simpsonIntegral.cpp

double simpsonIntegral(double a, double b, int n, const std::function<double (double)> &f) {
    const double width = (b-a)/n;

    double simpson_integral = 0;
    for(int step = 0; step < n; step++) {
        const double x1 = a + step*width;
        const double x2 = a + (step+1)*width;

        simpson_integral += (x2-x1)/6.0*(f(x1) + 4.0*f(0.5*(x1+x2)) + f(x2));
    }

    return simpson_integral;
}