octave: scripts/general/integral.m annotate

annotate scripts/general/integral.m @ 31063:451fb63a10a0

update integral to call quadgk for 'ArrayValued' integrations (bug #62468) * integral.m: Modify integrator selection so that calls with â€˜ArrayValuedâ€™ go to quadgk instead of quadv. Remove error checks for previously incompatible parameter combinations. Update docstring to remove mention of quadv, point 'ArrayValued' reference to quadgk, change returned error parameter description to match current behavior, and remove parameter incompatibility note. Add BIST to verify combined parameter functionality, and change BISTs checking quadv err parameter. * quadgk.m: Correct parameter name in docstring. * NEWS.8.md: Under General Improvements add note about quadgk now accepting 'ArrayValued' parameter and update integral improvement description of optional returned error parameter. Under Matlab Compatibility add note about integral now accepting all parameter combinations.

author	Nicholas R. Jankowski <jankowski.nicholas@gmail.com>
date	Thu, 02 Jun 2022 19:56:15 -0400
parents	7711b5e38ebc
children	b390f662a150

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ########################################################################
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 ##
30564 796f54d4ddbf update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	3 ## Copyright (C) 2017-2022 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	4 ##
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 ## See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 ## distribution or <https://octave.org/copyright/>.
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	7 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	8 ## This file is part of Octave.
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	9 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24159 diff changeset	10 ## Octave is free software: you can redistribute it and/or modify it
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	11 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24159 diff changeset	12 ## the Free Software Foundation, either version 3 of the License, or
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	13 ## (at your option) any later version.
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	14 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	18 ## GNU General Public License for more details.
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	19 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	21 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24159 diff changeset	22 ## <https://www.gnu.org/licenses/>.
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 ##
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ########################################################################
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	25
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	26 ## -- texinfo --
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	27 ## @deftypefn {} {@var{q} =} integral (@var{f}, @var{a}, @var{b})
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	28 ## @deftypefnx {} {@var{q} =} integral (@var{f}, @var{a}, @var{b}, @var{prop}, @var{val}, @dots{})
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	29 ## @deftypefnx {} {[@var{q}, @var{err}] =} integral (@dots{})
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	30 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	31 ## Numerically evaluate the integral of @var{f} from @var{a} to @var{b} using
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	32 ## adaptive quadrature.
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	33 ##
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	34 ## @code{integral} is a wrapper for @code{quadcc} (general real-valued, scalar
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	35 ## integrands and limits), and @code{quadgk} (integrals with specified
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	36 ## integration paths and array-valued integrands) that is intended to provide
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	37 ## @sc{matlab} compatibility. More control of the numerical integration may be
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	38 ## achievable by calling the various quadrature functions directly.
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	39 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	40 ## @var{f} is a function handle, inline function, or string containing the name
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	41 ## of the function to evaluate. The function @var{f} must be vectorized and
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	42 ## return a vector of output values when given a vector of input values.
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	43 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	44 ## @var{a} and @var{b} are the lower and upper limits of integration. Either
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	45 ## or both limits may be infinite or contain weak end singularities. If either
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	46 ## or both limits are complex, @code{integral} will perform a straight line
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	47 ## path integral. Alternatively, a complex domain path can be specified using
24102 c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	48 ## the @qcode{"Waypoints"} option (see below).
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	49 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	50 ## Additional optional parameters can be specified using
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	51 ## @qcode{"@var{property}", @var{value}} pairs. Valid properties are:
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	52 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	53 ## @table @code
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	54 ## @item Waypoints
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	55 ## Specifies points to be used in defining subintervals of the quadrature
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	56 ## algorithm, or if @var{a}, @var{b}, or @var{waypoints} are complex then
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	57 ## the quadrature is calculated as a contour integral along a piecewise
28958 6fd6ad758b10 doc: Use @xref, @pxref rather than "see @code{}" in TexInfo. Rik <rik@octave.org> parents: 28912 diff changeset	58 ## continuous path. For more detail, @pxref{XREFquadgk,,@code{quadgk}}.
