Simpson's Rule - Sample Implementation

Sample Implementation

An implementation of the composite Simpson's rule in Python:

def simpson(f, a, b, n): """f=function, a=initial value, b=end value, n=number of intervals of size h, n must be even""" h = float(b - a) / n S = f(a) for i in range(1, n, 2): x = a + h * i S += 4 * f(x) for i in range(2, n-1, 2): x = a + h * i S += 2 * f(x) S += f(b) F = h * S / 3 return F