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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, 1994 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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382
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24 #if !defined (octave_Quad_h) |
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25 #define octave_Quad_h 1 |
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26 |
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27 extern "C++" { |
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28 |
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29 #include "Matrix.h" |
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30 |
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31 #ifndef Vector |
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32 #define Vector ColumnVector |
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33 #endif |
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34 |
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35 #ifndef _Quad_typedefs |
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36 #define _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 Quad_options |
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49 { |
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50 public: |
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51 |
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52 Quad_options (void); |
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53 Quad_options (const Quad_options& opt); |
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54 |
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55 Quad_options& operator = (const Quad_options& opt); |
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56 |
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57 ~Quad_options (void); |
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58 |
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59 void init (void); |
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60 void copy (const Quad_options& opt); |
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61 |
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62 void set_default_options (void); |
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63 |
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64 void set_absolute_tolerance (double); |
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65 void set_relative_tolerance (double); |
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66 |
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67 double absolute_tolerance (void); |
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68 double relative_tolerance (void); |
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69 |
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70 private: |
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71 |
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72 double x_absolute_tolerance; |
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73 double x_relative_tolerance; |
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74 }; |
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75 |
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76 class Quad : public Quad_options |
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77 { |
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78 public: |
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79 |
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80 Quad (integrand_fcn fcn); |
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81 Quad (integrand_fcn fcn, double abs, double rel); |
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82 |
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83 virtual double integrate (void); |
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84 virtual double integrate (int& ier); |
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85 virtual double integrate (int& ier, int& neval); |
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86 virtual double integrate (int& ier, int& neval, double& abserr) = 0; |
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87 |
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88 protected: |
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89 |
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90 integrand_fcn f; |
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91 }; |
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92 |
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93 class DefQuad : public Quad |
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94 { |
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95 public: |
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96 |
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97 DefQuad (integrand_fcn fcn); |
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98 DefQuad (integrand_fcn fcn, double ll, double ul); |
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99 DefQuad (integrand_fcn fcn, double ll, double ul, double abs, double rel); |
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100 DefQuad (integrand_fcn fcn, double ll, double ul, const Vector& sing); |
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101 DefQuad (integrand_fcn fcn, const Vector& sing, double abs, double rel); |
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102 DefQuad (integrand_fcn fcn, const Vector& sing); |
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103 DefQuad (integrand_fcn fcn, double ll, double ul, const Vector& sing, |
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104 double abs, double rel); |
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105 |
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106 double integrate (int& ier, int& neval, double& abserr); |
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107 |
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108 private: |
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109 |
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110 double lower_limit; |
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111 double upper_limit; |
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112 |
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113 Vector singularities; |
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114 }; |
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115 |
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116 class IndefQuad : public Quad |
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117 { |
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118 public: |
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119 |
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120 enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite }; |
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121 |
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122 IndefQuad (integrand_fcn fcn); |
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123 IndefQuad (integrand_fcn fcn, double b, IntegralType t); |
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124 IndefQuad (integrand_fcn fcn, double b, IntegralType t, double abs, |
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125 double rel); |
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126 IndefQuad (integrand_fcn fcn, double abs, double rel); |
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127 |
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128 double integrate (int& ier, int& neval, double& abserr); |
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129 |
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130 private: |
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131 |
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132 int integration_error; |
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133 double bound; |
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134 IntegralType type; |
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135 }; |
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136 |
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137 } // extern "C++" |
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138 |
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139 #endif |
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140 |
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141 /* |
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142 ;;; Local Variables: *** |
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143 ;;; mode: C++ *** |
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144 ;;; page-delimiter: "^/\\*" *** |
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145 ;;; End: *** |
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146 */ |
