view scripts/general/quadgk.m @ 31063:451fb63a10a0

update integral to call quadgk for 'ArrayValued' integrations (bug #62468) * integral.m: Modify integrator selection so that calls with ‘ArrayValued’ 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 12f8fb75fc30
children 96f751f8392c
line wrap: on
line source

########################################################################
##
## Copyright (C) 2008-2022 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
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## 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} =} quadgk (@var{f}, @var{a}, @var{b})
## @deftypefnx {} {@var{q} =} quadgk (@var{f}, @var{a}, @var{b}, @var{abstol})
## @deftypefnx {} {@var{q} =} quadgk (@var{f}, @var{a}, @var{b}, @var{abstol}, @var{trace})
## @deftypefnx {} {@var{q} =} quadgk (@var{f}, @var{a}, @var{b}, "@var{prop}", @var{val}, @dots{})
## @deftypefnx {} {[@var{q}, @var{err}] =} quadgk (@dots{})
##
## Numerically evaluate the integral of @var{f} from @var{a} to @var{b}
## using adaptive @nospell{Gauss-Kronrod} quadrature.
##
## @var{f} is a function handle, inline function, or string containing the name
## of the function to evaluate.  The function @var{f} must be vectorized and
## return a vector of output values when given a vector of input values (See
## property @qcode{"ArrayValued"} for an exception to this rule).
##
## @var{a} and @var{b} are the lower and upper limits of integration.  Either
## or both limits may be infinite or contain weak end singularities.  Variable
## transformation will be used to treat any infinite intervals and weaken the
## singularities.  For example:
##
## @example
## quadgk (@@(x) 1 ./ (sqrt (x) .* (x + 1)), 0, Inf)
## @end example
##
## @noindent
## Note that the formulation of the integrand uses the element-by-element
## operator @code{./} and all user functions to @code{quadgk} should do the
## same.
##
## The optional argument @var{abstol} defines the absolute tolerance used to stop
## the integration procedure.  The default value is 1e-10 (1e-5 for single).
##
## The algorithm used by @code{quadgk} involves subdividing the integration
## interval and evaluating each subinterval.  If @var{trace} is true then after
## computing each of these partial integrals display: (1) the number of
## subintervals at this step, (2) the current estimate of the error @var{err},
## (3) the current estimate for the integral @var{q}.
##
## The behavior of the algorithm can be configured by passing arguments to
## @code{quadgk} as pairs @qcode{"@var{prop}", @var{val}}.  Valid properties
## are
##
## @table @code
## @item AbsTol
## Define the absolute error tolerance for the quadrature.  The default
## absolute tolerance is 1e-10 (1e-5 for single).
##
## @item RelTol
## Define the relative error tolerance for the quadrature.  The default
## relative tolerance is 1e-6 (1e-4 for single).
##
## @item ArrayValued
## When set to true, the function @var{f} produces an array output for a scalar
## input.  The default is false which requires that @var{f} produce an output
## that is the same size as the input.  For example,
##
## @example
## quadgk (@@(x) x .^ (1:5), 0, 2, "ArrayValued", 1)
## @end example
##
## will integrate @code{[x.^1, x.^2, x.^3, x.^4, x.^5]} in one function call
## rather than having to repeatedly define a single anonymous function and
## use a normal invocation of @code{quadgk}.
##
## @item WayPoints
## Specify points which will become endpoints for subintervals in the
## algorithm which can result in significantly improved estimation of the error
## in the integral, faster computation, or both.  It can be useful to specify
## more subintervals around a region where the integrand is rapidly changing or
## to flag locations where there is a discontinuity in the first derivative
## of the function.  For example, the signum function has a discontinuity at
## @code{x == 0} and by specifying a waypoint
##
## @example
## quadgk (@@(x) sign (x), -0.5, 1, "Waypoints", [0])
## @end example
##
## @noindent
## the error bound is reduced from 4e-7 to 1e-13.
##
## If the function has @strong{singularities} within the region of integration
## those should not be addressed with waypoints.  Instead, the overall integral
## should be decomposed into a sum of several smaller integrals such that the
## singularity occurs as one of the bounds of integration in the call to
## @code{quadgk}.
##
## If any of the waypoints are complex then contour integration is performed as
## documented below.
##
## @item MaxIntervalCount
## @code{quadgk} initially subdivides the interval on which to perform the
## quadrature into 10 intervals or, if WayPoints are given, at each waypoint.
## Subintervals that have an unacceptable error are subdivided and
## re-evaluated.  If the number of subintervals exceeds 650 subintervals at any
## point then a poor convergence is signaled and the current estimate of the
## integral is returned.  The property @qcode{"MaxIntervalCount"} can be used
## to alter the number of subintervals that can exist before exiting.
##
## @item Trace
## If logically true @code{quadgk} prints information on the convergence of the
## quadrature at each iteration.
## @end table
##
## If any of @var{a}, @var{b}, or @var{waypoints} is complex then the
## quadrature is treated as a contour integral along a piecewise linear
## path defined by
## @code{[@var{a}, @var{waypoints}(1), @var{waypoints}(2), @dots{}, @var{b}]}.
## In this case the integral is assumed to have no edge singularities.  For
## example,
##
## @example
## @group
## quadgk (@@(z) log (z), 1+1i, 1+1i, "WayPoints",
##         [-1+1i, -1-1i, +1-1i])
## @end group
## @end example
##
## @noindent
## integrates @code{log (z)} along the square defined by
## @code{[1+1i, -1+1i, -1-1i, +1-1i]}.
##
## The result of the integration is returned in @var{q}.
##
## @var{err} is an approximate bound on the error in the integral
## @w{@code{abs (@var{q} - @var{I})}}, where @var{I} is the exact value of the
## integral.  If the adaptive integration did not converge, the value of
## @var{err} will be larger than the requested tolerance.  If only a single
## output is requested then a warning will be emitted when the requested
## tolerance is not met.  If the second output @var{err} is requested then no
## warning is issued and it is the responsibility of the programmer to inspect
## and determine whether the results are satisfactory.
##
## Reference: @nospell{L.F. Shampine},
## @cite{"Vectorized adaptive quadrature in @sc{matlab}"}, Journal of
## Computational and Applied Mathematics, pp.@: 131--140, Vol 211, Issue 2,
## Feb 2008.
##
## @seealso{quad, quadv, quadl, quadcc, trapz, dblquad, triplequad, integral,
##          integral2, integral3}
## @end deftypefn

