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annotate liboctave/Quad.cc @ 12312:b10ea6efdc58 release-3-4-x ss-3-3-91

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version is now 3.3.91
author John W. Eaton <jwe@octave.org>
date Mon, 31 Jan 2011 08:36:58 -0500
parents 12df7854fa7c
children 72c96de7a403
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1 /*
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2
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3 Copyright (C) 1993-2011 John W. Eaton
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4
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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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11
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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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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include "Quad.h"
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28 #include "f77-fcn.h"
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29 #include "lo-error.h"
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30 #include "quit.h"
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31 #include "sun-utils.h"
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32
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33 static integrand_fcn user_fcn;
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34 static float_integrand_fcn float_user_fcn;
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35
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36 // FIXME -- would be nice to not have to have this global
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37 // variable.
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38 // Nonzero means an error occurred in the calculation of the integrand
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39 // function, and the user wants us to quit.
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40 int quad_integration_error = 0;
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41
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42 typedef octave_idx_type (*quad_fcn_ptr) (double*, int&, double*);
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43 typedef octave_idx_type (*quad_float_fcn_ptr) (float*, int&, float*);
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44
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45 extern "C"
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46 {
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47 F77_RET_T
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48 F77_FUNC (dqagp, DQAGP) (quad_fcn_ptr, const double&, const double&,
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49 const octave_idx_type&, const double*,
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50 const double&, const double&, double&,
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51 double&, octave_idx_type&, octave_idx_type&,
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52 const octave_idx_type&, const octave_idx_type&,
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53 octave_idx_type&, octave_idx_type*, double*);
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54
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55 F77_RET_T
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56 F77_FUNC (dqagi, DQAGI) (quad_fcn_ptr, const double&,
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57 const octave_idx_type&, const double&,
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58 const double&, double&, double&,
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59 octave_idx_type&, octave_idx_type&,
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60 const octave_idx_type&, const octave_idx_type&,
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61 octave_idx_type&, octave_idx_type*, double*);
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62
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63 F77_RET_T
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64 F77_FUNC (qagp, QAGP) (quad_float_fcn_ptr, const float&, const float&,
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65 const octave_idx_type&, const float*, const float&,
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66 const float&, float&, float&, octave_idx_type&,
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67 octave_idx_type&, const octave_idx_type&,
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68 const octave_idx_type&, octave_idx_type&,
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69 octave_idx_type*, float*);
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70
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71 F77_RET_T
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72 F77_FUNC (qagi, QAGI) (quad_float_fcn_ptr, const float&,
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73 const octave_idx_type&, const float&,
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74 const float&, float&, float&, octave_idx_type&,
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75 octave_idx_type&, const octave_idx_type&,
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76 const octave_idx_type&, octave_idx_type&,
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77 octave_idx_type*, float*);
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78 }
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80 static octave_idx_type
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81 user_function (double *x, int& ierr, double *result)
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82 {
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83 BEGIN_INTERRUPT_WITH_EXCEPTIONS;
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84
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85 #if defined (__sparc) && defined (__GNUC__)
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86 double xx = access_double (x);
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87 #else
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88 double xx = *x;
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89 #endif
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90
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91 quad_integration_error = 0;
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92
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93 double xresult = (*user_fcn) (xx);
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94
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95 #if defined (__sparc) && defined (__GNUC__)
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96 assign_double (result, xresult);
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97 #else
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98 *result = xresult;
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99 #endif
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100
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101 if (quad_integration_error)
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102 ierr = -1;
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103
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104 END_INTERRUPT_WITH_EXCEPTIONS;
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105
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106 return 0;
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107 }
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108
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109 static octave_idx_type
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110 float_user_function (float *x, int& ierr, float *result)
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111 {
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112 BEGIN_INTERRUPT_WITH_EXCEPTIONS;
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113
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114 quad_integration_error = 0;
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115
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116 *result = (*float_user_fcn) (*x);
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117
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118 if (quad_integration_error)
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119 ierr = -1;
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120
