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1 // Quad.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include <math.h> |
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33 #include <float.h> |
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34 |
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35 #include "Quad.h" |
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36 #include "f77-uscore.h" |
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37 #include "sun-utils.h" |
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38 |
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39 static integrand_fcn user_fcn; |
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40 |
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41 // XXX FIXME XXX -- would be nice to not have to have this global |
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42 // variable. |
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43 // Nonzero means an error occurred in the calculation of the integrand |
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44 // function, and the user wants us to quit. |
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45 int quad_integration_error = 0; |
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46 |
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47 extern "C" |
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48 { |
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49 int F77_FCN (dqagp, DQAGP) (const double (*)(double*, int&), |
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50 const double&, const double&, |
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51 const int&, const double*, |
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52 const double&, const double&, double&, |
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53 double&, int&, int&, const int&, |
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54 const int&, int&, int*, double*); |
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55 |
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56 int F77_FCN (dqagi, DQAGI) (const double (*)(double*, int&), |
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57 const double&, const int&, |
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58 const double&, const double&, double&, |
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59 double&, int&, int&, const int&, |
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60 const int&, int&, int*, double*); |
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61 } |
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62 |
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63 Quad::Quad (integrand_fcn fcn) |
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64 { |
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65 f = fcn; |
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66 } |
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67 |
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68 Quad::Quad (integrand_fcn fcn, double abs, double rel) |
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69 { |
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70 f = fcn; |
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71 } |
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72 |
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73 double |
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74 Quad::integrate (void) |
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75 { |
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76 int ier, neval; |
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77 double abserr; |
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78 return integrate (ier, neval, abserr); |
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79 } |
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80 |
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81 double |
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82 Quad::integrate (int& ier) |
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83 { |
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84 int neval; |
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85 double abserr; |
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86 return integrate (ier, neval, abserr); |
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87 } |
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88 |
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89 double |
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90 Quad::integrate (int& ier, int& neval) |
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91 { |
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92 double abserr; |
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93 return integrate (ier, neval, abserr); |
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94 } |
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95 |
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96 static double |
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97 user_function (double *x, int& ierr) |
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98 { |
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99 #if defined (sun) && defined (__GNUC__) |
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100 double xx = access_double (x); |
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101 #else |
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102 double xx = *x; |
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103 #endif |
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104 |
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105 quad_integration_error = 0; |
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106 |
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107 double retval = (*user_fcn) (xx); |
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108 |
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109 if (quad_integration_error) |
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110 ierr = -1; |
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111 |
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112 return retval; |
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113 } |
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114 |
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115 DefQuad::DefQuad (integrand_fcn fcn) : Quad (fcn) |
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116 { |
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117 lower_limit = 0.0; |
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118 upper_limit = 1.0; |
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119 } |
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120 |
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121 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul) |
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122 : Quad (fcn) |
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123 { |
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124 lower_limit = ll; |
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125 upper_limit = ul; |
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126 } |
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127 |
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128 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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129 double abs, double rel) : Quad (fcn, abs, rel) |
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130 { |
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131 lower_limit = ll; |
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132 upper_limit = ul; |
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133 } |
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134 |
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135 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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136 const Vector& sing) : Quad (fcn) |
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137 { |
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138 lower_limit = ll; |
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139 upper_limit = ul; |
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140 singularities = sing; |
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141 } |
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142 |
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143 DefQuad::DefQuad (integrand_fcn fcn, const Vector& sing, |
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144 double abs, double rel) : Quad (fcn, abs, rel) |
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145 { |
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146 lower_limit = 0.0; |
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147 upper_limit = 1.0; |
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148 singularities = sing; |
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149 } |
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150 |
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151 DefQuad::DefQuad (integrand_fcn fcn, const Vector& sing) |
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152 : Quad (fcn) |
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153 { |
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154 lower_limit = 0.0; |
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155 upper_limit = 1.0; |
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156 singularities = sing; |
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157 } |
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158 |
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159 DefQuad::DefQuad (integrand_fcn fcn, double ll, double ul, |
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160 const Vector& sing, double abs, double rel) |
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161 : Quad (fcn, abs, rel) |
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162 { |
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163 lower_limit = ll; |
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164 upper_limit = ul; |
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165 singularities = sing; |
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166 } |
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167 |
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168 double |
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169 DefQuad::integrate (int& ier, int& neval, double& abserr) |
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170 { |
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171 int npts = singularities.capacity () + 2; |
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172 double *points = singularities.fortran_vec (); |
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173 double result = 0.0; |
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174 int leniw = 183*npts - 122; |
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175 int lenw = 2*leniw - npts; |
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176 int *iwork = new int [leniw]; |
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177 double *work = new double [lenw]; |
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178 user_fcn = f; |
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179 int last; |
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180 |
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181 double abs_tol = absolute_tolerance (); |
