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1 // Quad.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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238
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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 <math.h> |
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29 #include <float.h> |
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30 |
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31 #include "Quad.h" |
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32 #include "f77-uscore.h" |
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33 #include "sun-utils.h" |
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34 |
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35 static integrand_fcn user_fcn; |
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36 |
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260
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37 // XXX FIXME XXX -- would be nice to not have to have this global |
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38 // variable. |
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39 // Nonzero means an error occurred in the calculation of the integrand |
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40 // function, and the user wants us to quit. |
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41 int quad_integration_error = 0; |
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42 |
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43 extern "C" |
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44 { |
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45 int F77_FCN (dqagp, DQAGP) (const double (*)(double*, int&), |
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46 const double&, const double&, |
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47 const int&, const double*, |
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48 const double&, const double&, double&, |
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49 double&, int&, int&, const int&, |
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50 const int&, int&, int*, double*); |
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51 |
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52 int F77_FCN (dqagi, DQAGI) (const double (*)(double*, int&), |
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53 const double&, const int&, |
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54 const double&, const double&, double&, |
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55 double&, int&, int&, const int&, |
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56 const int&, int&, int*, double*); |
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57 } |
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58 |
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59 Quad::Quad (integrand_fcn fcn) |
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60 { |
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61 f = fcn; |
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62 } |
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63 |
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64 Quad::Quad (integrand_fcn fcn, double abs, double rel) |
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65 { |
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66 f = fcn; |
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67 } |
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68 |
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69 double |
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70 Quad::integrate (void) |
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71 { |
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72 int ier, neval; |
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73 double abserr; |
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74 return integrate (ier, neval, abserr); |
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75 } |
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76 |
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77 double |
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78 Quad::integrate (int& ier) |
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79 { |
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80 int neval; |
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81 double abserr; |
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82 return integrate (ier, neval, abserr); |
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83 } |
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84 |
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85 double |
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86 Quad::integrate (int& ier, int& neval) |
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87 { |
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88 double abserr; |
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89 return integrate (ier, neval, abserr); |
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90 } |
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91 |
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92 static double |
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93 user_function (double *x, int& ierr) |
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94 { |
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95 #if defined (sun) && defined (__GNUC__) |
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96 double xx = access_double (x); |
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97 #else |
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98 double xx = *x; |
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99 #endif |
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100 |
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101 quad_integration_error = 0; |
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102 |
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103 double retval = (*user_fcn) (xx); |
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104 |
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105 if (quad_integration_error) |
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106 ierr = -1; |
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107 |
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108 return retval; |
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109 } |
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110 |
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111 DefQuad::DefQuad (integrand_fcn fcn) : Quad (fcn) |
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112 { |
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113 lower_limit = 0.0; |
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114 upper_limit = 1.0; |
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115 } |
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116 |
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117 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul) |
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118 : Quad (fcn) |
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119 { |
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120 lower_limit = ll; |
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121 upper_limit = ul; |
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122 } |
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123 |
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124 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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125 double abs, double rel) : Quad (fcn, abs, rel) |
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126 { |
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127 lower_limit = ll; |
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128 upper_limit = ul; |
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129 } |
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130 |
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131 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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132 const Vector& sing) : Quad (fcn) |
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133 { |
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134 lower_limit = ll; |
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135 upper_limit = ul; |
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136 singularities = sing; |
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137 } |
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138 |
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139 DefQuad::DefQuad (integrand_fcn fcn, const Vector& sing, |
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140 double abs, double rel) : Quad (fcn, abs, rel) |
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141 { |
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142 lower_limit = 0.0; |
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143 upper_limit = 1.0; |
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144 singularities = sing; |
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145 } |
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146 |
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147 DefQuad::DefQuad (integrand_fcn fcn, const Vector& sing) |
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148 : Quad (fcn) |
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149 { |
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150 lower_limit = 0.0; |
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151 upper_limit = 1.0; |
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152 singularities = sing; |
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153 } |
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154 |
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155 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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156 const Vector& sing, double abs, double rel) |
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157 : Quad (fcn, abs, rel) |
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158 { |
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159 lower_limit = ll; |
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160 upper_limit = ul; |
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161 singularities = sing; |
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162 } |
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163 |
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164 double |
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165 DefQuad::integrate (int& ier, int& neval, double& abserr) |
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166 { |
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167 int npts = singularities.capacity () + 2; |
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168 double *points = singularities.fortran_vec (); |
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169 double result = 0.0; |
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170 int leniw = 183*npts - 122; |
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171 int lenw = 2*leniw - npts; |
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172 int *iwork = new int [leniw]; |
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173 double *work = new double [lenw]; |
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174 user_fcn = f; |
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175 int last; |