function [q, err] = quadgk (f, a, b, varargin)

  if (nargin < 3)
    print_usage ();
  endif

  abstol = [];
  reltol = [];
  waypoints = [];
  maxint = 650;
  arrayvalued = false;
  trace = false;

  ## Parse options if present.
  if (nargin > 3)
    if (! ischar (varargin{1}))
      if (! isempty (varargin{1}))
        abstol = varargin{1};
        reltol = 0;
      endif
      if (nargin > 4)
        trace = varargin{2};
      endif
      if (nargin > 5)
        error ("quadgk: can not pass additional arguments to user function");
      endif
    else
      if (mod (nargin - 3, 2) != 0)
        error ("quadgk: property/value options must occur in pairs");
      endif

      idx = 1;
      while (idx < nargin - 3)
        if (! ischar (varargin{idx}))
          error ("quadgk: property PROP must be a string");
        endif
        prop = varargin{idx++};
        switch (tolower (prop))
          case "reltol"
            reltol = varargin{idx++};
          case "abstol"
            abstol = varargin{idx++};
          case "waypoints"
            waypoints = varargin{idx++}(:);
          case "maxintervalcount"
            maxint = varargin{idx++};
          case "arrayvalued"
            arrayvalued = varargin{idx++};
          case "trace"
            trace = varargin{idx++};
          otherwise
            error ("quadgk: unknown property '%s'", prop);
        endswitch
      endwhile
    endif
  endif

  reverse = 1;
  contour = iscomplex (a) || iscomplex (b) || iscomplex (waypoints);
  if ((b < a) && ! contour)
    ## Reverse integration
    [b, a] = deal (a, b);
    waypoints = sort (waypoints(waypoints > a & waypoints < b));
    reverse = -1;
  endif

