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1 // Quad.h -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993 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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24 #if !defined (_Quad_h) |
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25 #define _Quad_h 1 |
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26 |
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27 #include "Matrix.h" |
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28 |
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29 #ifndef Vector |
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30 #define Vector ColumnVector |
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31 #endif |
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32 |
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33 #ifndef _Quad_typedefs |
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34 #define _Quad_typedefs 1 |
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35 |
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36 typedef double (*integrand_fcn) (double x); |
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37 |
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38 #endif |
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39 |
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40 // XXX FIXME XXX -- would be nice to not have to have this global |
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41 // variable. |
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42 // Nonzero means an error occurred in the calculation of the integrand |
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43 // function, and the user wants us to quit. |
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44 extern int quad_integration_error; |
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45 |
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46 class Quad_options |
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47 { |
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48 public: |
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49 |
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50 Quad_options (void); |
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51 Quad_options (const Quad_options& opt); |
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52 |
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53 Quad_options& operator = (const Quad_options& opt); |
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54 |
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55 ~Quad_options (void); |
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56 |
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57 void init (void); |
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58 void copy (const Quad_options& opt); |
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59 |
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60 void set_default_options (void); |
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61 |
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62 void set_absolute_tolerance (double); |
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63 void set_relative_tolerance (double); |
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64 |
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65 double absolute_tolerance (void); |
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66 double relative_tolerance (void); |
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67 |
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68 private: |
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69 |
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70 double x_absolute_tolerance; |
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71 double x_relative_tolerance; |
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72 }; |
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73 |
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74 class Quad : public Quad_options |
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75 { |
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76 public: |
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77 |
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78 Quad (integrand_fcn fcn); |
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79 Quad (integrand_fcn fcn, double abs, double rel); |
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80 |
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81 virtual double integrate (void); |
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82 virtual double integrate (int& ier); |
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83 virtual double integrate (int& ier, int& neval); |
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84 virtual double integrate (int& ier, int& neval, double& abserr) = 0; |
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85 |
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86 protected: |
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87 |
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88 integrand_fcn f; |
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89 }; |
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90 |
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91 class DefQuad : public Quad |
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92 { |
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93 public: |
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94 |
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95 DefQuad (integrand_fcn fcn); |
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96 DefQuad (integrand_fcn fcn, double ll, double ul); |
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97 DefQuad (integrand_fcn fcn, double ll, double ul, double abs, double rel); |
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98 DefQuad (integrand_fcn fcn, double ll, double ul, const Vector& sing); |
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99 DefQuad (integrand_fcn fcn, const Vector& sing, double abs, double rel); |
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100 DefQuad (integrand_fcn fcn, const Vector& sing); |
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101 DefQuad (integrand_fcn fcn, double ll, double ul, const Vector& sing, |
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102 double abs, double rel); |
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103 |
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104 double integrate (int& ier, int& neval, double& abserr); |
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105 |
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106 private: |
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107 |
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108 double lower_limit; |
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109 double upper_limit; |
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110 |
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111 Vector singularities; |
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112 }; |
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113 |
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114 class IndefQuad : public Quad |
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115 { |
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116 public: |
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117 |
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118 enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite }; |
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119 |
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120 IndefQuad (integrand_fcn fcn); |
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121 IndefQuad (integrand_fcn fcn, double b, IntegralType t); |
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122 IndefQuad (integrand_fcn fcn, double b, IntegralType t, double abs, |
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123 double rel); |
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124 IndefQuad (integrand_fcn fcn, double abs, double rel); |
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125 |
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126 double integrate (int& ier, int& neval, double& abserr); |
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127 |
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128 private: |
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129 |
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260
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130 int integration_error; |
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131 double bound; |
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132 IntegralType type; |
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133 }; |
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134 |
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135 #endif |
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136 |
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137 /* |
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138 ;;; Local Variables: *** |
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139 ;;; mode: C++ *** |
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140 ;;; page-delimiter: "^/\\*" *** |
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141 ;;; End: *** |
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142 */ |