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	59 ##
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	60 ## @item ArrayValued
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	61 ## @code{integral} expects @var{f} to return a scalar value unless
24059 d8e2fffb371c doc: Fix missing braces in quad documentation (bug #52065). Rik <rik@octave.org> parents: 24055 diff changeset	62 ## @var{arrayvalued} is specified as true. This option will cause
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	63 ## @code{integral} to perform the integration over the entire array and return
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	64 ## @var{q} with the same dimensions as returned by @var{f}. For more detail
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	65 ## @pxref{XREFquadgk,,@code{quadgk}}.
24102 c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	66 ##
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	67 ## @item AbsTol
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	68 ## Define the absolute error tolerance for the quadrature. The default
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	69 ## absolute tolerance is 1e-10 (1e-5 for single).
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	70 ##
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	71 ## @item RelTol
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	72 ## Define the relative error tolerance for the quadrature. The default
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	73 ## relative tolerance is 1e-6 (1e-4 for single).
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	74 ## @end table
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	75 ##
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	76 ## The optional output @var{err} contains the absolute error estimate used by
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	77 ## the called integrator.
30983 7711b5e38ebc integral.m: small coding convention tweaks to cset e8ced722b19e. Rik <rik@octave.org> parents: 30978 diff changeset	78 ##
24102 c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	79 ## Adaptive quadrature is used to minimize the estimate of error until the
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	80 ## following is satisfied:
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	81 ## @tex
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	82 ## $$error \leq \max \left( AbsTol, RelTol\cdot\vert q\vert \right)$$
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	83 ## @end tex
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	84 ## @ifnottex
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	85 ##
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	86 ## @example
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	87 ## @group
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	88 ## @var{error} <= max (@var{AbsTol}, @var{RelTol}*\|@var{q}\|).
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	89 ## @end group
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	90 ## @end example
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	91 ##
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	92 ## @end ifnottex
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	93 ##
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	94 ## Known @sc{matlab} incompatibilities:
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	95 ##
24102 c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	96 ## @enumerate
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	97 ## @item
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	98 ## If tolerances are left unspecified, and any integration limits or waypoints
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	99 ## are of type @code{single}, then Octave's integral functions automatically
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	100 ## reduce the default absolute and relative error tolerances as specified
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	101 ## above. If tighter tolerances are desired they must be specified.
24102 c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	102 ## @sc{matlab} leaves the tighter tolerances appropriate for @code{double}
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	103 ## inputs in place regardless of the class of the integration limits.
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	104 ## @end enumerate
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	105 ##
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	106 ## @seealso{integral2, integral3, quad, quadgk, quadv, quadl, quadcc, trapz,
c723faa56ab4 Add missing functions integral2.m and integral3.m (bug #52074). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24062 diff changeset	107 ## dblquad, triplequad}
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	108 ## @end deftypefn
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	109
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	110 function [q, err] = integral (f, a, b, varargin)
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	111
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	112 if (nargin < 3 \|\| (mod (nargin, 2) == 0))
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	113 print_usage ();
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	114 endif
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	115
30983 7711b5e38ebc integral.m: small coding convention tweaks to cset e8ced722b19e. Rik <rik@octave.org> parents: 30978 diff changeset	116 error_flag = (nargout == 2);
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	117
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	118 ## quadcc can't handle complex limits or integrands, but quadgk can.
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	119 ## Check for simple cases of complex limits and integrand.
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	120 f_is_complex = false;
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	121 if (iscomplex (a) \|\| iscomplex (b))
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	122 f_is_complex = true;
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	123 elseif (iscomplex (feval (f, a)) \|\| iscomplex (feval (f, b)))
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	124 f_is_complex = true;
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	125 endif
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	126
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	127 if (nargin == 3)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	128 ## Pass the simplest case directly to general integrator.
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	129 ## Let quadcc function handle input checks on function and limits.
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	130 if (! f_is_complex)
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	131 try
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	132 if (error_flag)
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	133 [q, err] = quadcc (f, a, b);
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	134 else
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	135 q = quadcc (f, a, b);
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	136 endif
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	137 catch quaderror
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	138 if (strcmp (quaderror.message,
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	139 "quadcc: integrand F must return a single, real-valued vector"))
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	140 if (error_flag)
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	141 [q, err] = quadgk (f, a, b);
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	142 else
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	143 q = quadgk (f, a, b);
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	144 endif
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	145 else
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	146 error (quaderror.message);
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	147 endif
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	148 end_try_catch
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	149
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	150 else
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	151 ## Complex-valued integral
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	152 if (error_flag)
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	153 [q, err] = quadgk (f, a, b);
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	154 else
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	155 q = quadgk (f, a, b);
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	156 endif
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	157 endif
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	158
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	159 else
24062 6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	160 ## Parse options to determine how to call integrator.
