Boole's rule

Simple Boole's Rule

It approximates an integral: $\int _{a}^{b}f(x)\,dx$ by using the values of $f$ at five equally spaced points:^[1] ${\begin{aligned}&x_{0}=a\\&x_{1}=x_{0}+h\\&x_{2}=x_{0}+2h\\&x_{3}=x_{0}+3h\\&x_{4}=x_{0}+4h=b\end{aligned}}$

It is expressed thus in Abramowitz and Stegun:^[2] $\int _{x_{0}}^{x_{4}}f(x)\,dx={\frac {2h}{45}}{\bigl [}7f(x_{0})+32f(x_{1})+12f(x_{2})+32f(x_{3})+7f(x_{4}){\bigr ]}+{\text{error term}}$ where the error term is $-\,{\frac {8f^{(6)}(\xi )h^{7}}{945}}$ for some number ⁠ $\xi$ ⁠ between ⁠ $x_{0}$ ⁠ and ⁠ $x_{4}$ ⁠ where 945 = 1 × 3 × 5 × 7 × 9.

It is often known as Bode's rule, due to a typographical error that propagated from Abramowitz and Stegun.^[3]

The following constitutes a very simple implementation of the method in Common Lisp which ignores the error term:

Example implementation in Common Lisp

(defun integrate-booles-rule (f x1 x5)
  "Calculates the Boole's rule numerical integral of the function F in
   the closed interval extending from inclusive X1 to inclusive X5
   without error term inclusion."
  (declare (type (function (real) real) f))
  (declare (type real                   x1 x5))
  (let ((h (/ (- x5 x1) 4)))
    (declare (type real h))
    (let* ((x2 (+ x1 h))
           (x3 (+ x2 h))
           (x4 (+ x3 h)))
      (declare (type real x2 x3 x4))
      (* (/ (* 2 h) 45)
         (+ (*  7 (funcall f x1))
            (* 32 (funcall f x2))
            (* 12 (funcall f x3))
            (* 32 (funcall f x4))
            (*  7 (funcall f x5)))))))

Composite Boole's Rule

In cases where the integration is permitted to extend over equidistant sections of the interval $[a,b]$ , the composite Boole's rule might be applied. Given $N$ divisions, where $N$ mod $4=0$ , the integrated value amounts to:^[4]

$\int _{x_{0}}^{x_{N}}f(x)\,dx={\frac {2h}{45}}\left(7(f(x_{0})+f(x_{N}))+32\left(\sum _{i\in \{1,3,5,\ldots ,N-1\}}f(x_{i})\right)+12\left(\sum _{i\in \{2,6,10,\ldots ,N-2\}}f(x_{i})\right)+14\left(\sum _{i\in \{4,8,12,\ldots ,N-4\}}f(x_{i})\right)\right)+{\text{error term}}$

where the error term is similar to above. The following Common Lisp code implements the aforementioned formula:

Example implementation in Common Lisp

(defun integrate-composite-booles-rule (f a b n)
  "Calculates the composite Boole's rule numerical integral of the
   function F in the closed interval extending from inclusive A to
   inclusive B across N subintervals."
  (declare (type (function (real) real) f))
  (declare (type real                   a b))
  (declare (type (integer 1 *)          n))
  (let ((h (/ (- b a) n)))
    (declare (type real h))
    (flet ((f[i] (i)
            (declare (type (integer 0 *) i))
            (let ((xi (+ a (* i h))))
              (declare (type real xi))
              (the real (funcall f xi)))))
      (* (/ (* 2 h) 45)
         (+ (*  7 (+ (f[i] 0) (f[i] n)))
            (* 32 (loop for i from 1 to (- n 1) by 2 sum (f[i] i)))
            (* 12 (loop for i from 2 to (- n 2) by 4 sum (f[i] i)))
            (* 14 (loop for i from 4 to (- n 4) by 4 sum (f[i] i))))))))

Example implementation in R

booleQuad <- function(fx, dx) {
  # Calculates the composite Boole's rule numerical 
  # integral for a function with a vector of precomputed
  # values fx evaluated at the points in vector dx.
  n <- length(dx)
  h <- diff(dx)
  stopifnot(exprs = {
    length(fx) == n
    n > 8L
    h[1L] >= 0
    n >= 2L
    n %% 4L == 1L
    isTRUE(all.equal(h, rep(h[1L], length(h))))
  })
  nm2 <- n - 2L
  cf <- double(nm2)
  cf[seq.int(1, nm2, 2L)] <- 32
  cf[seq.int(2, nm2, 4L)] <- 12
  cf[seq.int(4, nm2, 4L)] <- 14
  cf <- c(7, cf, 7)
  sum(cf * fx) * 2 * h[1L] / 45
}

Formula

Simple Boole's Rule

Composite Boole's Rule

See also

Notes

References

Wikiwand - on