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1 // Quad.cc -*- 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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238
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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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289
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28 #include <math.h> |
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29 #include <float.h> |
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30 |
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31 #include "Quad.h" |
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32 #include "f77-uscore.h" |
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33 #include "sun-utils.h" |
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34 |
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35 static integrand_fcn user_fcn; |
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36 |
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260
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37 // XXX FIXME XXX -- 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 extern "C" |
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44 { |
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260
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45 int F77_FCN (dqagp) (const double (*)(double*, int*), const double*, |
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46 const double*, const int*, const double*, |
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47 const double*, const double*, double*, double*, |
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48 int*, int*, const int*, const int*, int*, int*, |
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49 double*); |
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50 |
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260
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51 int F77_FCN (dqagi) (const double (*)(double*, int*), const double*, |
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52 const int*, const double*, const double*, |
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53 double*, double*, int*, int*, const int*, |
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54 const int*, int*, int*, double*); |
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55 } |
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56 |
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57 Quad::Quad (integrand_fcn fcn) |
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58 { |
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59 f = fcn; |
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60 } |
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61 |
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62 Quad::Quad (integrand_fcn fcn, double abs, double rel) |
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63 { |
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64 f = fcn; |
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65 } |
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66 |
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67 double |
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68 Quad::integrate (void) |
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69 { |
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70 int ier, neval; |
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71 double abserr; |
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72 return integrate (ier, neval, abserr); |
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73 } |
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74 |
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75 double |
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76 Quad::integrate (int& ier) |
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77 { |
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78 int neval; |
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79 double abserr; |
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80 return integrate (ier, neval, abserr); |
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81 } |
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82 |
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83 double |
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84 Quad::integrate (int& ier, int& neval) |
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85 { |
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86 double abserr; |
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87 return integrate (ier, neval, abserr); |
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88 } |
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89 |
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90 static double |
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260
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91 user_function (double *x, int *ierr) |
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92 { |
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93 #if defined (sun) && defined (__GNUC__) |
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94 double xx = access_double (x); |
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95 #else |
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96 double xx = *x; |
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97 #endif |
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98 |
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260
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99 quad_integration_error = 0; |
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100 |
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101 double retval = (*user_fcn) (xx); |
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102 |
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103 if (quad_integration_error) |
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104 *ierr = -1; |
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105 |
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106 return retval; |
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107 } |
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108 |
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109 DefQuad::DefQuad (integrand_fcn fcn) : Quad (fcn) |
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110 { |
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111 lower_limit = 0.0; |
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112 upper_limit = 1.0; |
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113 } |
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114 |
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115 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul) |
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116 : Quad (fcn) |
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117 { |
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118 lower_limit = ll; |
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119 upper_limit = ul; |
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120 } |
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121 |
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122 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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123 double abs, double rel) : Quad (fcn, abs, rel) |
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124 { |
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125 lower_limit = ll; |
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126 upper_limit = ul; |
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127 } |
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128 |
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129 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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130 const Vector& sing) : Quad (fcn) |
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131 { |
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132 lower_limit = ll; |
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133 upper_limit = ul; |
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134 singularities = sing; |
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135 } |
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136 |
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137 DefQuad::DefQuad (integrand_fcn fcn, const Vector& sing, |
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138 double abs, double rel) : Quad (fcn, abs, rel) |
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139 { |
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140 lower_limit = 0.0; |
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141 upper_limit = 1.0; |
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142 singularities = sing; |
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143 } |
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144 |
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145 DefQuad::DefQuad (integrand_fcn fcn, const Vector& sing) |
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146 : Quad (fcn) |
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147 { |
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148 lower_limit = 0.0; |
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149 upper_limit = 1.0; |
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150 singularities = sing; |
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151 } |
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152 |
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153 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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154 const Vector& sing, double abs, double rel) |
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155 : Quad (fcn, abs, rel) |
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156 { |
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157 lower_limit = ll; |
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158 upper_limit = ul; |
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159 singularities = sing; |
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160 } |
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161 |
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162 double |
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163 DefQuad::integrate (int& ier, int& neval, double& abserr) |
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164 { |
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165 int npts = singularities.capacity () + 2; |
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166 double *points = singularities.fortran_vec (); |
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167 double result = 0.0; |
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168 int leniw = 183*npts - 122; |
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169 int lenw = 2*leniw - npts; |
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170 int *iwork = new int [leniw]; |
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171 double *work = new double [lenw]; |
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172 user_fcn = f; |
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173 int last; |
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174 |
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289
