Mercurial > octave-antonio
annotate scripts/general/quadv.m @ 20158:7503499a252b stable
doc: Update docstrings to have one sentence summary as first line.
Update scripts in audio, elfun, general, geometry, and image directories.
* scripts/audio/@audioplayer/__get_properties__.m,
scripts/audio/@audioplayer/audioplayer.m, scripts/audio/@audioplayer/get.m,
scripts/audio/@audioplayer/isplaying.m, scripts/audio/@audioplayer/play.m,
scripts/audio/@audioplayer/playblocking.m, scripts/audio/@audioplayer/set.m,
scripts/audio/@audioplayer/subsasgn.m, scripts/audio/@audioplayer/subsref.m,
scripts/audio/@audiorecorder/audiorecorder.m,
scripts/audio/@audiorecorder/get.m,
scripts/audio/@audiorecorder/getaudiodata.m,
scripts/audio/@audiorecorder/getplayer.m,
scripts/audio/@audiorecorder/isrecording.m,
scripts/audio/@audiorecorder/play.m, scripts/audio/@audiorecorder/record.m,
scripts/audio/@audiorecorder/recordblocking.m,
scripts/audio/@audiorecorder/set.m, scripts/audio/@audiorecorder/stop.m,
scripts/audio/@audiorecorder/subsasgn.m,
scripts/audio/@audiorecorder/subsref.m, scripts/audio/lin2mu.m,
scripts/audio/mu2lin.m, scripts/audio/record.m, scripts/audio/sound.m,
scripts/audio/soundsc.m, scripts/audio/wavread.m, scripts/audio/wavwrite.m,
scripts/elfun/cosd.m, scripts/elfun/sind.m, scripts/elfun/tand.m,
scripts/general/accumarray.m, scripts/general/accumdim.m,
scripts/general/bitcmp.m, scripts/general/bitget.m, scripts/general/bitset.m,
scripts/general/blkdiag.m, scripts/general/cart2pol.m,
scripts/general/cart2sph.m, scripts/general/cell2mat.m,
scripts/general/celldisp.m, scripts/general/chop.m,
scripts/general/circshift.m, scripts/general/common_size.m,
scripts/general/cplxpair.m, scripts/general/cumtrapz.m,
scripts/general/dblquad.m, scripts/general/deal.m, scripts/general/del2.m,
scripts/general/display.m, scripts/general/divergence.m,
scripts/general/fieldnames.m, scripts/general/flip.m,
scripts/general/flipdim.m, scripts/general/fliplr.m, scripts/general/flipud.m,
scripts/general/gradient.m, scripts/general/interp3.m,
scripts/general/interpft.m, scripts/general/interpn.m,
scripts/general/loadobj.m, scripts/general/logspace.m,
scripts/general/methods.m, scripts/general/nargchk.m,
scripts/general/narginchk.m, scripts/general/nargoutchk.m,
scripts/general/nextpow2.m, scripts/general/nthargout.m,
scripts/general/num2str.m, scripts/general/pol2cart.m,
scripts/general/polyarea.m, scripts/general/postpad.m,
scripts/general/prepad.m, scripts/general/profile.m, scripts/general/quadgk.m,
scripts/general/quadl.m, scripts/general/quadv.m, scripts/general/randi.m,
scripts/general/rat.m, scripts/general/repmat.m, scripts/general/rot90.m,
scripts/general/rotdim.m, scripts/general/saveobj.m, scripts/general/shift.m,
scripts/general/shiftdim.m, scripts/general/sortrows.m,
scripts/general/sph2cart.m, scripts/general/structfun.m,
scripts/general/subsindex.m, scripts/general/trapz.m,
scripts/general/triplequad.m, scripts/geometry/delaunayn.m,
scripts/geometry/dsearch.m, scripts/geometry/dsearchn.m,
scripts/geometry/griddata.m, scripts/geometry/griddata3.m,
scripts/geometry/griddatan.m, scripts/geometry/inpolygon.m,
scripts/geometry/rectint.m, scripts/geometry/tsearchn.m,
scripts/geometry/voronoi.m, scripts/geometry/voronoin.m,
scripts/help/__unimplemented__.m, scripts/help/doc.m,
scripts/help/doc_cache_create.m, scripts/help/get_first_help_sentence.m,
scripts/help/help.m, scripts/help/lookfor.m, scripts/help/print_usage.m,
scripts/help/type.m, scripts/help/which.m, scripts/image/autumn.m,
scripts/image/bone.m, scripts/image/brighten.m, scripts/image/cmpermute.m,
scripts/image/colorcube.m, scripts/image/contrast.m, scripts/image/cool.m,
scripts/image/copper.m, scripts/image/cubehelix.m, scripts/image/flag.m,
scripts/image/gmap40.m, scripts/image/gray.m, scripts/image/gray2ind.m,
scripts/image/hot.m, scripts/image/hsv.m, scripts/image/image.m,
scripts/image/imagesc.m, scripts/image/imfinfo.m, scripts/image/imformats.m,
scripts/image/imread.m, scripts/image/imshow.m, scripts/image/imwrite.m,
scripts/image/iscolormap.m, scripts/image/jet.m, scripts/image/lines.m,
scripts/image/ntsc2rgb.m, scripts/image/ocean.m, scripts/image/pink.m,
scripts/image/prism.m, scripts/image/rainbow.m, scripts/image/rgb2ntsc.m,
scripts/image/spinmap.m, scripts/image/spring.m, scripts/image/summer.m,
scripts/image/white.m, scripts/image/winter.m:
Update docstrings to have one sentence summary as first line.
