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annotate liboctave/numeric/Quad.h @ 20354:227d582fa300 stable

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build: Sort generated PKG_ADD contents consistently * libinterp/mk-pkg-add: Set LC_COLLATE=C when sorting for consistent output.
author Mike Miller <mtmiller@octave.org>
date Fri, 10 Jul 2015 01:10:30 -0400
parents 4197fc428c7d
children
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1 /*
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2
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3 Copyright (C) 1993-2015 John W. Eaton
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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 3 of the License, or (at your
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10 option) any later version.
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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, see
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19 <http://www.gnu.org/licenses/>.
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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 #include <cfloat>
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27
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28 #include "dColVector.h"
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29 #include "fColVector.h"
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30 #include "lo-math.h"
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32 typedef double (*integrand_fcn) (double x);
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33 typedef float (*float_integrand_fcn) (float x);
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34
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35 // FIXME: would be nice to not have to have this global variable.
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36 // Nonzero means an error occurred in the calculation of the integrand
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37 // function, and the user wants us to quit.
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38 extern OCTAVE_API int quad_integration_error;
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40 #include "Quad-opts.h"
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42 class
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43 OCTAVE_API
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44 Quad : public Quad_options
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45 {
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46 public:
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47
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48 Quad (integrand_fcn fcn)
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49 : Quad_options (), f (fcn), ff () { }
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50
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51 Quad (float_integrand_fcn fcn)
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52 : Quad_options (), f (), ff (fcn) { }
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53
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54 virtual ~Quad (void) { }
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55
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56 virtual double integrate (void)
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57 {
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58 octave_idx_type ier, neval;
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59 double abserr;
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60 return do_integrate (ier, neval, abserr);
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61 }
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63 virtual float float_integrate (void)
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64 {
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65 octave_idx_type ier, neval;
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66 float abserr;
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67 return do_integrate (ier, neval, abserr);
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68 }
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69
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70 virtual double integrate (octave_idx_type& ier)
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71 {
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72 octave_idx_type neval;
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73 double abserr;
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74 return do_integrate (ier, neval, abserr);
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75 }
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77 virtual float float_integrate (octave_idx_type& ier)
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78 {
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79 octave_idx_type neval;
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80 float abserr;
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81 return do_integrate (ier, neval, abserr);
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82 }
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83
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84 virtual double integrate (octave_idx_type& ier, octave_idx_type& neval)
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85 {
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86 double abserr;
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87 return do_integrate (ier, neval, abserr);
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88 }
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89
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90 virtual float float_integrate (octave_idx_type& ier, octave_idx_type& neval)
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91 {
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92 float abserr;
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93 return do_integrate (ier, neval, abserr);
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94 }
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95
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96 virtual double integrate (octave_idx_type& ier, octave_idx_type& neval,
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97 double& abserr)
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98 {
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99 return do_integrate (ier, neval, abserr);
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100 }
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101
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102 virtual float float_integrate (octave_idx_type& ier, octave_idx_type& neval,
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103 float& abserr)
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104 {
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105 return do_integrate (ier, neval, abserr);
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106 }
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107
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108 virtual double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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109 double& abserr) = 0;
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110
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111 virtual float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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112 float& abserr) = 0;
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113
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114 protected:
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115
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116 integrand_fcn f;
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117 float_integrand_fcn ff;
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118 };
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119
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120 class
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121 OCTAVE_API
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122 DefQuad : public Quad
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123 {
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124 public:
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125
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126 DefQuad (integrand_fcn fcn)
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127 : Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { }
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128
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129 DefQuad (integrand_fcn fcn, double ll, double ul)
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130 : Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { }
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131
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132 DefQuad (integrand_fcn fcn, double ll, double ul,
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133 const ColumnVector& sing)
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134 : Quad (fcn), lower_limit (ll), upper_limit (ul),
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135 singularities (sing) { }
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136
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137 DefQuad (integrand_fcn fcn, const ColumnVector& sing)
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138 : Quad (fcn), lower_limit (0.0), upper_limit (1.0),
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139 singularities (sing) { }
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140
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141 ~DefQuad (void) { }
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142
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143 double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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144 double& abserr);
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145
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146 float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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147 float& abserr);
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148
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149 private:
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150
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151 double lower_limit;
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152 double upper_limit;
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153
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154 ColumnVector singularities;
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155 };
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156
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157 class
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158 OCTAVE_API
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159 IndefQuad : public Quad
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160 {
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161 public:
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162
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163 enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };
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164
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165 IndefQuad (integrand_fcn fcn)
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166 : Quad (fcn), bound (0.0), type (bound_to_inf), integration_error (0) { }
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167
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168 IndefQuad (integrand_fcn fcn, double b, IntegralType t)
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169 : Quad (fcn), bound (b), type (t), integration_error (0) { }
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170
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171 ~IndefQuad (void) { }
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172
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173 double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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174 double& abserr);
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175
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176 float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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177 float& abserr);
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178
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179 private:
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180
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181 double bound;
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182 IntegralType type;
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183 int integration_error;
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184 };
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185
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186 class
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187 OCTAVE_API
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188 FloatDefQuad : public Quad
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189 {
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190 public:
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191
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192 FloatDefQuad (float_integrand_fcn fcn)
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193 : Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { }
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194
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195 FloatDefQuad (float_integrand_fcn fcn, float ll, float ul)
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196 : Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { }
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197
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198 FloatDefQuad (float_integrand_fcn fcn, float ll, float ul,
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199 const FloatColumnVector& sing)
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200 : Quad (fcn), lower_limit (ll), upper_limit (ul),
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201 singularities (sing) { }
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202
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203 FloatDefQuad (float_integrand_fcn fcn, const FloatColumnVector& sing)
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204 : Quad (fcn), lower_limit (0.0), upper_limit (1.0),
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205 singularities (sing) { }
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206
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207 ~FloatDefQuad (void) { }
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208
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209 double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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210 double& abserr);
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211
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212 float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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213 float& abserr);
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214
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215 private:
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216
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217 float lower_limit;
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218 float upper_limit;
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219
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220 FloatColumnVector singularities;
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221 };
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222
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223 class
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224 OCTAVE_API
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225 FloatIndefQuad : public Quad
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226 {
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227 public:
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228
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229 enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };
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230
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231 FloatIndefQuad (float_integrand_fcn fcn)
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232 : Quad (fcn), bound (0.0), type (bound_to_inf), integration_error (0) { }
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233
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234 FloatIndefQuad (float_integrand_fcn fcn, double b, IntegralType t)
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235 : Quad (fcn), bound (b), type (t), integration_error (0) { }
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236
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237 ~FloatIndefQuad (void) { }
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238
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239 double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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240 double& abserr);
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241
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242 float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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243 float& abserr);
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244
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245 private:
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246
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247 float bound;
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248 IntegralType type;
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249 int integration_error;
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250 };
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251
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252 #endif