view libinterp/corefcn/quad.cc @ 27918:b442ec6dda5c

use centralized file for copyright info for individual contributors * COPYRIGHT.md: New file. * In most other files, use "Copyright (C) YYYY-YYYY The Octave Project Developers" instead of tracking individual names in separate source files. The motivation is to reduce the effort required to update the notices each year. Until now, the Octave source files contained copyright notices that list individual contributors. I adopted these file-scope copyright notices because that is what everyone was doing 30 years ago in the days before distributed version control systems. But now, with many contributors and modern version control systems, having these file-scope copyright notices causes trouble when we update copyright years or refactor code. Over time, the file-scope copyright notices may become outdated as new contributions are made or code is moved from one file to another. Sometimes people contribute significant patches but do not add a line claiming copyright. Other times, people add a copyright notice for their contribution but then a later refactoring moves part or all of their contribution to another file and the notice is not moved with the code. As a practical matter, moving such notices is difficult -- determining what parts are due to a particular contributor requires a time-consuming search through the project history. Even managing the yearly update of copyright years is problematic. We have some contributors who are no longer living. Should we update the copyright dates for their contributions when we release new versions? Probably not, but we do still want to claim copyright for the project as a whole. To minimize the difficulty of maintaining the copyright notices, I would like to change Octave's sources to use what is described here: https://softwarefreedom.org/resources/2012/ManagingCopyrightInformation.html in the section "Maintaining centralized copyright notices": The centralized notice approach consolidates all copyright notices in a single location, usually a top-level file. This file should contain all of the copyright notices provided project contributors, unless the contribution was clearly insignificant. It may also credit -- without a copyright notice -- anyone who helped with the project but did not contribute code or other copyrighted material. This approach captures less information about contributions within individual files, recognizing that the DVCS is better equipped to record those details. As we mentioned before, it does have one disadvantage as compared to the file-scope approach: if a single file is separated from the distribution, the recipient won't see the contributors' copyright notices. But this can be easily remedied by including a single copyright notice in each file's header, pointing to the top-level file: Copyright YYYY-YYYY The Octave Project Developers See the COPYRIGHT file at the top-level directory of this distribution or at https://octave.org/COPYRIGHT.html. followed by the usual GPL copyright statement. For more background, see the discussion here: https://lists.gnu.org/archive/html/octave-maintainers/2020-01/msg00009.html Most files in the following directories have been skipped intentinally in this changeset: doc libgui/qterminal liboctave/external m4
author John W. Eaton <jwe@octave.org>
date Mon, 06 Jan 2020 15:38:17 -0500
parents 041caa61ed34
children 1891570abac8
line wrap: on
line source

/*

Copyright (C) 1996-2019 The Octave Project Developers

See the file COPYRIGHT.md in the top-level directory of this distribution
or <https://octave.org/COPYRIGHT.html/>.


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/>.

*/

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include <string>

#include "Quad.h"
#include "lo-mappers.h"

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "interpreter-private.h"
#include "pager.h"
#include "parse.h"
#include "ov.h"
#include "ovl.h"
#include "unwind-prot.h"
#include "utils.h"
#include "variables.h"

#include "Quad-opts.cc"

// Global pointer for user defined function required by quadrature functions.
static octave_value quad_fcn;

// Have we warned about imaginary values returned from user function?
static bool warned_imaginary = false;

// Is this a recursive call?
static int call_depth = 0;

double
quad_user_function (double x)
{
  double retval = 0.0;

  octave_value_list args;
  args(0) = x;

  if (quad_fcn.is_defined ())
    {
      octave_value_list tmp;

      try
        {
          tmp = octave::feval (quad_fcn, args, 1);
        }
      catch (octave::execution_exception& e)
        {
          err_user_supplied_eval (e, "quad");
        }

      if (! tmp.length () || ! tmp(0).is_defined ())
        err_user_supplied_eval ("quad");

      if (! warned_imaginary && tmp(0).iscomplex ())
        {
          warning ("quad: ignoring imaginary part returned from user-supplied function");
          warned_imaginary = true;
        }

      retval = tmp(0).xdouble_value ("quad: expecting user supplied function to return numeric value");
    }

  return retval;
}

float
quad_float_user_function (float x)
{
  float retval = 0.0;

  octave_value_list args;
  args(0) = x;

  if (quad_fcn.is_defined ())
    {
      octave_value_list tmp;

      try
        {
          tmp = octave::feval (quad_fcn, args, 1);
        }
      catch (octave::execution_exception& e)
        {
          err_user_supplied_eval (e, "quad");
        }

      if (! tmp.length () || ! tmp(0).is_defined ())
        err_user_supplied_eval ("quad");

      if (! warned_imaginary && tmp(0).iscomplex ())
        {
          warning ("quad: ignoring imaginary part returned from user-supplied function");
          warned_imaginary = true;
        }

      retval = tmp(0).xfloat_value ("quad: expecting user supplied function to return numeric value");
    }

  return retval;
}

DEFMETHODX ("quad", Fquad, interp, args, ,
            doc: /* -*- texinfo -*-
@deftypefn  {} {@var{q} =} quad (@var{f}, @var{a}, @var{b})
@deftypefnx {} {@var{q} =} quad (@var{f}, @var{a}, @var{b}, @var{tol})
@deftypefnx {} {@var{q} =} quad (@var{f}, @var{a}, @var{b}, @var{tol}, @var{sing})
@deftypefnx {} {[@var{q}, @var{ier}, @var{nfun}, @var{err}] =} quad (@dots{})
Numerically evaluate the integral of @var{f} from @var{a} to @var{b} using
Fortran routines from @w{@sc{quadpack}}.