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	161 abstol = [];
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	162 reltol = [];
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	163 waypoints = [];
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	164 arrayvalued = false;
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	165 use_quadgk = false;
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	166
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	167 idx = 1;
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	168 while (idx < nargin - 3)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	169 prop = varargin{idx++};
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	170 if (! ischar (prop))
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	171 error ("integral: property PROP must be a string");
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	172 endif
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	173
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	174 switch (tolower (prop))
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	175 case "reltol"
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	176 reltol = varargin{idx++};
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	177 case "abstol"
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	178 abstol = varargin{idx++};
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	179 case "waypoints"
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	180 waypoints = varargin{idx++}(:);
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	181 use_quadgk = true;
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	182 case "arrayvalued"
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	183 arrayvalued = varargin{idx++};
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	184 use_quadgk = true;
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	185 otherwise
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	186 error ("integral: unknown property '%s'", prop);
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	187 endswitch
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	188 endwhile
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	189
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	190 issingle = (isa (a, "single") \|\| isa (b, "single")
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	191 \|\| isa (waypoints, "single"));
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	192
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	193 if (isempty (abstol))
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	194 abstol = ifelse (issingle, 1e-5, 1e-10);
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	195 endif
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	196 if (isempty (reltol))
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	197 reltol = ifelse (issingle, 1e-4, 1e-6);
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	198 endif
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	199
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	200 if (use_quadgk)
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	201 ## Array valued functions or waypoint definitions require quadgk
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	202 ## no need to test for complex components
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	203 if (error_flag)
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	204 [q, err] = quadgk (f, a, b, "AbsTol", abstol, "RelTol", reltol,
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	205 "WayPoints", waypoints, "ArrayValued", arrayvalued);
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	206 else
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	207 q = quadgk (f, a, b, "AbsTol", abstol, "RelTol", reltol,
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	208 "WayPoints", waypoints, "ArrayValued", arrayvalued);
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	209 endif
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	210
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	211 else
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	212 ## otherwise try quadcc first, switch to quadgk if complex test fails
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	213 if (! f_is_complex)
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	214 try
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	215 if (error_flag)
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	216 [q, err] = quadcc (f, a, b, [abstol, reltol]);
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	217 else
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	218 q = quadcc (f, a, b, [abstol, reltol]);
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	219 endif
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	220 catch quaderror
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	221 if (strcmp (quaderror.message,
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	222 "quadcc: integrand F must return a single, real-valued vector"))
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	223 if (error_flag)
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	224 [q, err] = quadgk (f, a, b, "AbsTol", abstol, "RelTol", reltol);
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	225 else
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	226 q = quadgk (f, a, b, "AbsTol", abstol, "RelTol", reltol);
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	227 endif
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	228 else
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	229 error (quaderror.message);
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	230 endif
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	231 end_try_catch
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	232 else
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	233 ## Complex-valued integral
