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1 /* |
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3 Copyright (C) 1996 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if !defined (octave_Quad_h) |
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24 #define octave_Quad_h 1 |
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25 |
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26 #if defined (__GNUG__) |
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27 #pragma interface |
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28 #endif |
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29 |
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30 #include <cfloat> |
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31 #include <cmath> |
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32 |
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33 #include "dColVector.h" |
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34 |
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35 #if !defined (octave_Quad_typedefs) |
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36 #define octave_Quad_typedefs 1 |
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37 |
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38 typedef double (*integrand_fcn) (double x); |
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39 |
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40 #endif |
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41 |
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42 // XXX FIXME XXX -- would be nice to not have to have this global |
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43 // variable. |
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44 // Nonzero means an error occurred in the calculation of the integrand |
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45 // function, and the user wants us to quit. |
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46 extern int quad_integration_error; |
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47 |
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48 class |
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49 Quad_options |
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50 { |
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51 public: |
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52 |
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53 Quad_options (void) { init (); } |
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54 |
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55 // XXX FIXME XXX -- check for invalid values? |
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56 Quad_options (double abs, double rel) |
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57 : x_absolute_tolerance (abs), x_relative_tolerance (rel) { } |
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58 |
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59 Quad_options (const Quad_options& opt) |
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60 : x_absolute_tolerance (opt.x_absolute_tolerance), |
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61 x_relative_tolerance (opt.x_relative_tolerance) { } |
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62 |
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63 Quad_options& operator = (const Quad_options& opt) |
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64 { |
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65 if (this != &opt) |
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66 set_options (opt); |
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67 |
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68 return *this; |
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69 } |
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70 |
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71 ~Quad_options (void) { } |
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72 |
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73 void init (void) |
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74 { |
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75 double sqrt_eps = ::sqrt (DBL_EPSILON); |
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76 |
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77 x_absolute_tolerance = sqrt_eps; |
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78 x_relative_tolerance = sqrt_eps; |
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79 } |
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80 |
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81 void set_default_options (void) { init (); } |
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82 |
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83 void set_options (const Quad_options& opt) |
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84 { |
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85 x_absolute_tolerance = opt.x_absolute_tolerance; |
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86 x_relative_tolerance = opt.x_relative_tolerance; |
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87 } |
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88 |
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89 // XXX FIXME XXX -- check for invalid values? |
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90 void set_absolute_tolerance (double val) { x_absolute_tolerance = val; } |
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91 void set_relative_tolerance (double val) { x_relative_tolerance = val; } |
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92 |
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93 double absolute_tolerance (void) { return x_absolute_tolerance; } |
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94 double relative_tolerance (void) { return x_relative_tolerance; } |
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95 |
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96 private: |
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97 |
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98 double x_absolute_tolerance; |
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99 double x_relative_tolerance; |
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100 }; |
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101 |
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102 class |
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103 Quad : public Quad_options |
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104 { |
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105 public: |
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106 |
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107 Quad (integrand_fcn fcn) |
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108 : Quad_options (), f (fcn) { } |
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109 |
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110 Quad (integrand_fcn fcn, double abs, double rel) |
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111 : Quad_options (abs, rel), f (fcn) { } |
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112 |
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113 virtual double integrate (void) |
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114 { |
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115 int ier, neval; |
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116 double abserr; |
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117 return integrate (ier, neval, abserr); |
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118 } |
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119 |
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120 virtual double integrate (int& ier) |
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121 { |
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122 int neval; |
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123 double abserr; |
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124 return integrate (ier, neval, abserr); |
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125 } |
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126 |
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127 virtual double integrate (int& ier, int& neval) |
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128 { |
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129 double abserr; |
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130 return integrate (ier, neval, abserr); |
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131 } |
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132 |
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133 virtual double integrate (int& ier, int& neval, double& abserr) = 0; |
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134 |
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135 protected: |
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136 |
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137 integrand_fcn f; |
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138 }; |
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139 |
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140 class |
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141 DefQuad : public Quad |
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142 { |
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143 public: |
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144 |
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145 DefQuad (integrand_fcn fcn) |
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146 : Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { } |
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147 |
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148 DefQuad (integrand_fcn fcn, double ll, double ul) |
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149 : Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { } |
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150 |
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151 DefQuad (integrand_fcn fcn, double ll, double ul, double abs, |
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152 double rel) |
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153 : Quad (fcn, abs, rel), lower_limit (ll), upper_limit (ul), |
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154 singularities () { } |
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155 |
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156 DefQuad (integrand_fcn fcn, double ll, double ul, |
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157 const ColumnVector& sing) |
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158 : Quad (fcn), lower_limit (ll), upper_limit (ul), |
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159 singularities (sing) { } |
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160 |
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161 DefQuad (integrand_fcn fcn, const ColumnVector& sing, double abs, |
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162 double rel) |
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163 : Quad (fcn, abs, rel), lower_limit (0.0), upper_limit (1.0), |
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164 singularities (sing) { } |
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165 |
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166 DefQuad (integrand_fcn fcn, const ColumnVector& sing) |
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167 : Quad (fcn), lower_limit (0.0), upper_limit (1.0), |
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168 singularities (sing) { } |
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169 |
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170 DefQuad (integrand_fcn fcn, double ll, double ul, const ColumnVector& sing, |
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171 double abs, double rel) |
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172 : Quad (fcn, abs, rel), lower_limit (ll), upper_limit (ul), |
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173 singularities (sing) { } |
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174 |
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175 double integrate (int& ier, int& neval, double& abserr); |
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176 |
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177 private: |
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178 |
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179 double lower_limit; |
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180 double upper_limit; |
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181 |
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182 ColumnVector singularities; |
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183 }; |
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184 |
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185 class |
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186 IndefQuad : public Quad |
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187 { |
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188 public: |
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189 |
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190 enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite }; |
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191 |
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192 IndefQuad (integrand_fcn fcn) |
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193 : Quad (fcn), bound (0.0), type (bound_to_inf) { } |
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194 |
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195 IndefQuad (integrand_fcn fcn, double b, IntegralType t) |
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196 : Quad (fcn), bound (b), type (t) { } |
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197 |
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198 IndefQuad (integrand_fcn fcn, double b, IntegralType t, double abs, |
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199 double rel) |
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200 : Quad (fcn, abs, rel), bound (b), type (t) { } |
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201 |
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202 IndefQuad (integrand_fcn fcn, double abs, double rel) |
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203 : Quad (fcn, abs, rel), bound (0.0), type (bound_to_inf) { } |
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204 |
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205 double integrate (int& ier, int& neval, double& abserr); |
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206 |
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207 private: |
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208 |
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209 double bound; |
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210 IntegralType type; |
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211 int integration_error; |
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212 }; |
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213 |
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214 #endif |
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215 |
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216 /* |
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217 ;;; Local Variables: *** |
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218 ;;; mode: C++ *** |
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219 ;;; End: *** |
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220 */ |