  issingle = (isa (a, "single") || isa (b, "single")
              || isa (waypoints, "single"));

  if (isempty (abstol))
    abstol = ifelse (issingle, 1e-5, 1e-10);
  elseif (! isscalar (abstol) || abstol < 0)
    error ("quadgk: ABSTOL must be a scalar >=0");
  endif

  if (isempty (reltol))
    reltol = ifelse (issingle, 1e-4, 1e-6);
  elseif (! isscalar (reltol) || reltol < 0)
    error ("quadgk: RELTOL must be a scalar >=0");
  endif

  ## FIXME: No validation of inputs MaxIntervalCount, Waypoints, ArrayValued,
  ##        Trace.

  ## Convert function given as a string to a function handle
  if (ischar (f))
    f = @(x) feval (f, x);
  endif

  ## Use variable substitution to weaken endpoint singularities and
  ## to perform integration with endpoints at infinity.
  ## No transform for contour integrals.
  if (contour)
    ## contour integral, no transform
    subs = [a; waypoints; b];
    h = sum (abs (diff (subs)));
    trans = @(t) t;
    ## Ensure f is always vectorized even if specified as, e.g., f = @(x) 1;
    f = @(t) f (t) + 0*t;
  elseif (isinf (a) && isinf (b))
    ## Standard infinite to finite integral transformation.
    ##   \int_{-\infinity_^\infinity f(x) dx = \int_-1^1 f (g(t)) g'(t) dt
    ## where
    ##   g(t)  = t / (1 - t^2)
    ##   g'(t) =  (1 + t^2) / (1 - t^2) ^ 2
    ## waypoint transform is then
    ##   t =  (2 * g(t)) ./ (1 + sqrt(1 + 4 * g(t) .^ 2))
    if (! isempty (waypoints))
      trans = @(x) (2 * x) ./ (1 + sqrt (1 + 4 * x .^ 2));
      subs = [-1; trans(waypoints); 1];
    else
      subs = linspace (-1, 1, 11)';
    endif
    h = 2;
    trans = @(t) t ./ (1 - t.^2);
    f = @(t) f (t ./ (1 - t .^ 2)) .* (1 + t .^ 2) ./ ((1 - t .^ 2) .^ 2);
  elseif (isinf (a))
    ## Formula defined in Shampine paper as two separate steps.
    ## One to weaken singularity at finite end, then a second to transform to
    ## a finite interval.  The singularity weakening transform is
    ##   \int_{-\infinity}^b f(x) dx =
    ##               - \int_{-\infinity}^0 f (b - t^2) 2 t dt
    ## (note minus sign) and the finite interval transform is
    ##   \int_{-\infinity}^0 f(b - t^2)  2 t dt =
    ##                  \int_{-1}^0 f (b - g(s) ^ 2) 2 g(s) g'(s) ds
    ## where
    ##   g(s)  = s / (1 + s)
    ##   g'(s) = 1 / (1 + s) ^ 2
    ## waypoint transform is then
    ##   t = sqrt (b - x)
    ##   s =  - t / (t + 1)
    if (! isempty (waypoints))
      tmp = sqrt (b - waypoints);
      trans = @(x) - x ./ (x + 1);
      subs = [-1; trans(tmp); 0];
    else
      subs = linspace (-1, 0, 11)';
    endif
    h = 1;
    trans = @(t) b - (t ./ (1 + t)).^2;
    f = @(s) - 2 * s .* f (b -  (s ./ (1 + s)) .^ 2) ./ ((1 + s) .^ 3);
  elseif (isinf (b))
    ## Formula defined in Shampine paper as two separate steps.
    ## One to weaken singularity at finite end, then a second to transform to
    ## a finite interval.  The singularity weakening transform is
    ##   \int_a^\infinity f(x) dx = \int_0^\infinity f (a + t^2) 2 t dt
    ## and the finite interval transform is
    ##  \int_0^\infinity f(a + t^2)  2 t dt =
    ##           \int_0^1 f (a + g(s) ^ 2) 2 g(s) g'(s) ds
    ## where
    ##   g(s)  = s / (1 - s)
    ##   g'(s) = 1 / (1 - s) ^ 2
    ## waypoint transform is then
    ##   t = sqrt (x - a)
    ##   s = t / (t + 1)
    if (! isempty (waypoints))
      tmp = sqrt (waypoints - a);
      trans = @(x) x ./ (x + 1);
      subs = [0; trans(tmp); 1];
    else
      subs = linspace (0, 1, 11)';
    endif
    h = 1;
    trans = @(t) a + (t ./ (1 - t)).^2;
    f = @(s) 2 * s .* f (a +  (s ./ (1 - s)) .^ 2) ./ ((1 - s) .^ 3);
  else
    ## Davis, Rabinowitz, "Methods of Numerical Integration" p441 2ed.
    ## Presented in section 5 of the Shampine paper as
    ##   g(t) = ((b - a) / 2) * (t / 2 * (3 - t^2)) + (b + a) / 2
    ##   g'(t) = ((b-a)/4) * (3 - 3t^2);
    ## waypoint transform can then be found by solving for t with
    ## Maxima (solve (c + 3*t -  3^3, t);).  This gives 3 roots, two of
    ## which are complex for values between a and b and so can be ignored.
    ## The third is
    ##  c = (-4*x + 2*(b+a)) / (b-a);
    ##  k = ((sqrt(c^2 - 4) + c)/2)^(1/3);
    ##  t = (sqrt(3)* 1i * (1 - k^2) - (1 + k^2)) / 2 / k;
    if (! isempty (waypoints))
      trans = @__quadgk_finite_waypoint__;
      subs = [-1; trans(waypoints, a, b); 1];
    else
      subs = linspace (-1, 1, 11)';
    endif
    h = 2;
    trans = @(t) ((b - a) ./ 4) * t .* (3 - t.^2) + (b + a) ./ 2;
    f = @(t) f((b - a) ./ 4 .* t .* (3 - t.^2) + (b + a) ./ 2) .* ...
         3 .* (b - a) ./ 4 .* (1 - t.^2);
  endif