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	234 if (error_flag)
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	235 [q, err] = quadgk (f, a, b, "AbsTol", abstol, "RelTol", reltol);
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	236 else
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	237 q = quadgk (f, a, b, "AbsTol", abstol, "RelTol", reltol);
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	238 endif
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	239 endif
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	240 endif
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	241 endif
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	242
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	243 endfunction
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	244
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	245
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	246 ## Matlab compatibility tests
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	247 %!test
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	248 %! f = @(x) exp (-x.^2) .* log (x).^2;
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	249 %! emgamma = 0.57721566490153286;
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	250 %! exact = (sqrt (pi)(8log (2)^2+8emgammalog (2)+pi^2+2*emgamma^2))/16;
24062 6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	251 %! assert (integral (f, 0, Inf), exact, -1e-6);
6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	252 %! assert (integral (f, 0, Inf, "RelTol", 1e-12), exact, -1e-12);
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	253
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	254 %!test # with parameter
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	255 %! f = @(x, c) 1 ./ (x.^3 - 2*x - c);
24062 6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	256 %! assert (integral (@(x) f(x,5), 0, 2), -0.4605015338467329, 1e-10);
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	257
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	258 %!test # with tolerances
28912 0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir. Rik <rik@octave.org> parents: 28753 diff changeset	259 %! f = @(x) log (x);
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	260 %! assert (integral (@(x) f(x), 0, 1, "AbsTol", 1e-6), -1, 1e-6);
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	261
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	262 %!test # waypoints
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	263 %! f = @(x) 1./(2.*x-1);
24062 6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	264 %! assert (integral (f, 0, 0, "Waypoints", [1+1i, 1-1i]), -pi*1i, 1e-10);
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	265
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	266 %!test # an array-valued function
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	267 %! f = @(x) sin ((1:5)*x);
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	268 %! assert (integral (f, 0, 1, "ArrayValued", true), 1./[1:5]-cos(1:5)./[1:5],
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	269 %! 1e-10);
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	270
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	271 %!test # test single input/output
28912 0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir. Rik <rik@octave.org> parents: 28753 diff changeset	272 %! assert (integral (@sin, 0, 1), cos (0)-cos (1), 1e-10);
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	273 %! assert (class (integral (@sin, single (0), 1)), "single");
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	274 %! assert (class (integral (@sin, 0, single (1))), "single");
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	275 %! assert (class (integral (@sin, single (0), single (1))), "single");
28912 0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir. Rik <rik@octave.org> parents: 28753 diff changeset	276 %! assert (integral (@sin, 0, 1, "Waypoints", 0.5), cos (0)-cos (1), 1e-10);
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	277 %! assert (class (integral (@sin, 0, 1, "Waypoints", single (0.5))), "single");
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	278 %! assert (class (integral (@sin, single (0), 1, "Waypoints", 0.5)), "single");
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	279 %! assert (class (integral (@sin, 0, single (1), "Waypoints", 0.5)), "single");
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	280
28731 4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	281 %!test # test complex argument handling
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	282 %! f = @(x) round (exp (i*x));
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	283 %! assert (integral (f, 0, pi), quadgk (f, 0, pi), eps);
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	284 %! assert (integral (f, -1, 1), 2, 5*eps);
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	285 %! assert (integral (@sin, -i, i), 0, eps);
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	286 %! assert (1.5 * integral (@sqrt, -1, 0), i, eps);
4f1e8a79bd44 integral.m: Fix input validation to handle complex integrands (bug #58636). Nicholas R. Jankowski <jankowskin@asme.org> parents: 27961 diff changeset	287
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	288 %!test
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	289 %! f = @(x) x.^5 .* exp (-x) .* sin (x);
24062 6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	290 %! assert (integral (f, 0, inf, "RelTol", 1e-8, "AbsTol", 1e-12), -15, -1e-8);
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	291
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	292 ## tests from quadcc