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175 double abs_tol = absolute_tolerance (); |
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176 double rel_tol = relative_tolerance (); |
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177 |
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178 F77_FCN (dqagp) (user_function, &lower_limit, &upper_limit, &npts, |
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179 points, &abs_tol, &rel_tol, &result, &abserr, |
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180 &neval, &ier, &leniw, &lenw, &last, iwork, work); |
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181 |
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182 delete [] iwork; |
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183 delete [] work; |
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184 |
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185 return result; |
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186 } |
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187 |
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188 IndefQuad::IndefQuad (integrand_fcn fcn) : Quad (fcn) |
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189 { |
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190 bound = 0.0; |
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191 type = bound_to_inf; |
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192 } |
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193 |
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194 IndefQuad::IndefQuad (integrand_fcn fcn, double b, IntegralType t) |
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195 : Quad (fcn) |
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196 { |
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197 bound = b; |
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198 type = t; |
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199 } |
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200 |
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201 IndefQuad::IndefQuad (integrand_fcn fcn, double b, IntegralType t, |
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202 double abs, double rel) : Quad (fcn, abs, rel) |
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203 { |
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204 bound = b; |
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205 type = t; |
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206 } |
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207 |
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208 IndefQuad::IndefQuad (integrand_fcn fcn, double abs, double rel) |
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209 : Quad (fcn, abs, rel) |
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210 { |
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211 bound = 0.0; |
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212 type = bound_to_inf; |
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213 } |
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214 |
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215 double |
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216 IndefQuad::integrate (int& ier, int& neval, double& abserr) |
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217 { |
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218 double result = 0.0; |
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219 int leniw = 128; |
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220 int lenw = 8*leniw; |
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221 int *iwork = new int [leniw]; |
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222 double *work = new double [lenw]; |
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223 user_fcn = f; |
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224 int last; |
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225 |
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226 int inf; |
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227 switch (type) |
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228 { |
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229 case bound_to_inf: |
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230 inf = 1; |
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231 break; |
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232 case neg_inf_to_bound: |
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233 inf = -1; |
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234 break; |
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235 case doubly_infinite: |
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236 inf = 2; |
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237 break; |
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238 default: |
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239 assert (0); |
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240 break; |
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241 } |
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242 |
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243 double abs_tol = absolute_tolerance (); |
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244 double rel_tol = relative_tolerance (); |
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245 |
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246 F77_FCN (dqagi) (user_function, &bound, &inf, &abs_tol, &rel_tol, |
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247 &result, &abserr, &neval, &ier, &leniw, &lenw, |
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248 &last, iwork, work); |
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249 |
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250 delete [] iwork; |
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251 delete [] work; |
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252 |
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253 return result; |
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254 } |
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255 |
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256 Quad_options::Quad_options (void) |
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257 { |
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258 init (); |
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259 } |
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260 |
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261 Quad_options::Quad_options (const Quad_options& opt) |
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262 { |
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263 copy (opt); |
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264 } |
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265 |
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266 Quad_options& |
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267 Quad_options::operator = (const Quad_options& opt) |
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268 { |
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269 if (this != &opt) |
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270 copy (opt); |
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271 |
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272 return *this; |
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273 } |
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274 |
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275 Quad_options::~Quad_options (void) |
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276 { |
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277 } |
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278 |
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279 void |
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280 Quad_options::init (void) |
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281 { |
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282 double sqrt_eps = sqrt (DBL_EPSILON); |
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283 x_absolute_tolerance = sqrt_eps; |
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284 x_relative_tolerance = sqrt_eps; |
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285 } |
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286 |
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287 void |
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288 Quad_options::copy (const Quad_options& opt) |
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289 { |
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290 x_absolute_tolerance = opt.x_absolute_tolerance; |
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291 x_relative_tolerance = opt.x_relative_tolerance; |
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292 } |
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293 |
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294 void |
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295 Quad_options::set_default_options (void) |
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296 { |
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297 init (); |
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298 } |
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299 |
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300 void |
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301 Quad_options::set_absolute_tolerance (double val) |
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302 { |
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303 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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304 } |
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305 |
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306 void |
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307 Quad_options::set_relative_tolerance (double val) |
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308 { |
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309 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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310 } |
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311 |
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312 double |
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313 Quad_options::absolute_tolerance (void) |
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314 { |
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315 return x_absolute_tolerance; |
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316 } |
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317 |
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318 double |
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319 Quad_options::relative_tolerance (void) |
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320 { |
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321 return x_relative_tolerance; |
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322 } |
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323 |
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324 /* |
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325 ;;; Local Variables: *** |
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326 ;;; mode: C++ *** |
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327 ;;; page-delimiter: "^/\\*" *** |
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328 ;;; End: *** |
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329 */ |
