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annotate liboctave/Quad.cc @ 10396:a0b51ac0f88a

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optimize accumdim with summation
author Jaroslav Hajek <highegg@gmail.com>
date Fri, 05 Mar 2010 12:31:30 +0100
parents 12884915a8e4
children 141b3fb5cef7
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1 /*
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2
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3 Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 2000, 2002, 2003,
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4 2004, 2005, 2006, 2007, 2008 John W. Eaton
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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 3 of the License, or (at your
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11 option) any later version.
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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, see
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20 <http://www.gnu.org/licenses/>.
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22 */
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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 "Quad.h"
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29 #include "f77-fcn.h"
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30 #include "lo-error.h"
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31 #include "quit.h"
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32 #include "sun-utils.h"
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34 static integrand_fcn user_fcn;
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35 static float_integrand_fcn float_user_fcn;
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36
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37 // FIXME -- 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 typedef octave_idx_type (*quad_fcn_ptr) (double*, int&, double*);
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44 typedef octave_idx_type (*quad_float_fcn_ptr) (float*, int&, float*);
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45
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46 extern "C"
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47 {
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48 F77_RET_T
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49 F77_FUNC (dqagp, DQAGP) (quad_fcn_ptr, const double&, const double&,
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50 const octave_idx_type&, const double*, const double&,
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51 const double&, double&, double&, octave_idx_type&,
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52 octave_idx_type&, const octave_idx_type&, const octave_idx_type&, octave_idx_type&, octave_idx_type*,
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53 double*);
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55 F77_RET_T
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56 F77_FUNC (dqagi, DQAGI) (quad_fcn_ptr, const double&, const octave_idx_type&,
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57 const double&, const double&, double&,
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58 double&, octave_idx_type&, octave_idx_type&, const octave_idx_type&,
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59 const octave_idx_type&, octave_idx_type&, octave_idx_type*, double*);
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61 F77_RET_T
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62 F77_FUNC (qagp, QAGP) (quad_float_fcn_ptr, const float&, const float&,
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63 const octave_idx_type&, const float*, const float&,
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64 const float&, float&, float&, octave_idx_type&,
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65 octave_idx_type&, const octave_idx_type&, const octave_idx_type&, octave_idx_type&, octave_idx_type*,
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66 float*);
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67
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68 F77_RET_T
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69 F77_FUNC (qagi, QAGI) (quad_float_fcn_ptr, const float&, const octave_idx_type&,
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70 const float&, const float&, float&,
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71 float&, octave_idx_type&, octave_idx_type&, const octave_idx_type&,
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72 const octave_idx_type&, octave_idx_type&, octave_idx_type*, float*);
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73 }
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75 static octave_idx_type
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76 user_function (double *x, int& ierr, double *result)
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77 {
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78 BEGIN_INTERRUPT_WITH_EXCEPTIONS;
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79
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80 #if defined (__sparc) && defined (__GNUC__)
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81 double xx = access_double (x);
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82 #else
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83 double xx = *x;
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84 #endif
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85
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86 quad_integration_error = 0;
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87
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88 double xresult = (*user_fcn) (xx);
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89
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90 #if defined (__sparc) && defined (__GNUC__)
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91 assign_double (result, xresult);
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92 #else
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93 *result = xresult;
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94 #endif
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96 if (quad_integration_error)
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97 ierr = -1;
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98
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99 END_INTERRUPT_WITH_EXCEPTIONS;
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100
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101 return 0;
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102 }
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103
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104 static octave_idx_type
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105 float_user_function (float *x, int& ierr, float *result)
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106 {
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107 BEGIN_INTERRUPT_WITH_EXCEPTIONS;
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108
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109 quad_integration_error = 0;
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110
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111 *result = (*float_user_fcn) (*x);
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112
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113 if (quad_integration_error)
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114 ierr = -1;
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115
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116 END_INTERRUPT_WITH_EXCEPTIONS;
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117
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118 return 0;
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119 }
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120
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121 double
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122 DefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, double& abserr)
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123 {
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124 octave_idx_type npts = singularities.capacity () + 2;
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125 double *points = singularities.fortran_vec ();
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126 double result = 0.0;
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127
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128 octave_idx_type leniw = 183*npts - 122;
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129 Array<octave_idx_type> iwork (leniw, 1);
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130 octave_idx_type *piwork = iwork.fortran_vec ();
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131
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132 octave_idx_type lenw = 2*leniw - npts;
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133 Array<double> work (lenw, 1);
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134 double *pwork = work.fortran_vec ();
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135
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136 user_fcn = f;
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137 octave_idx_type last;
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138
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139 double abs_tol = absolute_tolerance ();
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140 double rel_tol = relative_tolerance ();
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141
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142 F77_XFCN (dqagp, DQAGP, (user_function, lower_limit, upper_limit,
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143 npts, points, abs_tol, rel_tol, result,
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144 abserr, neval, ier, leniw, lenw, last,
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145 piwork, pwork));
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146
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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diff changeset
147 return result;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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parents:
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148 }
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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149
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150 float
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151 DefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
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152 {
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153 (*current_liboctave_error_handler) ("incorrect integration function called");
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154 return 0.0;
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155 }
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156
3
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157 double
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158 IndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, double& abserr)
3
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159 {
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160 double result = 0.0;
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161
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162 octave_idx_type leniw = 128;
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163 Array<octave_idx_type> iwork (leniw, 1);
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164 octave_idx_type *piwork = iwork.fortran_vec ();