Re-structure to have line lengths <= 80 chars.
author | Rik <rik@octave.org> |
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date | Sun, 03 May 2015 09:36:20 -0700 |
parents | 9fc020886ae9 |
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rev | line source |
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1 ## Copyright (C) 2008-2015 David Bateman |
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2 ## Copyright (C) 2012 Alexander Klein |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {@var{q} =} quadv (@var{f}, @var{a}, @var{b}) |
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22 ## @deftypefnx {Function File} {@var{q} =} quadv (@var{f}, @var{a}, @var{b}, @var{tol}) |
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23 ## @deftypefnx {Function File} {@var{q} =} quadv (@var{f}, @var{a}, @var{b}, @var{tol}, @var{trace}) |
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24 ## @deftypefnx {Function File} {@var{q} =} quadv (@var{f}, @var{a}, @var{b}, @var{tol}, @var{trace}, @var{p1}, @var{p2}, @dots{}) |
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25 ## @deftypefnx {Function File} {[@var{q}, @var{nfun}] =} quadv (@dots{}) |
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26 ## |
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27 ## Numerically evaluate the integral of @var{f} from @var{a} to @var{b} |
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28 ## using an adaptive Simpson's rule. |
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29 ## |
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30 ## @var{f} is a function handle, inline function, or string containing the name |
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31 ## of the function to evaluate. @code{quadv} is a vectorized version of |
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32 ## @code{quad} and the function defined by @var{f} must accept a scalar or |
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33 ## vector as input and return a scalar, vector, or array as output. |
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34 ## |
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35 ## @var{a} and @var{b} are the lower and upper limits of integration. Both |
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36 ## limits must be finite. |
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37 ## |
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38 ## The optional argument @var{tol} defines the tolerance used to stop the |
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39 ## adaptation procedure. The default value is 1e-6. |
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40 ## |
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41 ## The algorithm used by @code{quadv} involves recursively subdividing the |
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42 ## integration interval and applying Simpson's rule on each subinterval. |
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43 ## If @var{trace} is true then after computing each of these partial |
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44 ## integrals display: (1) the total number of function evaluations, |
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45 ## (2) the left end of the subinterval, (3) the length of the subinterval, |
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46 ## (4) the approximation of the integral over the subinterval. |
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47 ## |
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48 ## Additional arguments @var{p1}, etc., are passed directly to the function |
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49 ## @var{f}. To use default values for @var{tol} and @var{trace}, one may pass |
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50 ## empty matrices ([]). |
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51 ## |
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52 ## The result of the integration is returned in @var{q} |
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53 ## |
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54 ## @var{nfun} indicates the number of function evaluations that were made. |
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55 ## |
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56 ## Note: @code{quadv} is written in Octave's scripting language and can be |
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57 ## used recursively in @code{dblquad} and @code{triplequad}, unlike the |
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58 ## @code{quad} function. |
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59 ## @seealso{quad, quadl, quadgk, quadcc, trapz, dblquad, triplequad} |
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60 ## @end deftypefn |
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61 |
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62 function [q, nfun] = quadv (f, a, b, tol, trace, varargin) |
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63 ## TODO: Make norm for convergence testing configurable |
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64 |
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65 if (nargin < 3) |
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66 print_usage (); |
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67 endif |
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68 if (nargin < 4) |
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69 tol = []; |
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70 endif |
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71 if (nargin < 5) |
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72 trace = []; |
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73 endif |
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74 if (isa (a, "single") || isa (b, "single")) |
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75 myeps = eps ("single"); |
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76 else |
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77 myeps = eps; |
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78 endif |
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79 if (isempty (tol)) |