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121 END_INTERRUPT_WITH_EXCEPTIONS;
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122
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123 return 0;
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124 }
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125
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126 double
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127 DefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, double& abserr)
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128 {
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129 octave_idx_type npts = singularities.capacity () + 2;
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130 double *points = singularities.fortran_vec ();
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131 double result = 0.0;
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132
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133 octave_idx_type leniw = 183*npts - 122;
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134 Array<octave_idx_type> iwork (dim_vector (leniw, 1));
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135 octave_idx_type *piwork = iwork.fortran_vec ();
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136
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137 octave_idx_type lenw = 2*leniw - npts;
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138 Array<double> work (dim_vector (lenw, 1));
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139 double *pwork = work.fortran_vec ();
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140
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141 user_fcn = f;
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142 octave_idx_type last;
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143
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144 double abs_tol = absolute_tolerance ();
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145 double rel_tol = relative_tolerance ();
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146
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147 F77_XFCN (dqagp, DQAGP, (user_function, lower_limit, upper_limit,
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148 npts, points, abs_tol, rel_tol, result,
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diff changeset
149 abserr, neval, ier, leniw, lenw, last,
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diff changeset
150 piwork, pwork));
3
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151
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152 return result;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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parents:
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153 }
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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154
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155 float
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156 DefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
7805
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157 {
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158 (*current_liboctave_error_handler) ("incorrect integration function called");
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159 return 0.0;
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160 }
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161
3
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162 double
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163 IndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, double& abserr)
3
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164 {
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165 double result = 0.0;
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166
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167 octave_idx_type leniw = 128;
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168 Array<octave_idx_type> iwork (dim_vector (leniw, 1));
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169 octave_idx_type *piwork = iwork.fortran_vec ();
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170
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171 octave_idx_type lenw = 8*leniw;
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172 Array<double> work (dim_vector (lenw, 1));
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173 double *pwork = work.fortran_vec ();
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174
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175 user_fcn = f;
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176 octave_idx_type last;
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177
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178 octave_idx_type inf;
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179 switch (type)
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180 {
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181 case bound_to_inf:
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182 inf = 1;
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183 break;
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184
3
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185 case neg_inf_to_bound:
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186 inf = -1;
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187 break;
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188
3
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189 case doubly_infinite:
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190 inf = 2;
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191 break;
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192
3
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193 default:
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194 assert (0);
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195 break;
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196 }
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197
289
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198 double abs_tol = absolute_tolerance ();
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199 double rel_tol = relative_tolerance ();
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200
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diff changeset
201 F77_XFCN (dqagi, DQAGI, (user_function, bound, inf, abs_tol, rel_tol,
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202 result, abserr, neval, ier, leniw, lenw,
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diff changeset
203 last, piwork, pwork));
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204
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205 return result;
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206 }
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207
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208 float
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209 IndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
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210 {
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211 (*current_liboctave_error_handler) ("incorrect integration function called");
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212 return 0.0;
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213 }
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214
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215 double
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216 FloatDefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
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217 {
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218 (*current_liboctave_error_handler) ("incorrect integration function called");
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219 return 0.0;
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220 }
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221
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222 float
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223 FloatDefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, float& abserr)
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224 {
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225 octave_idx_type npts = singularities.capacity () + 2;
