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XLeratorDB/math Documentation

SQL Server 21-point Gauss-Kronrod quadrature


QUADGK

Updated: 31 March 2014


Use the scalar function QUADGK to evaluate a finite integral. QUADGK uses 21-point Gauss-Kronrod quadrature.
Syntax
SELECT [wctMath].[wct].[QUADGK](
  <@Func, nvarchar(max),>
 ,<@VarName, nvarchar(4000),>
 ,<@A, float,>
 ,<@B, float,>)
Arguments
@Func
the function to be integrated. @Func is a string containing any valid TSQL statement which includes a single variable that is the object of the integration. The variable name is defined in @VarName. @Func is of a type nvarchar or of any type which implicitly converts to nvarchar.
@VarName
the TSQL variable name. The variable name must start with '@'. @VarName must be of a type nvarchar or of a type which implicitly converts to nvarchar.
 @A
The lower limit of integration. @A must be of a type float or of a type that implicitly converts to float.
@B
The upper limit of integration. @B must be of a type float or of a type that implicitly converts to float.
Return Types
float
Remarks
·         If @A not less than @B and error will be returned.
·         If @Func contains an undeclared SQL variable and it is not defined in @VarName a NULL will be returned.
Example
In this example we want to evaluate the integral:

SELECT
   wct.QUADGK(
      'SELECT 1/SQRT(@x)',    --@Func    
      '@x',                   --@VarName
      0,                      --@A
      1                       --@B
      ) as Integral

This produces the following result.
              Integral
----------------------
                     2

In this example we want to evaluate the integral:


SELECT
   wct.QUADGK(
      'SELECT SQRT(4-POWER(@x,2))', --@Func    
      '@x',                         --@VarName
      0,                            --@A
      2                             --@B
      ) as Integral

This produces the following result.
              Integral
----------------------
      3.14159265358979

In this example we want to evaluate the integral:

Note that COSH, the hyperbolic cosine function, and SINH, the hyperbolic sine function, are not a built-in SQL Server functions but are part of the XLeratorDB library.
SELECT
   wct.QUADGK(
      'SELECT PI()/2e+00*wct.COSH(@x)*SIN(EXP(PI()/2e+00*wct.SINH(@x)))',                 --@Func
      '@x',                   --@VarName
      -2,                     --@A
      2                       --@B
      ) as Integral

This produces the following result.
              Integral
----------------------
      1.57044006384932

 

See Also

 



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