  ## Split interval into at least 10 subinterval with a 15 point
  ## Gauss-Kronrod rule giving a minimum of 150 function evaluations.
  while (numel (subs) < 11)
    subs = [subs.' ; subs(1:end-1).' + diff(subs.') ./ 2, NaN](:)(1:end-1);
  endwhile
  subs = [subs(1:end-1), subs(2:end)];

  warn_id = "Octave:quadgk:warning-termination";

  if (! arrayvalued)
    ## Initial evaluation of the integrand on the subintervals.
    [q_subs, q_errs] = __quadgk_eval__ (f, subs, trans);
    q0 = sum (q_subs);
    err0 = sum (q_errs);

    first = true;
    while (true)
      ## Quit if any evaluations are not finite (Inf or NaN).
      if (any (! isfinite (q_subs)))
        warning (warn_id, "quadgk: non-finite integrand encountered");
        q = q0;
        err = err0;
        break;
      endif

      tol = max (abstol, reltol .* abs (q0));

      ## If the global error estimate is met then exit.
      if (err0 <= tol)
        q = q0;
        err = err0;
        break;
      endif

      ## Accept the subintervals that meet the convergence criteria.
      idx = find (abs (q_errs) < tol .* abs (diff (subs, 1, 2)) ./ h);
      if (first)
        q = sum (q_subs(idx));
        err = sum (q_errs(idx));
        first = false;
      else
        q0 = q + sum (q_subs);
        err0 = err + sum (q_errs);
        q += sum (q_subs(idx));
        err += sum (q_errs(idx));
      endif
      subs(idx,:) = [];

      ## If no remaining subintervals then exit.
      if (isempty (subs))
        break;
      endif

      if (trace)
        disp ([rows(subs), err, q0]);
      endif

      ## Split remaining subintervals in two
      mid = (subs(:,1) + subs(:,2)) ./ 2;
      subs = [subs(:,1), mid; mid, subs(:,2)];

