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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <string> |
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29 |
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30 #include <iomanip> |
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31 #include <iostream> |
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32 |
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33 #include "Quad.h" |
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34 #include "lo-mappers.h" |
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35 |
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36 #include "defun-dld.h" |
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37 #include "error.h" |
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38 #include "gripes.h" |
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39 #include "pager.h" |
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40 #include "oct-obj.h" |
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41 #include "ov-fcn.h" |
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42 #include "unwind-prot.h" |
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43 #include "utils.h" |
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44 #include "variables.h" |
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45 |
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46 #include "Quad-opts.cc" |
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47 |
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48 #if defined (quad) |
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49 #undef quad |
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50 #endif |
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51 |
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52 // Global pointer for user defined function required by quadrature functions. |
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53 static octave_function *quad_fcn; |
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54 |
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55 // Have we warned about imaginary values returned from user function? |
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56 static bool warned_imaginary = false; |
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57 |
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58 // Is this a recursive call? |
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59 static int call_depth = 0; |
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60 |
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61 double |
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62 quad_user_function (double x) |
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63 { |
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64 double retval = 0.0; |
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65 |
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66 octave_value_list args; |
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67 args(0) = x; |
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68 |
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69 if (quad_fcn) |
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70 { |
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71 octave_value_list tmp = quad_fcn->do_multi_index_op (1, args); |
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72 |
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73 if (error_state) |
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74 { |
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75 quad_integration_error = 1; // FIXME |
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76 gripe_user_supplied_eval ("quad"); |
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77 return retval; |
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78 } |
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79 |
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80 if (tmp.length () && tmp(0).is_defined ()) |
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81 { |
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82 if (! warned_imaginary && tmp(0).is_complex_type ()) |
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83 { |
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84 warning ("quad: ignoring imaginary part returned from user-supplied function"); |
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85 warned_imaginary = true; |
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86 } |
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87 |
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88 retval = tmp(0).double_value (); |
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89 |
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90 if (error_state) |
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91 { |
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92 quad_integration_error = 1; // FIXME |
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93 gripe_user_supplied_eval ("quad"); |
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94 } |
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95 } |
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96 else |
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97 { |
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98 quad_integration_error = 1; // FIXME |
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99 gripe_user_supplied_eval ("quad"); |
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100 } |
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101 } |
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102 |
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103 return retval; |
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104 } |
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105 |
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106 #define QUAD_ABORT() \ |
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107 do \ |
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108 { \ |
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109 if (fcn_name.length()) \ |
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110 clear_function (fcn_name); \ |
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111 unwind_protect::run_frame ("Fquad"); \ |
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112 return retval; \ |
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113 } \ |
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114 while (0) |
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115 |
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116 #define QUAD_ABORT1(msg) \ |
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117 do \ |
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118 { \ |
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119 ::error ("quad: " msg); \ |
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120 QUAD_ABORT (); \ |
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121 } \ |
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122 while (0) |
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123 |
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124 #define QUAD_ABORT2(fmt, arg) \ |
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125 do \ |
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126 { \ |
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127 ::error ("quad: " fmt, arg); \ |
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128 QUAD_ABORT (); \ |
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129 } \ |
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130 while (0) |
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131 |
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132 DEFUN_DLD (quad, args, nargout, |
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133 "-*- texinfo -*-\n\ |
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134 @deftypefn {Loadable Function} {[@var{v}, @var{ier}, @var{nfun}, @var{err}] =} quad (@var{f}, @var{a}, @var{b}, @var{tol}, @var{sing})\n\ |
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135 Integrate a nonlinear function of one variable using Quadpack.\n\ |
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136 The first argument is the name of the function, the function handle or\n\ |
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137 the inline function to call to compute the value of the integrand. It\n\ |
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138 must have the form\n\ |
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139 \n\ |
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140 @example\n\ |
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141 y = f (x)\n\ |
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142 @end example\n\ |
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143 \n\ |
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144 @noindent\n\ |
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145 where @var{y} and @var{x} are scalars.\n\ |
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146 \n\ |
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147 The second and third arguments are limits of integration. Either or\n\ |
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148 both may be infinite.\n\ |
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149 \n\ |
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150 The optional argument @var{tol} is a vector that specifies the desired\n\ |
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151 accuracy of the result. The first element of the vector is the desired\n\ |
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152 absolute tolerance, and the second element is the desired relative\n\ |
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153 tolerance. To choose a relative test only, set the absolute\n\ |
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154 tolerance to zero. To choose an absolute test only, set the relative\n\ |
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155 tolerance to zero. \n\ |
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156 \n\ |
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157 The optional argument @var{sing} is a vector of values at which the\n\ |
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158 integrand is known to be singular.\n\ |
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159 \n\ |
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160 The result of the integration is returned in @var{v} and @var{ier}\n\ |
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161 contains an integer error code (0 indicates a successful integration).\n\ |
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162 The value of @var{nfun} indicates how many function evaluations were\n\ |
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163 required, and @var{err} contains an estimate of the error in the\n\ |
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164 solution.\n\ |
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165 \n\ |
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166 You can use the function @code{quad_options} to set optional\n\ |
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167 parameters for @code{quad}.\n\ |
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168 @end deftypefn") |
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169 { |
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170 octave_value_list retval; |
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171 |