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165
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166 octave_idx_type lenw = 8*leniw;
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167 Array<double> work (lenw, 1);
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168 double *pwork = work.fortran_vec ();
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169
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170 user_fcn = f;
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171 octave_idx_type last;
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172
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173 octave_idx_type inf;
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174 switch (type)
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175 {
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176 case bound_to_inf:
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177 inf = 1;
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178 break;
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179
3
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180 case neg_inf_to_bound:
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181 inf = -1;
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182 break;
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183
3
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184 case doubly_infinite:
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185 inf = 2;
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186 break;
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187
3
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188 default:
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189 assert (0);
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190 break;
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191 }
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192
289
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193 double abs_tol = absolute_tolerance ();
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194 double rel_tol = relative_tolerance ();
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195
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196 F77_XFCN (dqagi, DQAGI, (user_function, bound, inf, abs_tol, rel_tol,
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197 result, abserr, neval, ier, leniw, lenw,
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198 last, piwork, pwork));
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199
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200 return result;
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201 }
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202
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203 float
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204 IndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
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205 {
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206 (*current_liboctave_error_handler) ("incorrect integration function called");
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207 return 0.0;
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208 }
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209
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210 double
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211 FloatDefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
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212 {
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213 (*current_liboctave_error_handler) ("incorrect integration function called");
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214 return 0.0;
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215 }
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216
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217 float
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218 FloatDefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, float& abserr)
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219 {
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220 octave_idx_type npts = singularities.capacity () + 2;
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221 float *points = singularities.fortran_vec ();
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222 float result = 0.0;
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223
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224 octave_idx_type leniw = 183*npts - 122;
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225 Array<octave_idx_type> iwork (leniw, 1);
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226 octave_idx_type *piwork = iwork.fortran_vec ();
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227
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228 octave_idx_type lenw = 2*leniw - npts;
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229 Array<float> work (lenw, 1);
7805
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230 float *pwork = work.fortran_vec ();
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231
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232 float_user_fcn = ff;
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233 octave_idx_type last;
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diff changeset
234
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235 float abs_tol = single_precision_absolute_tolerance ();
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236 float rel_tol = single_precision_relative_tolerance ();
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diff changeset
237
62affb34e648 Make quad work with single precision
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diff changeset
238 F77_XFCN (qagp, QAGP, (float_user_function, lower_limit, upper_limit,
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diff changeset
239 npts, points, abs_tol, rel_tol, result,
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diff changeset
240 abserr, neval, ier, leniw, lenw, last,
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diff changeset
241 piwork, pwork));
7805
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242
62affb34e648 Make quad work with single precision
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243 return result;
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diff changeset
244 }
62affb34e648 Make quad work with single precision
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245
62affb34e648 Make quad work with single precision
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246 double
7924
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diff changeset
247 FloatIndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
7805
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diff changeset
248 {
62affb34e648 Make quad work with single precision
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249 (*current_liboctave_error_handler) ("incorrect integration function called");
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250 return 0.0;
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diff changeset
251 }
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252
62affb34e648 Make quad work with single precision
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diff changeset
253 float
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diff changeset
254 FloatIndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, float& abserr)
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diff changeset
255 {
62affb34e648 Make quad work with single precision
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diff changeset
256 float result = 0.0;
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
257
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diff changeset
258 octave_idx_type leniw = 128;
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diff changeset
259 Array<octave_idx_type> iwork (leniw, 1);
7805
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diff changeset
260 octave_idx_type *piwork = iwork.fortran_vec ();
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diff changeset
261
62affb34e648 Make quad work with single precision
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diff changeset
262 octave_idx_type lenw = 8*leniw;
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diff changeset
263 Array<float> work (lenw, 1);
7805
62affb34e648 Make quad work with single precision
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diff changeset
264 float *pwork = work.fortran_vec ();
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diff changeset
265
62affb34e648 Make quad work with single precision
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diff changeset
266 float_user_fcn = ff;
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diff changeset
267 octave_idx_type last;
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diff changeset
268
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diff changeset
269 octave_idx_type inf;
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diff changeset
270 switch (type)
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diff changeset
271 {
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diff changeset
272 case bound_to_inf:
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diff changeset
273 inf = 1;
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diff changeset
274 break;
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diff changeset
275
62affb34e648 Make quad work with single precision
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diff changeset
276 case neg_inf_to_bound:
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diff changeset
277 inf = -1;
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
278 break;
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
279
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
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diff changeset
280 case doubly_infinite:
62affb34e648 Make quad work with single precision
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diff changeset
281 inf = 2;
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diff changeset
282 break;
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diff changeset
283
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
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diff changeset
284 default:
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diff changeset
285 assert (0);
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
286 break;
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David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
287 }
62affb34e648 Make quad work with single precision
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diff changeset
288
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diff changeset
289 float abs_tol = single_precision_absolute_tolerance ();
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diff changeset
290 float rel_tol = single_precision_relative_tolerance ();
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diff changeset
291
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
292 F77_XFCN (qagi, QAGI, (float_user_function, bound, inf, abs_tol, rel_tol,
10314
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diff changeset
293 result, abserr, neval, ier, leniw, lenw,
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parents: 10158
diff changeset
294 last, piwork, pwork));
7805
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diff changeset
295
62affb34e648 Make quad work with single precision
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diff changeset
296 return result;
62affb34e648 Make quad work with single precision
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diff changeset
297 }