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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <string> |
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28 |
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29 #include <iomanip> |
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30 #include <iostream> |
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31 |
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32 #include "Quad.h" |
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33 #include "lo-mappers.h" |
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34 |
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35 #include "defun-dld.h" |
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36 #include "error.h" |
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37 #include "gripes.h" |
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38 #include "pager.h" |
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39 #include "oct-obj.h" |
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40 #include "ov-fcn.h" |
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41 #include "unwind-prot.h" |
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42 #include "utils.h" |
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43 #include "variables.h" |
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44 |
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45 #include "Quad-opts.cc" |
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46 |
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47 #if defined (quad) |
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48 #undef quad |
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49 #endif |
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50 |
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51 // Global pointer for user defined function required by quadrature functions. |
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52 static octave_function *quad_fcn; |
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53 |
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54 // Have we warned about imaginary values returned from user function? |
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55 static bool warned_imaginary = false; |
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56 |
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57 // Is this a recursive call? |
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58 static int call_depth = 0; |
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59 |
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60 double |
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61 quad_user_function (double x) |
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62 { |
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63 double retval = 0.0; |
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64 |
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65 octave_value_list args; |
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66 args(0) = x; |
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67 |
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68 if (quad_fcn) |
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69 { |
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70 octave_value_list tmp = quad_fcn->do_multi_index_op (1, args); |
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71 |
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72 if (error_state) |
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73 { |
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74 quad_integration_error = 1; // XXX FIXME XXX |
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75 gripe_user_supplied_eval ("quad"); |
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76 return retval; |
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77 } |
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78 |
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79 if (tmp.length () && tmp(0).is_defined ()) |
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80 { |
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81 if (! warned_imaginary && tmp(0).is_complex_type ()) |
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82 { |
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83 warning ("quad: ignoring imaginary part returned from user-supplied function"); |
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84 warned_imaginary = true; |
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85 } |
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86 |
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87 retval = tmp(0).double_value (); |
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88 |
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89 if (error_state) |
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90 { |
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91 quad_integration_error = 1; // XXX FIXME XXX |
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92 gripe_user_supplied_eval ("quad"); |
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93 } |
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94 } |
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95 else |
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96 { |
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97 quad_integration_error = 1; // XXX FIXME XXX |
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98 gripe_user_supplied_eval ("quad"); |
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99 } |
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100 } |
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101 |
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102 return retval; |
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103 } |
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104 |
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105 #define QUAD_ABORT() \ |
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106 do \ |
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107 { \ |
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108 if (fcn_name.length()) \ |
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109 clear_function (fcn_name); \ |
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110 unwind_protect::run_frame ("Fquad"); \ |
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111 return retval; \ |
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112 } \ |
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113 while (0) |
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114 |
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115 #define QUAD_ABORT1(msg) \ |
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116 do \ |
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117 { \ |
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118 ::error ("quad: " msg); \ |
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119 QUAD_ABORT (); \ |
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120 } \ |
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121 while (0) |
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122 |
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123 #define QUAD_ABORT2(fmt, arg) \ |
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124 do \ |
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125 { \ |
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126 ::error ("quad: " fmt, arg); \ |
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127 QUAD_ABORT (); \ |
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128 } \ |
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129 while (0) |
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130 |
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131 DEFUN_DLD (quad, args, nargout, |
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132 "-*- texinfo -*-\n\ |
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133 @deftypefn {Loadable Function} {[@var{v}, @var{ier}, @var{nfun}, @var{err}] =} quad (@var{f}, @var{a}, @var{b}, @var{tol}, @var{sing})\n\ |
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134 Integrate a nonlinear function of one variable using Quadpack.\n\ |
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135 The first argument is the name of the function, the function handle or\n\ |
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136 the inline function to call to compute the value of the integrand. It\n\ |
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137 must have the form\n\ |
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138 \n\ |
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139 @example\n\ |
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140 y = f (x)\n\ |
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141 @end example\n\ |
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142 \n\ |
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143 @noindent\n\ |
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144 where @var{y} and @var{x} are scalars.\n\ |
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145 \n\ |
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146 The second and third arguments are limits of integration. Either or\n\ |
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147 both may be infinite.\n\ |
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148 \n\ |
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149 The optional argument @var{tol} is a vector that specifies the desired\n\ |
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150 accuracy of the result. The first element of the vector is the desired\n\ |
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151 absolute tolerance, and the second element is the desired relative\n\ |
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152 tolerance. To choose a relative test only, set the absolute\n\ |
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153 tolerance to zero. To choose an absolute test only, set the relative\n\ |
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154 tolerance to zero. \n\ |
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155 \n\ |
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156 The optional argument @var{sing} is a vector of values at which the\n\ |
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157 integrand is known to be singular.\n\ |
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158 \n\ |
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159 The result of the integration is returned in @var{v} and @var{ier}\n\ |
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160 contains an integer error code (0 indicates a successful integration).\n\ |
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161 The value of @var{nfun} indicates how many function evaluations were\n\ |
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162 required, and @var{err} contains an estimate of the error in the\n\ |
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163 solution.\n\ |
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164 \n\ |
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165 You can use the function @code{quad_options} to set optional\n\ |
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166 parameters for @code{quad}.\n\ |
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167 @end deftypefn") |
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168 { |
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169 octave_value_list retval; |
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170 |