@var{f} is a function handle, inline function, or a string containing the
name of the function to evaluate.  The function must have the form @code{y =
f (x)} where @var{y} and @var{x} are scalars.

@var{a} and @var{b} are the lower and upper limits of integration.  Either
or both may be infinite.

The optional argument @var{tol} is a vector that specifies the desired
accuracy of the result.  The first element of the vector is the desired
absolute tolerance, and the second element is the desired relative
tolerance.  To choose a relative test only, set the absolute
tolerance to zero.  To choose an absolute test only, set the relative
tolerance to zero.  Both tolerances default to @code{sqrt (eps)} or
approximately 1.5e-8.

The optional argument @var{sing} is a vector of values at which the
integrand is known to be singular.

The result of the integration is returned in @var{q}.

@var{ier} contains an integer error code (0 indicates a successful
integration).

@var{nfun} indicates the number of function evaluations that were
made.

@var{err} contains an estimate of the error in the solution.

The function @code{quad_options} can set other optional parameters for
@code{quad}.

Note: because @code{quad} is written in Fortran it cannot be called
recursively.  This prevents its use in integrating over more than one
variable by routines @code{dblquad} and @code{triplequad}.
@seealso{quad_options, quadv, quadl, quadgk, quadcc, trapz, dblquad, triplequad}
@end deftypefn */)
{
  int nargin = args.length ();

  if (nargin < 3 || nargin > 5)
    print_usage ();

  warned_imaginary = false;

  octave::unwind_protect frame;

  frame.protect_var (call_depth);
  call_depth++;

  if (call_depth > 1)
    error ("quad: invalid recursive call");

  quad_fcn = octave::get_function_handle (interp, args(0), "x");

  octave_value_list retval;

  if (args(1).is_single_type () || args(2).is_single_type ())
    {
      float a = args(1).xfloat_value ("quad: lower limit of integration A must be a scalar");
      float b = args(2).xfloat_value ("quad: upper limit of integration B must be a scalar");

      int indefinite = 0;
      FloatIndefQuad::IntegralType indef_type
        = FloatIndefQuad::doubly_infinite;
      float bound = 0.0;
      if (octave::math::isinf (a) && octave::math::isinf (b))
        {
          indefinite = 1;
          indef_type = FloatIndefQuad::doubly_infinite;
        }
      else if (octave::math::isinf (a))
        {
          indefinite = 1;
          bound = b;
          indef_type = FloatIndefQuad::neg_inf_to_bound;
        }
      else if (octave::math::isinf (b))
        {
          indefinite = 1;
          bound = a;
          indef_type = FloatIndefQuad::bound_to_inf;
        }

      octave_idx_type ier = 0;
      octave_idx_type nfun = 0;
      float abserr = 0.0;
      float val = 0.0;
      bool have_sing = false;
      FloatColumnVector sing;
      FloatColumnVector tol;

      switch (nargin)
        {
        case 5:
          if (indefinite)
            error ("quad: singularities not allowed on infinite intervals");

          have_sing = true;

          sing = args(4).xfloat_vector_value ("quad: fifth argument SING must be a vector of singularities");
          OCTAVE_FALLTHROUGH;

        case 4:
          tol = args(3).xfloat_vector_value ("quad: TOL must be a 1 or 2-element vector");

          switch (tol.numel ())
            {
            case 2:
              quad_opts.set_single_precision_relative_tolerance (tol (1));
              OCTAVE_FALLTHROUGH;

            case 1:
              quad_opts.set_single_precision_absolute_tolerance (tol (0));
              break;

            default:
              error ("quad: TOL must be a 1 or 2-element vector");
            }
          OCTAVE_FALLTHROUGH;

        case 3:
          if (indefinite)
            {
              FloatIndefQuad iq (quad_float_user_function, bound,
                                 indef_type);
              iq.set_options (quad_opts);
              val = iq.float_integrate (ier, nfun, abserr);
            }
          else
            {
              if (have_sing)
                {
                  FloatDefQuad dq (quad_float_user_function, a, b, sing);
                  dq.set_options (quad_opts);
                  val = dq.float_integrate (ier, nfun, abserr);
                }
              else
                {
                  FloatDefQuad dq (quad_float_user_function, a, b);
                  dq.set_options (quad_opts);
                  val = dq.float_integrate (ier, nfun, abserr);
                }
            }
          break;

        default:
          panic_impossible ();
          break;
        }

      retval = ovl (val, ier, nfun, abserr);