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172 std::string fcn_name; |
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173 |
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174 warned_imaginary = false; |
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175 |
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176 unwind_protect::begin_frame ("Fquad"); |
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177 |
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178 unwind_protect_int (call_depth); |
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179 call_depth++; |
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180 |
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181 if (call_depth > 1) |
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182 QUAD_ABORT1 ("invalid recursive call"); |
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183 |
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184 int nargin = args.length (); |
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185 |
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186 if (nargin > 2 && nargin < 6 && nargout < 5) |
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187 { |
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188 if (args(0).is_function_handle () || args(0).is_inline_function ()) |
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189 quad_fcn = args(0).function_value (); |
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190 else |
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191 { |
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192 fcn_name = unique_symbol_name ("__quad_fcn_"); |
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193 std::string fname = "function y = "; |
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194 fname.append (fcn_name); |
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195 fname.append ("(x) y = "); |
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196 quad_fcn = extract_function (args(0), "quad", fcn_name, fname, |
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197 "; endfunction"); |
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198 } |
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199 |
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200 if (! quad_fcn) |
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201 QUAD_ABORT (); |
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202 |
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203 double a = args(1).double_value (); |
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204 |
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205 if (error_state) |
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206 QUAD_ABORT1 ("expecting second argument to be a scalar"); |
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207 |
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208 double b = args(2).double_value (); |
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209 |
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210 if (error_state) |
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211 QUAD_ABORT1 ("expecting third argument to be a scalar"); |
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212 |
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213 int indefinite = 0; |
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214 IndefQuad::IntegralType indef_type = IndefQuad::doubly_infinite; |
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215 double bound = 0.0; |
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216 if (xisinf (a) && xisinf (b)) |
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217 { |
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218 indefinite = 1; |
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219 indef_type = IndefQuad::doubly_infinite; |
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220 } |
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221 else if (xisinf (a)) |
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222 { |
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223 indefinite = 1; |
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224 bound = b; |
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225 indef_type = IndefQuad::neg_inf_to_bound; |
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226 } |
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227 else if (xisinf (b)) |
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228 { |
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229 indefinite = 1; |
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230 bound = a; |
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231 indef_type = IndefQuad::bound_to_inf; |
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232 } |
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233 |
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234 octave_idx_type ier = 0; |
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235 octave_idx_type nfun = 0; |
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236 double abserr = 0.0; |
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237 double val = 0.0; |
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238 bool have_sing = false; |
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239 ColumnVector sing; |
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240 ColumnVector tol; |
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241 |
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242 switch (nargin) |
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243 { |
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244 case 5: |
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245 if (indefinite) |
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246 QUAD_ABORT1 ("singularities not allowed on infinite intervals"); |
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247 |
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248 have_sing = true; |
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249 |
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250 sing = ColumnVector (args(4).vector_value ()); |
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251 |
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252 if (error_state) |
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253 QUAD_ABORT1 ("expecting vector of singularities as fourth argument"); |
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254 |
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255 case 4: |
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256 tol = ColumnVector (args(3).vector_value ()); |
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257 |
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258 if (error_state) |
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259 QUAD_ABORT1 ("expecting vector of tolerances as fifth argument"); |
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260 |
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261 switch (tol.capacity ()) |
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262 { |
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263 case 2: |
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264 quad_opts.set_relative_tolerance (tol (1)); |
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265 |
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266 case 1: |
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267 quad_opts.set_absolute_tolerance (tol (0)); |
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268 break; |
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269 |
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270 default: |
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271 QUAD_ABORT1 ("expecting tol to contain no more than two values"); |
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272 } |
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273 |
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274 case 3: |
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275 if (indefinite) |
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276 { |
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277 IndefQuad iq (quad_user_function, bound, indef_type); |
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278 iq.set_options (quad_opts); |
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279 val = iq.integrate (ier, nfun, abserr); |
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280 } |
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281 else |
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282 { |
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283 if (have_sing) |
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284 { |
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285 DefQuad dq (quad_user_function, a, b, sing); |
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286 dq.set_options (quad_opts); |
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287 val = dq.integrate (ier, nfun, abserr); |
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288 } |
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289 else |
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290 { |
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291 DefQuad dq (quad_user_function, a, b); |
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292 dq.set_options (quad_opts); |
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293 val = dq.integrate (ier, nfun, abserr); |
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294 } |
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295 } |
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296 break; |
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297 |
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298 default: |
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299 panic_impossible (); |
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300 break; |
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301 } |
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302 |
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303 retval(3) = abserr; |
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304 retval(2) = static_cast<double> (nfun); |
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305 retval(1) = static_cast<double> (ier); |
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306 retval(0) = val; |
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307 |
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308 if (fcn_name.length()) |
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309 clear_function (fcn_name); |
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310 } |
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311 else |
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312 print_usage ("quad"); |
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313 |
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314 unwind_protect::run_frame ("Fquad"); |
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315 |
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316 return retval; |
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317 } |
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318 |
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319 /* |
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320 ;;; Local Variables: *** |
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321 ;;; mode: C++ *** |
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322 ;;; End: *** |
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323 */ |