      ## If the maximum subinterval count is met, then
      ## accept remaining subinterval and exit.
      if (rows (subs) > maxint)
        warning (warn_id, "quadgk: maximum interval count (%d) exceeded", maxint);
        q += sum (q_subs);
        err += sum (q_errs);
        break;
      endif

      ## Evaluation of the integrand on the remaining subintervals
      [q_subs, q_errs] = __quadgk_eval__ (f, subs, trans);
    endwhile

    if (nargout < 2 && err > max (abstol, reltol * abs (q)))
      warning (warn_id,
               "quadgk: Error tolerance not met.  Estimated error %g", err);
    endif

    ## Reverse integral if necessary.
    q = reverse * q;

  else
    ## f is array-valued
    sz = size (f (subs(1)));

    ## Initial evaluation of the integrand on the subintervals
    [q_subs, q_errs] = __quadgk_eval_array__ (f, subs, trans, prod (sz));
    q0 = sum (q_subs, 1);
    err0 = sum (q_errs, 1);

    first = true;
    while (true)
      ## Quit if any evaluations are not finite (Inf or NaN).
      if (any (! isfinite (q_subs)(:)))
        warning (warn_id, "quadgk: non-finite integrand encountered");
        q = q0;
        err = err0;
        break;
      endif

      tol = max (abstol, reltol .* abs (q0));

      ## If the global error estimate is met then exit
      if (err0 <= tol)
        q = q0;
        err = err0;
        break;
      endif

      ## Accept subintervals that meet the convergence criteria in all entries.
      idx = find (all (abs (q_errs) < tol .* abs (diff (subs, 1, 2)) ./ h, 2));
      if (first)
        q = sum (q_subs(idx,:), 1);
        err = sum (q_errs(idx,:), 1);
        first = false;
      else
        q0 = q + sum (q_subs, 1);
        err0 = err + sum (q_errs, 1);
        q += sum (q_subs(idx,:), 1);
        err += sum (q_errs(idx,:), 1);
      endif
      subs(idx,:) = [];

      ## If no remaining subintervals exit
      if (isempty (subs))
        break;
      endif

      if (trace)
        disp ([rows(subs), err(1, 1), q0(1, 1)]); # print only first entry
      endif

      ## Split remaining subintervals in two
      mid = (subs(:,1) + subs(:,2)) ./ 2;
      subs = [subs(:,1), mid; mid, subs(:,2)];

      ## If the maximum subinterval count is met accept remaining subinterval
      ## and exit
      if (rows (subs) > maxint)
        warning (warn_id, "quadgk: maximum interval count (%d) exceeded", maxint);
        q += sum (q_subs, 1);
        err += sum (q_errs, 1);
        break;
      endif

      ## Evaluation of the integrand on the remaining subintervals
      [q_subs, q_errs] = __quadgk_eval_array__ (f, subs, trans, prod (sz));
    endwhile

    i = find (err > max (abstol, reltol * abs (q)), 1);
    if (nargout < 2 && length (i) > 0)
      ## like ind2sub, only as vector.
      j = mod (floor ((i-1)./cumprod ([1 sz(1:end-1)])),sz)+1;
      s = ["(" sprintf("%d,",j)(1:end-1) ")"];
      warning (warn_id,
               "quadgk: Error tolerance not met.  First entry at index %s with estimated error %g", s, err(i));
    endif

    q = reverse * reshape (q, sz);
    err = reshape (err, sz);
  endif

endfunction

function [q, err] = __quadgk_eval__ (f, subs, trans)

  ## A (15,7) point pair of Gauss-Kronrod quadrature rules.
  ## The abscissa and weights are copied directly from dqk15w.f from quadpack.

