view scripts/general/cumtrapz.m @ 31058:12f8fb75fc30

quadgk.m: Overhaul function to add new "ArrayValued" option (bug #62468) * quadgk.m: Add "ArrayValued" option to docstring. Re-phrase bits of existing documentation for clarity. Rename input validation variable "str" to "prop" for clarity. Add decode for "arrayvalued" property. If limits of integration are high to low then reverse them in function rather than recursively calling quadgk(). Add FIXME note about missing input validation for several properties. Delete variable 'h0' which was never used. New code branch if "ArrayValued" is true which uses same code strategy as for normal quadgk, but subfunction __quadgk_eval_array__ for evaluating the function in a vectorized manner. Add BIST tests for "ArrayValued" input. * quadgk.m (__quadgk_eval__): Eliminate "too_close" output and code to calculate "too_close" which was never used. * quadgk.m (__quadgk_eval_array__): New subfunction.
author Michael Leitner <michael.leitner@frm2.tum.de>, Rik <rik@octave.org>
date Thu, 02 Jun 2022 08:45:10 -0700
parents 796f54d4ddbf
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2000-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
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## (at your option) any later version.
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## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{q} =} cumtrapz (@var{y})
## @deftypefnx {} {@var{q} =} cumtrapz (@var{x}, @var{y})
## @deftypefnx {} {@var{q} =} cumtrapz (@dots{}, @var{dim})
## Cumulative numerical integration of points @var{y} using the trapezoidal
## method.
##
## @w{@code{cumtrapz (@var{y})}} computes the cumulative integral of @var{y}
## along the first non-singleton dimension.  Where @code{trapz} reports only
## the overall integral sum, @code{cumtrapz} reports the current partial sum
## value at each point of @var{y}.
##
## When the argument @var{x} is omitted an equally spaced @var{x} vector with
## unit spacing (1) is assumed.  @code{cumtrapz (@var{x}, @var{y})} evaluates
## the integral with respect to the spacing in @var{x} and the values in
## @var{y}.  This is useful if the points in @var{y} have been sampled
## unevenly.
##
## If the optional @var{dim} argument is given, operate along this dimension.
##
## Application Note: If @var{x} is not specified then unit spacing will be
## used.  To scale the integral to the correct value you must multiply by the
## actual spacing value (deltaX).
## @seealso{trapz, cumsum}
## @end deftypefn

function z = cumtrapz (x, y, dim)

  if (nargin < 1)
    print_usage ();
  endif

  have_xy = have_dim = false;

  if (nargin == 3)
    have_xy = true;
    have_dim = true;
  elseif (nargin == 2)
    if (isscalar (y) && ! isscalar (x))
      have_dim = true;
      dim = y;
    else
      have_xy = true;
    endif
  endif

  if (have_xy)
    nd = ndims (y);
    sz = size (y);
  else
    nd = ndims (x);
    sz = size (x);
  endif

  if (! have_dim)
    ## Find the first non-singleton dimension.
    (dim = find (sz > 1, 1)) || (dim = 1);
  else
    if (!(isscalar (dim) && dim == fix (dim))
        || !(1 <= dim && dim <= nd))
      error ("trapz: DIM must be an integer and a valid dimension");
    endif
  endif

  n = sz(dim);
  idx1 = idx2 = {':'}(ones (nd, 1));  # repmat ({':'}, [nd, 1]), but faster
  idx1{dim} = 2 : n;
  idx2{dim} = 1 : (n - 1);

  if (! have_xy)
    z = 0.5 * cumsum (x(idx1{:}) + x(idx2{:}), dim);
  elseif (isscalar (x))
    z = x * 0.5 * cumsum (y(idx1{:}) + y(idx2{:}), dim);
  elseif (isvector (x))
    if (length (x) != n)
      error ("cumtrapz: length of X and length of Y along DIM must match");
    endif
      ## Reshape vector to point along dimension DIM
      shape = ones (nd, 1);
      shape(dim) = n;
      x = reshape (x, shape);
      z = 0.5 * cumsum (diff (x) .* (y(idx1{:}) + y(idx2{:})), dim);
  else
    if (! size_equal (x, y))
      error ("cumtrapz: X and Y must have same shape");
    endif
    z = 0.5 * cumsum (diff (x, 1, dim) .* (y(idx1{:}) + y(idx2{:})), dim);
  endif

  sz(dim) = 1;
  z = cat (dim, zeros (sz), z);

endfunction


%!shared x1, x2, y
%! x1 = [1:5];
%! x2 = [2:2:10];
%! y = [1:5];
%!
%!assert (cumtrapz (y), [0, 1.5, 4, 7.5, 12])
%!assert (cumtrapz (y'), [0, 1.5, 4, 7.5, 12]')
%!assert (cumtrapz (1, y), [0, 1.5, 4, 7.5, 12])
%!assert (cumtrapz (2, y), [0, 3, 8, 15, 24])
%!assert (cumtrapz (x1, y),[0, 1.5, 4, 7.5, 12])
%!assert (cumtrapz (x2, y),[0, 3, 8, 15, 24])
%!assert (cumtrapz (2, y, 2), [0, 3, 8, 15, 24])
%!assert (cumtrapz (x2, y, 2), [0, 3, 8, 15, 24])
%!assert (cumtrapz (y, 1), [0, 0, 0, 0, 0])
%!assert (cumtrapz (2, y, 1), [0, 0, 0, 0, 0])
%!assert (cumtrapz (y', 2), [0, 0, 0, 0, 0]')

%!shared x1, x2, y
%! x1 = [0,0,0;2,2,2];
%! x2 = [0,2,4;0,2,4];
%! y = [1,2,3;4,5,6];
%!
%!assert (cumtrapz (y), [0,0,0;2.5,3.5,4.5])
%!assert (cumtrapz (x1, y), [0,0,0;5,7,9])
%!assert (cumtrapz (y, 1), [0,0,0;2.5,3.5,4.5])
%!assert (cumtrapz (x1, y, 1), [0,0,0;5,7,9])
%!assert (cumtrapz (y, 2), [0,1.5,4;0,4.5,10])
%!assert (cumtrapz (x2, y, 2), [0,3,8;0,9,20])

## Test ND-array implementation
%!shared x1,x2,y
%! x1 = 1:3;
%! x2 = reshape ([0,2,4;0,2,4], [1 2 3]);
%! y = reshape ([1,2,3;4,5,6], [1 2 3]);
%!
%!assert (cumtrapz (y,3), reshape ([0,1.5,4;0,4.5,10],[1 2 3]))
%!assert (cumtrapz (x1,y,3), reshape ([0,1.5,4;0,4.5,10],[1 2 3]))
%!assert (cumtrapz (x2,y,3), reshape ([0,3,8;0,9,20],[1 2 3]))

## Test input validation
%!error <Invalid call> cumtrapz ()
%!error <DIM must be an integer> cumtrapz (1, 2, [1 2])
%!error <DIM must be an integer> cumtrapz (1, 2, 1.5)
%!error <DIM must be .* a valid dimension> cumtrapz (1, 2, 0)
%!error <length of X and length of Y.*must match> cumtrapz ([1 2], [1 2 3])
%!error <X and Y must have same shape> cumtrapz (ones (2,3), ones (2,4))