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176 |
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177 double abs_tol = absolute_tolerance (); |
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178 double rel_tol = relative_tolerance (); |
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179 |
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180 F77_FCN (dqagp, DQAGP) (user_function, lower_limit, upper_limit, |
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181 npts, points, abs_tol, rel_tol, result, |
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182 abserr, neval, ier, leniw, lenw, last, |
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183 iwork, work); |
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184 |
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185 delete [] iwork; |
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186 delete [] work; |
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187 |
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188 return result; |
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189 } |
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190 |
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191 IndefQuad::IndefQuad (integrand_fcn fcn) : Quad (fcn) |
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192 { |
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193 bound = 0.0; |
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194 type = bound_to_inf; |
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195 } |
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196 |
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197 IndefQuad::IndefQuad (integrand_fcn fcn, double b, IntegralType t) |
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198 : Quad (fcn) |
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199 { |
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200 bound = b; |
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201 type = t; |
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202 } |
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203 |
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204 IndefQuad::IndefQuad (integrand_fcn fcn, double b, IntegralType t, |
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205 double abs, double rel) : Quad (fcn, abs, rel) |
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206 { |
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207 bound = b; |
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208 type = t; |
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209 } |
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210 |
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211 IndefQuad::IndefQuad (integrand_fcn fcn, double abs, double rel) |
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212 : Quad (fcn, abs, rel) |
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213 { |
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214 bound = 0.0; |
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215 type = bound_to_inf; |
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216 } |
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217 |
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218 double |
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219 IndefQuad::integrate (int& ier, int& neval, double& abserr) |
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220 { |
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221 double result = 0.0; |
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222 int leniw = 128; |
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223 int lenw = 8*leniw; |
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224 int *iwork = new int [leniw]; |
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225 double *work = new double [lenw]; |
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226 user_fcn = f; |
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227 int last; |
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228 |
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229 int inf; |
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230 switch (type) |
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231 { |
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232 case bound_to_inf: |
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233 inf = 1; |
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234 break; |
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235 case neg_inf_to_bound: |
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236 inf = -1; |
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237 break; |
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238 case doubly_infinite: |
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239 inf = 2; |
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240 break; |
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241 default: |
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242 assert (0); |
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243 break; |
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244 } |
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245 |
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246 double abs_tol = absolute_tolerance (); |
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247 double rel_tol = relative_tolerance (); |
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248 |
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249 F77_FCN (dqagi, DQAGI) (user_function, bound, inf, abs_tol, rel_tol, |
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250 result, abserr, neval, ier, leniw, lenw, |
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251 last, iwork, work); |
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252 |
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253 delete [] iwork; |
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254 delete [] work; |
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255 |
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256 return result; |
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257 } |
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258 |
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259 Quad_options::Quad_options (void) |
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260 { |
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261 init (); |
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262 } |
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263 |
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264 Quad_options::Quad_options (const Quad_options& opt) |
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265 { |
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266 copy (opt); |
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267 } |
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268 |
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269 Quad_options& |
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270 Quad_options::operator = (const Quad_options& opt) |
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271 { |
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272 if (this != &opt) |
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273 copy (opt); |
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274 |
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275 return *this; |
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276 } |
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277 |
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278 Quad_options::~Quad_options (void) |
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279 { |
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280 } |
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281 |
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282 void |
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283 Quad_options::init (void) |
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284 { |
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285 double sqrt_eps = sqrt (DBL_EPSILON); |
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286 x_absolute_tolerance = sqrt_eps; |
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287 x_relative_tolerance = sqrt_eps; |
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288 } |
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289 |
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290 void |
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291 Quad_options::copy (const Quad_options& opt) |
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292 { |
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293 x_absolute_tolerance = opt.x_absolute_tolerance; |
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294 x_relative_tolerance = opt.x_relative_tolerance; |
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295 } |
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296 |
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297 void |
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298 Quad_options::set_default_options (void) |
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299 { |
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300 init (); |
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301 } |
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302 |
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303 void |
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304 Quad_options::set_absolute_tolerance (double val) |
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305 { |
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306 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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307 } |
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308 |
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309 void |
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310 Quad_options::set_relative_tolerance (double val) |
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311 { |
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312 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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313 } |
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314 |
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315 double |
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316 Quad_options::absolute_tolerance (void) |
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317 { |
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318 return x_absolute_tolerance; |
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319 } |
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320 |
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321 double |
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322 Quad_options::relative_tolerance (void) |
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323 { |
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324 return x_relative_tolerance; |
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325 } |
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326 |
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327 /* |
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328 ;;; Local Variables: *** |
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329 ;;; mode: C++ *** |
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330 ;;; page-delimiter: "^/\\*" *** |
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331 ;;; End: *** |
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332 */ |