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226 float *points = singularities.fortran_vec ();
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227 float result = 0.0;
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228
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229 octave_idx_type leniw = 183*npts - 122;
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230 Array<octave_idx_type> iwork (dim_vector (leniw, 1));
7805
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231 octave_idx_type *piwork = iwork.fortran_vec ();
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232
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233 octave_idx_type lenw = 2*leniw - npts;
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diff changeset
234 Array<float> work (dim_vector (lenw, 1));
7805
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235 float *pwork = work.fortran_vec ();
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236
62affb34e648 Make quad work with single precision
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diff changeset
237 float_user_fcn = ff;
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diff changeset
238 octave_idx_type last;
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diff changeset
239
62affb34e648 Make quad work with single precision
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240 float abs_tol = single_precision_absolute_tolerance ();
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241 float rel_tol = single_precision_relative_tolerance ();
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diff changeset
242
62affb34e648 Make quad work with single precision
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diff changeset
243 F77_XFCN (qagp, QAGP, (float_user_function, lower_limit, upper_limit,
10314
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diff changeset
244 npts, points, abs_tol, rel_tol, result,
07ebe522dac2 untabify liboctave C++ sources
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diff changeset
245 abserr, neval, ier, leniw, lenw, last,
07ebe522dac2 untabify liboctave C++ sources
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diff changeset
246 piwork, pwork));
7805
62affb34e648 Make quad work with single precision
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diff changeset
247
62affb34e648 Make quad work with single precision
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248 return result;
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diff changeset
249 }
62affb34e648 Make quad work with single precision
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diff changeset
250
62affb34e648 Make quad work with single precision
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diff changeset
251 double
7924
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diff changeset
252 FloatIndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
7805
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diff changeset
253 {
62affb34e648 Make quad work with single precision
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diff changeset
254 (*current_liboctave_error_handler) ("incorrect integration function called");
62affb34e648 Make quad work with single precision
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diff changeset
255 return 0.0;
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diff changeset
256 }
62affb34e648 Make quad work with single precision
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diff changeset
257
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
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diff changeset
258 float
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diff changeset
259 FloatIndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval, float& abserr)
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diff changeset
260 {
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diff changeset
261 float result = 0.0;
62affb34e648 Make quad work with single precision
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diff changeset
262
62affb34e648 Make quad work with single precision
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diff changeset
263 octave_idx_type leniw = 128;
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diff changeset
264 Array<octave_idx_type> iwork (dim_vector (leniw, 1));
7805
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diff changeset
265 octave_idx_type *piwork = iwork.fortran_vec ();
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diff changeset
266
62affb34e648 Make quad work with single precision
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diff changeset
267 octave_idx_type lenw = 8*leniw;
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diff changeset
268 Array<float> work (dim_vector (lenw, 1));
7805
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diff changeset
269 float *pwork = work.fortran_vec ();
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diff changeset
270
62affb34e648 Make quad work with single precision
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diff changeset
271 float_user_fcn = ff;
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diff changeset
272 octave_idx_type last;
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diff changeset
273
62affb34e648 Make quad work with single precision
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diff changeset
274 octave_idx_type inf;
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diff changeset
275 switch (type)
62affb34e648 Make quad work with single precision
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diff changeset
276 {
62affb34e648 Make quad work with single precision
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diff changeset
277 case bound_to_inf:
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diff changeset
278 inf = 1;
62affb34e648 Make quad work with single precision
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diff changeset
279 break;
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diff changeset
280
62affb34e648 Make quad work with single precision
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diff changeset
281 case neg_inf_to_bound:
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diff changeset
282 inf = -1;
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diff changeset
283 break;
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
284
62affb34e648 Make quad work with single precision
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diff changeset
285 case doubly_infinite:
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diff changeset
286 inf = 2;
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diff changeset
287 break;
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diff changeset
288
62affb34e648 Make quad work with single precision
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diff changeset
289 default:
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diff changeset
290 assert (0);
62affb34e648 Make quad work with single precision
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diff changeset
291 break;
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David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
292 }
62affb34e648 Make quad work with single precision
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diff changeset
293
62affb34e648 Make quad work with single precision
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diff changeset
294 float abs_tol = single_precision_absolute_tolerance ();
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diff changeset
295 float rel_tol = single_precision_relative_tolerance ();
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diff changeset
296
62affb34e648 Make quad work with single precision
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diff changeset
297 F77_XFCN (qagi, QAGI, (float_user_function, bound, inf, abs_tol, rel_tol,
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298 result, abserr, neval, ier, leniw, lenw,
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diff changeset
299 last, piwork, pwork));
7805
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diff changeset
300
62affb34e648 Make quad work with single precision
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diff changeset
301 return result;
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diff changeset
302 }