1 files changed, 12 insertions, 0 deletions
diff --git a/math/simpson.cpp b/math/simpson.cpp
new file mode 100644
index 0000000..dd887e2
--- /dev/null
+++ b/math/simpson.cpp
@@ -0,0 +1,12 @@
+double f(double x) { return x; }
+
+double simps(double a, double b) {
+  return (f(a) + 4.0 * f((a + b) / 2.0) + f(b)) * (b - a) / 6.0;
+}
+
+double integrate(double a, double b) {
+  double m = (a + b) / 2.0;
+  double l = simps(a, m), r = simps(m, b), tot = simps(a, b);
+  if (abs(l + r - tot) < EPSILON) return tot;
+  return integrate(a, m) + integrate(m, b);
+}