annotate scripts/general/quadl.m @ 30893:e1788b1a315f

maint: Use "fcn" as preferred abbreviation for "function" in m-files. * accumarray.m, accumdim.m, quadl.m, quadv.m, randi.m, structfun.m, __is_function__.m, uigetfile.m, uimenu.m, uiputfile.m, doc_cache_create.m, colorspace_conversion_input_check.m, imageIO.m, argnames.m, vectorize.m, vectorize.m, normest1.m, inputname.m, nthargout.m, display_info_file.m, decic.m, ode15i.m, ode15s.m, ode23.m, ode23s.m, ode45.m, odeset.m, check_default_input.m, integrate_adaptive.m, ode_event_handler.m, runge_kutta_23.m, runge_kutta_23s.m, runge_kutta_45_dorpri.m, runge_kutta_interpolate.m, starting_stepsize.m, __all_opts__.m, fminbnd.m, fminsearch.m, fminunc.m, fsolve.m, fzero.m, sqp.m, fplot.m, plotyy.m, __bar__.m, __ezplot__.m, flat_entry.html, profexport.m, movfun.m, bicg.m, bicgstab.m, cgs.m, eigs.m, gmres.m, pcg.m, __alltohandles__.m, __sprand__.m, qmr.m, tfqmr.m, dump_demos.m: Replace "func", "fun", "fn" in documentation and variable names with "fcn".
author Rik <rik@octave.org>
date Mon, 04 Apr 2022 18:14:56 -0700
parents 796f54d4ddbf
children 597f3ee61a48
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1 ########################################################################
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2 ##
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3 ## Copyright (C) 1998-2022 The Octave Project Developers
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4 ##
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5 ## See the file COPYRIGHT.md in the top-level directory of this
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6 ## distribution or <https://octave.org/copyright/>.
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7 ##
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8 ## This file is part of Octave.
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9 ##
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10 ## Octave is free software: you can redistribute it and/or modify it
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11 ## under the terms of the GNU General Public License as published by
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12 ## the Free Software Foundation, either version 3 of the License, or
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13 ## (at your option) any later version.
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14 ##
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15 ## Octave is distributed in the hope that it will be useful, but
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16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 ## GNU General Public License for more details.
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19 ##
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20 ## You should have received a copy of the GNU General Public License
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21 ## along with Octave; see the file COPYING. If not, see
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22 ## <https://www.gnu.org/licenses/>.
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23 ##
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24 ########################################################################
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25
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26 ## -*- texinfo -*-
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27 ## @deftypefn {} {@var{q} =} quadl (@var{f}, @var{a}, @var{b})
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28 ## @deftypefnx {} {@var{q} =} quadl (@var{f}, @var{a}, @var{b}, @var{tol})
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29 ## @deftypefnx {} {@var{q} =} quadl (@var{f}, @var{a}, @var{b}, @var{tol}, @var{trace})
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30 ## @deftypefnx {} {@var{q} =} quadl (@var{f}, @var{a}, @var{b}, @var{tol}, @var{trace}, @var{p1}, @var{p2}, @dots{})
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31 ## @deftypefnx {} {[@var{q}, @var{nfev}] =} quadl (@dots{})
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32 ##
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33 ## Numerically evaluate the integral of @var{f} from @var{a} to @var{b} using
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34 ## an adaptive @nospell{Lobatto} rule.
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35 ##
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36 ## @var{f} is a function handle, inline function, or string containing the name
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37 ## of the function to evaluate. The function @var{f} must be vectorized and
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38 ## return a vector of output values when given a vector of input values.
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39 ##
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40 ## @var{a} and @var{b} are the lower and upper limits of integration. Both
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41 ## limits must be finite.
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42 ##
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43 ## The optional argument @var{tol} defines the absolute tolerance with which
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44 ## to perform the integration. The default value is 1e-6.
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45 ##
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46 ## The algorithm used by @code{quadl} involves recursively subdividing the
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47 ## integration interval. If @var{trace} is defined then for each subinterval
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48 ## display: (1) the total number of function evaluations, (2) the left end of
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49 ## the subinterval, (3) the length of the subinterval, (4) the approximation of
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50 ## the integral over the subinterval.
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51 ##
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52 ## Additional arguments @var{p1}, etc., are passed directly to the function
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53 ## @var{f}. To use default values for @var{tol} and @var{trace}, one may pass
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54 ## empty matrices ([]).
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55 ##
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56 ## The result of the integration is returned in @var{q}.
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57 ##
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58 ## The optional output @var{nfev} indicates the total number of function
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59 ## evaluations performed.
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60 ##
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61 ## Reference: @nospell{W. Gander and W. Gautschi}, @cite{Adaptive Quadrature -
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62 ## Revisited}, BIT Vol.@: 40, No.@: 1, March 2000, pp.@: 84--101.
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63 ## @url{https://www.inf.ethz.ch/personal/gander/}
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64 ## @seealso{quad, quadv, quadgk, quadcc, trapz, dblquad, triplequad, integral,
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65 ## integral2, integral3}
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66 ## @end deftypefn
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67
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68 ## Original Author: Walter Gautschi
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69 ## Date: 08/03/98
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70 ## Reference: Gander, Computermathematik, Birkhaeuser, 1992.
