Numerical point of view
The usual trapezoid method doesn't work with improper integrals. As such, Gaussian quadrature rules are much better, since they not only provide 2n-1 exactness (that is, for a polynomial of degree 2n-1 they will return the correct solution), but also manage improper integrals by using the right weight function.
If your integral is improper in both sides, you should try the Gauss-Hermite quadrature, otherwise use the Gauss-Laguerre quadrature.
The "overflow" error
long double P[N], r[N], a;
P
has a size of roughly 3MB, and so does r
. That's too much memory. Allocate the memory instead:
long double * P = malloc(N * sizeof(long double));
long double * r = malloc(N * sizeof(long double));
Don't forget to include <stdlib.h>
and use free
on both P
and r
if you don't need them any longer. Also, you may not access the N-th entry, so f[N]
is wrong.
Using Gauss-Laguerre quadrature
Now Gauss-Laguerre uses exp(-x)
as weight function. If you're not familiar with Gaussian quadrature: the result of E(f)
is the integral of w * f
, where w
is the weight function.
Your f
looks like this, and:
f x = x^2 * exp (-2 * x / a)
Wait a minute. f
already contains exp(-term)
, so we can substitute x with t = x * a /2
and get
f' x = (t * a/2)^2 * exp(-t) * a/2
Since exp(-t)
is already part of our weight function, your function fits now perfectly into the Gauss-Laguerre quadrature. The resulting code is
#include <stdio.h>
#include <math.h>
/* x[] and a[] taken from
* https://de.wikipedia.org/wiki/Gau%C3%9F-Quadratur#Gau.C3.9F-Laguerre-Integration
* Calculating them by hand is a little bit cumbersome
*/
const int gauss_rule_length = 3;
const double gauss_x[] = {0.415774556783, 2.29428036028, 6.28994508294};
const double gauss_a[] = {0.711093009929, 0.278517733569, 0.0103892565016};
double f(double x){
return x *.53/2 * x *.53/2 * .53/2;
}
int main(){
int i;
double sum = 0;
for(i = 0; i < gauss_rule_length; ++i){
sum += gauss_a[i] * f(gauss_x[i]);
}
printf("%.10lf\n",sum); /* 0.0372192500 */
return 0;
}