  persistent abscissa = [-0.9914553711208126e+00, -0.9491079123427585e+00, ...
                         -0.8648644233597691e+00, -0.7415311855993944e+00, ...
                         -0.5860872354676911e+00, -0.4058451513773972e+00, ...
                         -0.2077849550078985e+00,  0.0000000000000000e+00, ...
                          0.2077849550078985e+00,  0.4058451513773972e+00, ...
                          0.5860872354676911e+00,  0.7415311855993944e+00, ...
                          0.8648644233597691e+00,  0.9491079123427585e+00, ...
                          0.9914553711208126e+00];

  persistent weights15 = ...
      diag ([0.2293532201052922e-01,  0.6309209262997855e-01, ...
             0.1047900103222502e+00,  0.1406532597155259e+00, ...
             0.1690047266392679e+00,  0.1903505780647854e+00, ...
             0.2044329400752989e+00,  0.2094821410847278e+00, ...
             0.2044329400752989e+00,  0.1903505780647854e+00, ...
             0.1690047266392679e+00,  0.1406532597155259e+00, ...
             0.1047900103222502e+00,  0.6309209262997855e-01, ...
             0.2293532201052922e-01]);

  persistent weights7 = ...
      diag ([0.1294849661688697e+00,  0.2797053914892767e+00, ...
             0.3818300505051889e+00,  0.4179591836734694e+00, ...
             0.3818300505051889e+00,  0.2797053914892767e+00, ...
             0.1294849661688697e+00]);

  halfwidth = diff (subs, 1, 2) ./ 2;
  center = sum (subs, 2) ./ 2;
  t = (halfwidth * abscissa) + center;
  x = trans ([t(:,1), t(:,end)]);

  y = reshape (f (t(:)), size (t));

  ## This is faster than using bsxfun as the * operator can use a
  ## single BLAS call, rather than rows (sub) calls to the @times function.
  q = sum (y * weights15, 2) .* halfwidth;
  err = abs (sum (y(:,2:2:end) * weights7, 2) .* halfwidth - q);

endfunction

function [q, err] = __quadgk_eval_array__ (f, subs, trans, nel)

  ## A (15,7) point pair of Gauss-Kronrod quadrature rules.
  ## The abscissa and weights are copied directly from dqk15w.f from quadpack.

  persistent abscissa = [-0.9914553711208126e+00, -0.9491079123427585e+00, ...
                         -0.8648644233597691e+00, -0.7415311855993944e+00, ...
                         -0.5860872354676911e+00, -0.4058451513773972e+00, ...
                         -0.2077849550078985e+00,  0.0000000000000000e+00, ...
                          0.2077849550078985e+00,  0.4058451513773972e+00, ...
                          0.5860872354676911e+00,  0.7415311855993944e+00, ...
                          0.8648644233597691e+00,  0.9491079123427585e+00, ...
                          0.9914553711208126e+00];

  persistent weights15 = ...
            [0.2293532201052922e-01,  0.6309209262997855e-01, ...
             0.1047900103222502e+00,  0.1406532597155259e+00, ...
             0.1690047266392679e+00,  0.1903505780647854e+00, ...
             0.2044329400752989e+00,  0.2094821410847278e+00, ...
             0.2044329400752989e+00,  0.1903505780647854e+00, ...
             0.1690047266392679e+00,  0.1406532597155259e+00, ...
             0.1047900103222502e+00,  0.6309209262997855e-01, ...
             0.2293532201052922e-01];

  persistent weights7 = ...
            [0.1294849661688697e+00,  0.2797053914892767e+00, ...
             0.3818300505051889e+00,  0.4179591836734694e+00, ...
             0.3818300505051889e+00,  0.2797053914892767e+00, ...
             0.1294849661688697e+00];

  halfwidth = diff (subs, 1, 2) ./ 2;
  center = sum (subs, 2) ./ 2;
  t = (halfwidth * abscissa) + center;
  x = trans ([t(:,1), t(:,end)]);

  y = zeros (nel, columns(t), rows(t));
  for i = 1:rows (t)
    for j = 1:columns(t)
      y(:,j,i) = f (t(i,j))(:);
    endfor
  endfor
  y = permute (y, [2 3 1]);

  q = reshape (weights15 * y(:,:), [rows(t), nel]) .* halfwidth;
  err = abs (reshape (weights7 * y(2:2:end,:), rows (t), nel) .* halfwidth - q);

endfunction

function t = __quadgk_finite_waypoint__ (x, a, b)
  c = (-4 .* x + 2.* (b + a)) ./ (b - a);
  k = ((sqrt (c .^ 2 - 4) + c) ./ 2) .^ (1/3);
  t = real ((sqrt (3) .* 1i * (1 - k .^ 2) - (1 + k .^ 2)) ./ 2 ./ k);
endfunction


