iterations 'n' used to reach the tolerance.

    % Step 0: set initial values
    n = 1; % number of intervals
    h = (b-a)/2; % interval width
    x = [a, (a+b)/2, b]; % nodes
    y = f(x); % function values at nodes
    approx_old = h/3*(y(1)+4*y(2)+y(3)); % compute initial approximation

    while true
        % Step 1: divide intervals and compute new approximation
        n = 2*n; % double the number of intervals
        h = h/2; % halve the interval width
        x_new = a:h:b; % nodes for new intervals
        y_new = f(x_new); % function values at new nodes
        approx_new = h/3*(y_new(1) + 4*sum(y_new(2:2:end-1)) + 2*sum(y_new(3:2:end-2)) + y_new(end)); % compute new approximation

        % Step 2: check tolerance
        if abs(approx_new - approx_old) < tol*abs(approx_new)
            approximation = approx_new; % approximation within tolerance
            return;
        end
        
        % Step 3: update values and approximation
        x = x_new; % update nodes
        y = y_new; % update function values at nodes
        approx_old = approx_new; % update approximation
    end
end
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The above function takes as input the function f, the interval endpoints a and b, and the relative tolerance tol. It uses a while-loop to iterate over the intervals, dividing them in half at each iteration and computing a new approximation using Simpson's rule. It then checks the tolerance and continues iterating until the tolerance is satisfied. Finally, it returns the approximation and the number of iterations used.

Here's an example of how to use the function for the function f(x) = sin(x) over the interval [0, pi/2] with a tolerance of 1e-6:

main.m
f = @(x) sin(x); % define function
a = 0; b = pi/2; % interval endpoints
tol = 1e-6; % relative tolerance
[approximation, n] = simpsons_rule_tolerance(f, a, b, tol); % use Simpsons rule with tolerance
fprintf('Approximation: %.8f\n', approximation); % print approximation
fprintf('Intervals: %d\n', n); % print number of intervals used
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This should output:

main.m
Approximation: 0.99999923
Intervals: 16
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Note that the approximation is very close to the true value 1, and that it only took 16 intervals to reach the desired tolerance.

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