    }
  else
    {
      double a = args(1).xdouble_value ("quad: lower limit of integration A must be a scalar");
      double b = args(2).xdouble_value ("quad: upper limit of integration B must be a scalar");

      int indefinite = 0;
      IndefQuad::IntegralType indef_type = IndefQuad::doubly_infinite;
      double bound = 0.0;
      if (octave::math::isinf (a) && octave::math::isinf (b))
        {
          indefinite = 1;
          indef_type = IndefQuad::doubly_infinite;
        }
      else if (octave::math::isinf (a))
        {
          indefinite = 1;
          bound = b;
          indef_type = IndefQuad::neg_inf_to_bound;
        }
      else if (octave::math::isinf (b))
        {
          indefinite = 1;
          bound = a;
          indef_type = IndefQuad::bound_to_inf;
        }

      octave_idx_type ier = 0;
      octave_idx_type nfun = 0;
      double abserr = 0.0;
      double val = 0.0;
      bool have_sing = false;
      ColumnVector sing;
      ColumnVector tol;

      switch (nargin)
        {
        case 5:
          if (indefinite)
            error ("quad: singularities not allowed on infinite intervals");

          have_sing = true;

          sing = args(4).xvector_value ("quad: fifth argument SING must be a vector of singularities");
          OCTAVE_FALLTHROUGH;

        case 4:
          tol = args(3).xvector_value ("quad: TOL must be a 1 or 2-element vector");

          switch (tol.numel ())
            {
            case 2:
              quad_opts.set_relative_tolerance (tol (1));
              OCTAVE_FALLTHROUGH;

            case 1:
              quad_opts.set_absolute_tolerance (tol (0));
              break;

            default:
              error ("quad: TOL must be a 1 or 2-element vector");
            }
          OCTAVE_FALLTHROUGH;

        case 3:
          if (indefinite)
            {
              IndefQuad iq (quad_user_function, bound, indef_type);
              iq.set_options (quad_opts);
              val = iq.integrate (ier, nfun, abserr);
            }
          else
            {
              if (have_sing)
                {
                  DefQuad dq (quad_user_function, a, b, sing);
                  dq.set_options (quad_opts);
                  val = dq.integrate (ier, nfun, abserr);
                }
              else
                {
                  DefQuad dq (quad_user_function, a, b);
                  dq.set_options (quad_opts);
                  val = dq.integrate (ier, nfun, abserr);
                }
            }
          break;

        default:
          panic_impossible ();
          break;
        }

      retval = ovl (val, ier, nfun, abserr);
    }

  return retval;
}

/*
%!function y = __f (x)
%!  y = x + 1;
%!endfunction

%!test
%! [v, ier, nfun, err] = quad ("__f", 0, 5);
%! assert (ier, 0);
%! assert (v, 17.5, sqrt (eps));
%! assert (nfun > 0);
%! assert (err < sqrt (eps));

%!test
%! [v, ier, nfun, err] = quad ("__f", single (0), single (5));
%! assert (ier, 0);
%! assert (v, 17.5, sqrt (eps ("single")));
%! assert (nfun > 0);
%! assert (err < sqrt (eps ("single")));

%!function y = __f (x)
%!  y = x .* sin (1 ./ x) .* sqrt (abs (1 - x));
%!endfunction

%!test
%!  [v, ier, nfun, err] = quad ("__f", 0.001, 3);
%! assert (ier == 0 || ier == 1);
%! assert (v, 1.98194120273598, sqrt (eps));
%! assert (nfun > 0);

%!test
%!  [v, ier, nfun, err] = quad (@__f, 0.001, 3);
%! assert (ier == 0 || ier == 1);
%! assert (v, 1.98194120273598, sqrt (eps));
%! assert (nfun > 0);

%!test
%!  fstr = "x .* sin (1 ./ x) .* sqrt (abs (1 - x))";
%!  [v, ier, nfun, err] = quad (fstr, 0.001, 3);
%! assert (ier == 0 || ier == 1);
%! assert (v, 1.98194120273598, sqrt (eps));
%! assert (nfun > 0);

%!test
%!  anon_fcn = @(x) x .* sin (1 ./ x) .* sqrt (abs (1 - x));
%!  [v, ier, nfun, err] = quad (anon_fcn, 0.001, 3);
%! assert (ier == 0 || ier == 1);
%! assert (v, 1.98194120273598, sqrt (eps));
%! assert (nfun > 0);

%!test
%!  inline_fcn = inline ("x .* sin (1 ./ x) .* sqrt (abs (1 - x))", "x");
%!  [v, ier, nfun, err] = quad (inline_fcn, 0.001, 3);
%! assert (ier == 0 || ier == 1);
%! assert (v, 1.98194120273598, sqrt (eps));
%! assert (nfun > 0);

%!test
%!  [v, ier, nfun, err] = quad ("__f", single (0.001), single (3));
%! assert (ier == 0 || ier == 1);
%! assert (v, 1.98194120273598, sqrt (eps ("single")));
%! assert (nfun > 0);

%!error quad ()
%!error quad ("__f", 1, 2, 3, 4, 5)

%!test
%! quad_options ("absolute tolerance", eps);
%! assert (quad_options ("absolute tolerance") == eps);

%!error quad_options (1, 2, 3)
*/