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80 tol = 1e-6; |
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81 endif |
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82 if (isempty (trace)) |
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83 trace = 0; |
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84 endif |
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85 |
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86 ## Split the interval into 3 abscissa, and apply a 3 point Simpson's rule |
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87 c = (a + b) / 2; |
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88 fa = feval (f, a, varargin{:}); |
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89 fc = feval (f, c, varargin{:}); |
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90 fb = feval (f, b, varargin{:}); |
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91 nfun = 3; |
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92 |
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93 ## If have edge singularities, move edge point by eps*(b-a) as |
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94 ## discussed in Shampine paper used to implement quadgk |
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95 if (any (isinf (fa(:)))) |
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96 fa = feval (f, a + myeps * (b-a), varargin{:}); |
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97 endif |
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98 if (any (isinf (fb(:)))) |
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99 fb = feval (f, b - myeps * (b-a), varargin{:}); |
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100 endif |
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101 |
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102 h = (b - a); |
8507 | 103 q = (b - a) / 6 * (fa + 4 * fc + fb); |
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104 |
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105 [q, nfun, hmin] = simpsonstp (f, a, b, c, fa, fb, fc, q, nfun, abs (h), |
10549 | 106 tol, trace, varargin{:}); |
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107 |
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108 if (nfun > 10000) |
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110 elseif (any (! isfinite (q(:)))) |
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112 elseif (hmin < (b - a) * myeps) |
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114 endif |
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115 endfunction |
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116 |
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117 function [q, nfun, hmin] = simpsonstp (f, a, b, c, fa, fb, fc, q0, |
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118 nfun, hmin, tol, trace, varargin) |
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119 if (nfun > 10000) |
8507 | 120 q = q0; |
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121 else |
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122 d = (a + c) / 2; |
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123 e = (c + b) / 2; |
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124 fd = feval (f, d, varargin{:}); |
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125 fe = feval (f, e, varargin{:}); |
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126 nfun += 2; |
8507 | 127 q1 = (c - a) / 6 * (fa + 4 * fd + fc); |
128 q2 = (b - c) / 6 * (fc + 4 * fe + fb); | |
129 q = q1 + q2; | |
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130 |
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131 if (abs(a - c) < hmin) |
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132 hmin = abs (a - c); |
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133 endif |
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134 |
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135 if (trace) |
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136 disp ([nfun, a, b-a, q]); |
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137 endif |
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138 |
8507 | 139 ## Force at least one adpative step. |
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140 ## Not vectorizing q-q0 in the norm provides a more rigid criterion for |
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141 ## matrix-valued functions. |
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142 if (nfun == 5 || norm (q - q0, Inf) > tol) |
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143 [q1, nfun, hmin] = simpsonstp (f, a, c, d, fa, fc, fd, q1, nfun, hmin, |
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145 [q2, nfun, hmin] = simpsonstp (f, c, b, e, fc, fb, fe, q2, nfun, hmin, |
10549 | 146 tol, trace, varargin{:}); |
8507 | 147 q = q1 + q2; |
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148 endif |
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149 endif |
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150 endfunction |
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151 |
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152 |
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153 %!assert (quadv (@sin, 0, 2 * pi), 0, 1e-5) |
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154 %!assert (quadv (@sin, 0, pi), 2, 1e-5) |
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155 |
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156 ## Handles weak singularities at the edge |
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157 %!assert (quadv (@(x) 1 ./ sqrt (x), 0, 1), 2, 1e-5) |
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158 |
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159 ## Handles vector-valued functions |
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160 %!assert (quadv (@(x) [(sin (x)), (sin (2 * x))], 0, pi), [2, 0], 1e-5) |
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161 |
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162 ## Handles matrix-valued functions |
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163 %!assert (quadv (@(x) [ x, x, x; x, 1./sqrt(x), x; x, x, x ], 0, 1 ), [0.5, 0.5, 0.5; 0.5, 2, 0.5; 0.5, 0.5, 0.5], 1e-5) |
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164 |