%!assert (quadgk (@sin,-pi,pi), 0, 1e-10)
%!test
%! warning ("off", "Octave:legacy-function", "local");
%! assert (quadgk (inline ("sin"), -pi, pi), 0, 1e-10);
%!assert (quadgk ("sin",-pi,pi), 0, 1e-10)
%!assert (quadgk (@sin,-pi,pi, "WayPoints", 0, "MaxIntervalCount", 100,
%!                "RelTol", 1e-3, "AbsTol", 1e-6, "trace", false), 0, 1e-6)
%!assert (quadgk (@sin,-pi,pi, 1e-6, false), 0, 1e-6)
%!assert <*51867> (quadgk (@(x) x, 0, 0), 0, 0)

%!assert (quadgk (@sin,-pi,0), -2, 1e-10)
%!assert (quadgk (@sin,0,pi), 2, 1e-10)
%!assert (quadgk (@(x) 1./sqrt (x),0,1), 2, 1e-10)
%!assert (quadgk (@(x) abs (1 - x.^2),0,2, "Waypoints", 1), 2, 1e-10)
%!assert (quadgk (@(x) 1./(sqrt (x) .* (x+1)),0,Inf), pi, 1e-10)
%!assert <*57614> (quadgk (@(z) exp (z)./z, 1, 1,
%!                        "Waypoints", [1+i, -1+i, -1-i, 1-i]),
%!                 complex (0, 2*pi), 1e-10)
%!assert <*57614> (quadgk (@(z) exp (z)./z, 1, 1,
%!                        "Waypoints", [1-i, -1-i, -1+i, 1+i]),
%!                 complex (0, -2*pi), 1e-10)
%!assert (quadgk (@(z) log (z),1+1i,1+1i, "WayPoints", [1-1i, -1,-1i, -1+1i]),
%!        complex (0, pi), 1e-10)
%!assert (quadgk (@(x) exp (-x .^ 2),-Inf,Inf), sqrt (pi), -1e-6)
%!assert (quadgk (@(x) exp (-x .^ 2),-Inf,0), sqrt (pi)/2, -1e-6)
%!test
%! f = @(x) x .^ 5 .* exp (-x) .* sin (x);
%! assert (quadgk (f, 0, Inf, "RelTol", 1e-8, "AbsTol", 1e-12), -15, -1e-8);

## Test vector-valued functions
%!assert (quadgk (@(x) [(sin (x)), (sin (2 * x))], 0, pi, "arrayvalued", 1),
%!        [2, 0], 1e-6)

## Test matrix-valued functions
%!assert (quadgk (@(x) [ x,x,x; x,1./sqrt(x),x; x,x,x ], 0, 1, "arrayvalued",1),
%!        [0.5,0.5,0.5; 0.5,2,0.5; 0.5,0.5,0.5], 15*1e-6);

## Bug #62412
%!warning <Error tolerance not met>
%! f = @(t) -1 ./ t.^1.1;
%! quadgk (f, 1, Inf);

## Test input validation
%!error quadgk (@sin)
%!error quadgk (@sin, 0)
%!error <can not pass additional arguments> quadgk (@sin, 0, 1, 1e-6, true, 4)
%!error <options must occur in pairs> quadgk (@sin, 0, 1, "DummyArg")
%!error <PROP must be a string> quadgk (@sin, 0, 1, "AbsTol", 1e-6, 2, 3)
%!error <unknown property 'foo'> quadgk (@sin, 0, 1, "foo", 3)
%!error <ABSTOL must be a scalar> quadgk (@sin, 0, 1, ones (2,2))
%!error <ABSTOL must be a scalar .=0> quadgk (@sin, 0, 1, -1)
%!error <RELTOL must be a scalar> quadgk (@sin, 0, 1, "RelTol", ones (2,2))
%!error <RELTOL must be a scalar> quadgk (@sin, 0, 1, "RelTol", -1)