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182 double rel_tol = relative_tolerance (); |
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183 |
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184 F77_FCN (dqagp, DQAGP) (user_function, lower_limit, upper_limit, |
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185 npts, points, abs_tol, rel_tol, result, |
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186 abserr, neval, ier, leniw, lenw, last, |
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187 iwork, work); |
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188 |
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189 delete [] iwork; |
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190 delete [] work; |
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191 |
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192 return result; |
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193 } |
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194 |
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195 IndefQuad::IndefQuad (integrand_fcn fcn) : Quad (fcn) |
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196 { |
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197 bound = 0.0; |
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198 type = bound_to_inf; |
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199 } |
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200 |
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201 IndefQuad::IndefQuad (integrand_fcn fcn, double b, IntegralType t) |
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202 : Quad (fcn) |
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203 { |
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204 bound = b; |
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205 type = t; |
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206 } |
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207 |
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208 IndefQuad::IndefQuad (integrand_fcn fcn, double b, IntegralType t, |
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209 double abs, double rel) : Quad (fcn, abs, rel) |
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210 { |
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211 bound = b; |
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212 type = t; |
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213 } |
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214 |
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215 IndefQuad::IndefQuad (integrand_fcn fcn, double abs, double rel) |
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216 : Quad (fcn, abs, rel) |
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217 { |
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218 bound = 0.0; |
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219 type = bound_to_inf; |
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220 } |
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221 |
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222 double |
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223 IndefQuad::integrate (int& ier, int& neval, double& abserr) |
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224 { |
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225 double result = 0.0; |
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226 int leniw = 128; |
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227 int lenw = 8*leniw; |
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228 int *iwork = new int [leniw]; |
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229 double *work = new double [lenw]; |
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230 user_fcn = f; |
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231 int last; |
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232 |
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233 int inf; |
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234 switch (type) |
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235 { |
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236 case bound_to_inf: |
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237 inf = 1; |
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238 break; |
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239 case neg_inf_to_bound: |
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240 inf = -1; |
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241 break; |
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242 case doubly_infinite: |
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243 inf = 2; |
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244 break; |
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245 default: |
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246 assert (0); |
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247 break; |
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248 } |
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249 |
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250 double abs_tol = absolute_tolerance (); |
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251 double rel_tol = relative_tolerance (); |
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252 |
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253 F77_FCN (dqagi, DQAGI) (user_function, bound, inf, abs_tol, rel_tol, |
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254 result, abserr, neval, ier, leniw, lenw, |
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255 last, iwork, work); |
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256 |
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257 delete [] iwork; |
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258 delete [] work; |
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259 |
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260 return result; |
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261 } |
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262 |
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263 Quad_options::Quad_options (void) |
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264 { |
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265 init (); |
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266 } |
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267 |
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268 Quad_options::Quad_options (const Quad_options& opt) |
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269 { |
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270 copy (opt); |
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271 } |
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272 |
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273 Quad_options& |
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274 Quad_options::operator = (const Quad_options& opt) |
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275 { |
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276 if (this != &opt) |
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277 copy (opt); |
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278 |
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279 return *this; |
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280 } |
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281 |
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282 Quad_options::~Quad_options (void) |
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283 { |
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284 } |
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285 |
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286 void |
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287 Quad_options::init (void) |
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288 { |
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289 double sqrt_eps = sqrt (DBL_EPSILON); |
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290 x_absolute_tolerance = sqrt_eps; |
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291 x_relative_tolerance = sqrt_eps; |
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292 } |
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293 |
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294 void |
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295 Quad_options::copy (const Quad_options& opt) |
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296 { |
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297 x_absolute_tolerance = opt.x_absolute_tolerance; |
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298 x_relative_tolerance = opt.x_relative_tolerance; |
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299 } |
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300 |
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301 void |
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302 Quad_options::set_default_options (void) |
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303 { |
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304 init (); |
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305 } |
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306 |
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307 void |
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308 Quad_options::set_absolute_tolerance (double val) |
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309 { |
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310 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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311 } |
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312 |
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313 void |
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314 Quad_options::set_relative_tolerance (double val) |
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315 { |
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316 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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317 } |
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318 |
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319 double |
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320 Quad_options::absolute_tolerance (void) |
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321 { |
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322 return x_absolute_tolerance; |
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323 } |
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324 |
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325 double |
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326 Quad_options::relative_tolerance (void) |
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327 { |
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328 return x_relative_tolerance; |
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329 } |
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330 |
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331 /* |
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332 ;;; Local Variables: *** |
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333 ;;; mode: C++ *** |
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334 ;;; page-delimiter: "^/\\*" *** |
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335 ;;; End: *** |
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336 */ |