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	293 %!assert (integral (@sin, -pi, pi), 0, 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	294 %!assert (integral (inline ("sin"), -pi, pi), 0, 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	295 %!assert (integral ("sin", -pi, pi), 0, 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	296 %!assert (integral (@sin, -pi, 0), -2, 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	297 %!assert (integral (@sin, 0, pi), 2, 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	298 %!assert (integral (@(x) 1./(sqrt (x).*(x+1)), 0, Inf), pi, -1e-6)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	299 %!assert (integral (@(x) 1./(sqrt (x).*(x+1)), 0, Inf,
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	300 %! "AbsTol", 0, "RelTol", 1e-8),
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	301 %! pi, -1e-8)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	302 %!assert (integral (@(x) exp (-x .^ 2), -Inf, Inf), sqrt (pi), 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	303 %!assert (integral (@(x) exp (-x .^ 2), -Inf, 0), sqrt (pi)/2, 1e-10)
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	304
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	305 ## tests from quadgk
24155 47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	306 %!assert (integral (@sin,-pi,pi, "WayPoints",0, "AbsTol",1e-6, "RelTol",1e-3),
47dd094a6239 integral.m: Update to use recently changed quadcc and preserve type single (bug #42073). Nicholas R. Jankowski <jankowskin@asme.org> parents: 24102 diff changeset	307 %! 0, 1e-6)
27961 27a5cc0614f1 integral.m: Fix failing BIST test after changes to quadgk. Rik <rik@octave.org> parents: 27923 diff changeset	308 %!assert (integral (@(x) abs (1 - x.^2), 0, 2, "Waypoints", 1), 2, 1e-10)
27a5cc0614f1 integral.m: Fix failing BIST test after changes to quadgk. Rik <rik@octave.org> parents: 27923 diff changeset	309 %!assert (integral (@(z) log (z),1+1i,1+1i, "WayPoints", [1-1i, -1,-1i, -1+1i]),
27a5cc0614f1 integral.m: Fix failing BIST test after changes to quadgk. Rik <rik@octave.org> parents: 27923 diff changeset	310 %! complex (0, pi), 1e-10)
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	311
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	312 ## Test vector-valued functions
24062 6570fdb7d3a0 integral.m: Pass tolerances to underlying integrators, correct precision in BIST tests (bug #42037). Rik <rik@octave.org> parents: 24059 diff changeset	313 %!assert (integral (@(x) [(sin (x)), (sin (2*x))], 0, pi, "ArrayValued", 1),
27961 27a5cc0614f1 integral.m: Fix failing BIST test after changes to quadgk. Rik <rik@octave.org> parents: 27923 diff changeset	314 %! [2, 0], 1e-10)
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	315
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	316 ## Test matrix-valued functions
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	317 %!assert (integral (@(x) [x,x,x; x,exp(x),x; x,x,x], 0, 1, "ArrayValued", 1),
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	318 %! [0.5,0.5,0.5; 0.5,(exp (1) - 1),0.5; 0.5,0.5,0.5], 1e-10);
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	319
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	320 ## Test combined parameters
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	321 %!assert (integral (@(x) [sin(x), cos(x)], 0, pi, "ArrayValued", 1,
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	322 %! "Waypoints", [0.5]), [2, 0], eps);
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	323
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	324 ##test 2nd output
e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	325 %!test <*62412>
30983 7711b5e38ebc integral.m: small coding convention tweaks to cset e8ced722b19e. Rik <rik@octave.org> parents: 30978 diff changeset	326 %! [~, err] = integral (@(x) ones (size (x)), 0, 1); # quadcc
7711b5e38ebc integral.m: small coding convention tweaks to cset e8ced722b19e. Rik <rik@octave.org> parents: 30978 diff changeset	327 %! assert (err, 0, 5*eps); # err ~3e-16
7711b5e38ebc integral.m: small coding convention tweaks to cset e8ced722b19e. Rik <rik@octave.org> parents: 30978 diff changeset	328 %! [~, err] = integral (@(x) ones (size (x)), 0, 1, "waypoints", 1); # quadgk
7711b5e38ebc integral.m: small coding convention tweaks to cset e8ced722b19e. Rik <rik@octave.org> parents: 30978 diff changeset	329 %! assert (err, 0, 1000*eps); # err ~7e-14
31063 451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	330 %! [~, err] = integral (@(x) ones (size (x)), 0, 1, "arrayvalued", true); # quadgk
451fb63a10a0 update integral to call quadgk for 'ArrayValued' integrations (bug #62468) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30983 diff changeset	331 %! assert (err, 0, 1000*eps); # err ~7e-14
30978 e8ced722b19e integral: Add optional output error argument (bug #62412) Nicholas R. Jankowski <jankowski.nicholas@gmail.com> parents: 30564 diff changeset	332
24055 2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	333 ## Test input validation
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	334 %!error integral (@sin)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	335 %!error integral (@sin, 0)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	336 %!error integral (@sin, 0, 1, 1e-6, true, 4)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	337 %!error integral (@sin, 0, 1, "DummyArg")
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	338 %!error <property PROP must be a string> integral (@sin, 0, 1, 2, 3)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	339 %!error <unknown property 'foo'> integral (@sin, 0, 1, "foo", 3)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	340 %!error integral (@sin, 0, 1, "AbsTol", ones (2,2))
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	341 %!error integral (@sin, 0, 1, "AbsTol", -1)
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	342 %!error integral (@sin, 0, 1, "RelTol", ones (2,2))
2eae2ad53eb9 Add missing function integral.m (bug #42037). Nicholas R. Jankowski <jankowskin@asme.org> parents: diff changeset	343 %!error integral (@sin, 0, 1, "RelTol", -1)