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71
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72 ## 2003-08-05 Shai Ayal
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73 ## * permission from author to release as GPL
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74
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75 function [q, nfev] = quadl (f, a, b, tol = [], trace = false, varargin)
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76
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77 if (nargin < 3)
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78 print_usage ();
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79 endif
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80
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81 if (isa (a, "single") || isa (b, "single"))
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82 eps = eps ("single");
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83 else
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84 eps = eps ("double");
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85 endif
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86 if (isempty (tol))
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87 tol = 1e-6;
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88 elseif (! isscalar (tol) || tol < 0)
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89 error ("quadl: TOL must be a scalar >=0");
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90 elseif (tol < eps)
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91 warning ("quadl: TOL specified is smaller than machine precision, using %g",
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92 tol);
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93 tol = eps;
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94 endif
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95 if (isempty (trace))
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96 trace = false;
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97 endif
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98
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99 y = feval (f, [a, b], varargin{:});
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100 nfev = 1;
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101
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102 fa = y(1);
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103 fb = y(2);
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104
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105 h = b - a;
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106
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107 [q, nfev, hmin] = adaptlobstp (f, a, b, fa, fb, Inf, nfev, abs (h),
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108 tol, trace, varargin{:});
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109
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110 if (nfev > 10_000)
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111 warning ("quadl: maximum iteration count reached -- possible singular integral");
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112 elseif (any (! isfinite (q(:))))
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113 warning ("quadl: infinite or NaN function evaluations were returned");
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114 elseif (hmin < (b - a) * eps)
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115 warning ("quadl: minimum step size reached -- possible singular integral");
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116 endif
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117
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118 endfunction
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119
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120 function [q, nfev, hmin] = adaptlobstp (f, a, b, fa, fb, q0, nfev, hmin,
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121 tol, trace, varargin)
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122
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123 persistent alpha = sqrt (2/3);
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124 persistent beta = 1 / sqrt (5);
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125
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126 if (nfev > 10_000)
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127 q = q0;
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128 return;
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129 endif
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130
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131 h = (b - a) / 2;
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132 m = (a + b) / 2;
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133 mll = m - alpha*h;
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134 ml = m - beta*h;
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135 mr = m + beta*h;
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136 mrr = m + alpha*h;
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137 x = [mll, ml, m, mr, mrr];
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138 y = feval (f, x, varargin{:});
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139 nfev += 1;
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140 fmll = y(1);
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141 fml = y(2);
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142 fm = y(3);
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143 fmr = y(4);
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144 fmrr = y(5);
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145 i2 = (h/6)*(fa + fb + 5*(fml+fmr));
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146 i1 = (h/1470)*(77*(fa+fb) + 432*(fmll+fmrr) + 625*(fml+fmr) + 672*fm);
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147
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148 if (abs (b - a) < hmin)
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149 hmin = abs (b - a);
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150 endif
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151
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152 if (trace)
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153 disp ([nfev, a, b-a, i1]);
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154 endif
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155
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156 ## Force at least one adaptive step (nfev > 2 test).
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157 if ((abs (i1-i2) < tol || mll <= a || b <= mrr) && nfev > 2)
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158 q = i1;
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159 else
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160 q = zeros (6, 1, class (x));
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161 [q(1), nfev, hmin] = adaptlobstp (f, a , mll, fa , fmll, q0/6, nfev, hmin,
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162 tol, trace, varargin{:});
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163 [q(2), nfev, hmin] = adaptlobstp (f, mll, ml , fmll, fml , q0/6, nfev, hmin,
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164 tol, trace, varargin{:});
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165 [q(3), nfev, hmin] = adaptlobstp (f, ml , m , fml , fm , q0/6, nfev, hmin,
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166 tol, trace, varargin{:});
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167 [q(4), nfev, hmin] = adaptlobstp (f, m , mr , fm , fmr , q0/6, nfev, hmin,
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168 tol, trace, varargin{:});
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169 [q(5), nfev, hmin] = adaptlobstp (f, mr , mrr, fmr , fmrr, q0/6, nfev, hmin,
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170 tol, trace, varargin{:});
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171 [q(6), nfev, hmin] = adaptlobstp (f, mrr, b , fmrr, fb , q0/6, nfev, hmin,
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172 tol, trace, varargin{:});
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173 q = sum (q);
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174 endif
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175
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176 endfunction
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177
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178
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179 ## basic functionality
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180 %!assert (quadl (@(x) sin (x), 0, pi), 2, 1e-6)
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181
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182 ## the values here are very high so it may be unavoidable that this fails
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183 %!assert (quadl (@(x) sin (3*x).*cosh (x).*sinh (x),10,15, 1e-3),
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184 %! 2.588424538641647e+10, 1e-3)
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185
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186 ## extra parameters
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187 %!assert (quadl (@(x,a,b) sin (a + b*x), 0, 1, [], [], 2, 3),
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188 %! cos (2)/3 - cos (5)/3, 1e-6)
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189
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190 ## test different tolerances.
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191 %!test
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192 %! [q, nfev1] = quadl (@(x) sin (2 + 3*x).^2, 0, 10, 0.5, []);
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193 %! assert (q, (60 + sin (4) - sin (64))/12, 0.5);
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194 %! [q, nfev2] = quadl (@(x) sin (2 + 3*x).^2, 0, 10, 0.1, []);
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195 %! assert (q, (60 + sin (4) - sin (64))/12, 0.1);
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196 %! assert (nfev2 > nfev1);
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197
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198 %!test # test single input/output
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199 %! assert (class (quadl (@sin, 0, 1)), "double");
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200 %! assert (class (quadl (@sin, single (0), 1)), "single");
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201 %! assert (class (quadl (@sin, 0, single (1))), "single");
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202
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203 ## Test input validation
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204 %!error <Invalid call> quadl ()
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205 %!error <Invalid call> quadl (@sin)
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206 %!error <Invalid call> quadl (@sin,1)
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207 %!error <TOL must be a scalar> quadl (@sin,0,1, ones (2,2))
d9b0d8ae734f Update tolerances in BIST tests for quad functions.
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208 %!error <TOL must be .* .=0> quadl (@sin,0,1, -1)