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171 std::string fcn_name; |
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172 |
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173 warned_imaginary = false; |
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174 |
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175 unwind_protect::begin_frame ("Fquad"); |
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176 |
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177 unwind_protect_int (call_depth); |
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178 call_depth++; |
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179 |
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180 if (call_depth > 1) |
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181 QUAD_ABORT1 ("invalid recursive call"); |
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182 |
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183 int nargin = args.length (); |
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184 |
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185 if (nargin > 2 && nargin < 6 && nargout < 5) |
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186 { |
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187 if (args(0).is_function_handle () || args(0).is_inline_function ()) |
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188 quad_fcn = args(0).function_value (); |
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189 else |
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190 { |
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191 fcn_name = unique_symbol_name ("__quad__fcn__"); |
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192 std::string fname = "function y = "; |
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193 fname.append (fcn_name); |
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194 fname.append ("(x) y = "); |
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195 quad_fcn = extract_function (args(0), "quad", fcn_name, fname, |
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196 "; endfunction"); |
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197 } |
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198 |
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199 if (! quad_fcn) |
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200 QUAD_ABORT (); |
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201 |
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202 double a = args(1).double_value (); |
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203 |
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204 if (error_state) |
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205 QUAD_ABORT1 ("expecting second argument to be a scalar"); |
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206 |
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207 double b = args(2).double_value (); |
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208 |
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209 if (error_state) |
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210 QUAD_ABORT1 ("expecting third argument to be a scalar"); |
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211 |
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212 int indefinite = 0; |
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213 IndefQuad::IntegralType indef_type = IndefQuad::doubly_infinite; |
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214 double bound = 0.0; |
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215 if (xisinf (a) && xisinf (b)) |
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216 { |
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217 indefinite = 1; |
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218 indef_type = IndefQuad::doubly_infinite; |
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219 } |
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220 else if (xisinf (a)) |
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221 { |
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222 indefinite = 1; |
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223 bound = b; |
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224 indef_type = IndefQuad::neg_inf_to_bound; |
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225 } |
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226 else if (xisinf (b)) |
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227 { |
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228 indefinite = 1; |
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229 bound = a; |
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230 indef_type = IndefQuad::bound_to_inf; |
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231 } |
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232 |
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233 int ier = 0; |
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234 int nfun = 0; |
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235 double abserr = 0.0; |
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236 double val = 0.0; |
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237 bool have_sing = false; |
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238 ColumnVector sing; |
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239 ColumnVector tol; |
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240 |
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241 switch (nargin) |
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242 { |
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243 case 5: |
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244 if (indefinite) |
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245 QUAD_ABORT1 ("singularities not allowed on infinite intervals"); |
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246 |
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247 have_sing = true; |
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248 |
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249 sing = ColumnVector (args(4).vector_value ()); |
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250 |
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251 if (error_state) |
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252 QUAD_ABORT1 ("expecting vector of singularities as fourth argument"); |
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253 |
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254 case 4: |
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255 tol = ColumnVector (args(3).vector_value ()); |
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256 |
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257 if (error_state) |
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258 QUAD_ABORT1 ("expecting vector of tolerances as fifth argument"); |
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259 |
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260 switch (tol.capacity ()) |
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261 { |
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262 case 2: |
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263 quad_opts.set_relative_tolerance (tol (1)); |
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264 |
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265 case 1: |
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266 quad_opts.set_absolute_tolerance (tol (0)); |
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267 break; |
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268 |
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269 default: |
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270 QUAD_ABORT1 ("expecting tol to contain no more than two values"); |
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271 } |
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272 |
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273 case 3: |
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274 if (indefinite) |
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275 { |
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276 IndefQuad iq (quad_user_function, bound, indef_type); |
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277 iq.set_options (quad_opts); |
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278 val = iq.integrate (ier, nfun, abserr); |
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279 } |
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280 else |
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281 { |
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282 if (have_sing) |
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283 { |
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284 DefQuad dq (quad_user_function, a, b, sing); |
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285 dq.set_options (quad_opts); |
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286 val = dq.integrate (ier, nfun, abserr); |
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287 } |
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288 else |
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289 { |
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290 DefQuad dq (quad_user_function, a, b); |
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291 dq.set_options (quad_opts); |
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292 val = dq.integrate (ier, nfun, abserr); |
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293 } |
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294 } |
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295 break; |
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296 |
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297 default: |
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298 panic_impossible (); |
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299 break; |
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300 } |
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301 |
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302 retval(3) = abserr; |
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303 retval(2) = static_cast<double> (nfun); |
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304 retval(1) = static_cast<double> (ier); |
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305 retval(0) = val; |
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306 |
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307 if (fcn_name.length()) |
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308 clear_function (fcn_name); |
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309 } |
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310 else |
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311 print_usage ("quad"); |
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312 |
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313 unwind_protect::run_frame ("Fquad"); |
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314 |
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315 return retval; |
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316 } |
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317 |
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318 /* |
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319 ;;; Local Variables: *** |
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320 ;;; mode: C++ *** |
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321 ;;; End: *** |
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322 */ |
