view liboctave/numeric/Quad.h @ 31249:de6fc38c78c6

Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626). * liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian subdiagonals", and "upper jacobian subdiagonals". * liboctave/numeric/LSODE.cc (file scope, lsode_j, LSODE::do_integrate (double)): Handle new configurable Jacobian types. * build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author Olaf Till <olaf.till@uni-jena.de>
date Fri, 12 Nov 2010 08:53:05 +0100
parents 796f54d4ddbf
children 597f3ee61a48
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1993-2022 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/>.
//
////////////////////////////////////////////////////////////////////////

#if ! defined (octave_Quad_h)
#define octave_Quad_h 1

#include "octave-config.h"

#include "dColVector.h"
#include "fColVector.h"

typedef double (*integrand_fcn) (double x);
typedef float (*float_integrand_fcn) (float x);

#include "Quad-opts.h"

class
OCTAVE_API
Quad : public Quad_options
{
public:

  Quad (integrand_fcn fcn)
    : Quad_options (), m_f (fcn), m_ff () { }

  Quad (float_integrand_fcn fcn)
    : Quad_options (), m_f (), m_ff (fcn) { }

  virtual ~Quad (void) = default;

  virtual double integrate (void)
  {
    octave_idx_type ier, neval;
    double abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (void)
  {
    octave_idx_type ier, neval;
    float abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual double integrate (octave_idx_type& ier)
  {
    octave_idx_type neval;
    double abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (octave_idx_type& ier)
  {
    octave_idx_type neval;
    float abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual double integrate (octave_idx_type& ier, octave_idx_type& neval)
  {
    double abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (octave_idx_type& ier, octave_idx_type& neval)
  {
    float abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual double integrate (octave_idx_type& ier, octave_idx_type& neval,
                            double& abserr)
  {
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (octave_idx_type& ier, octave_idx_type& neval,
                                 float& abserr)
  {
    return do_integrate (ier, neval, abserr);
  }

  virtual double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                               double& abserr) = 0;

  virtual float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                              float& abserr) = 0;

protected:

  integrand_fcn m_f;
  float_integrand_fcn m_ff;
};

class
OCTAVE_API
DefQuad : public Quad
{
public:

  DefQuad (integrand_fcn fcn)
    : Quad (fcn), m_lower_limit (0.0), m_upper_limit (1.0), m_singularities ()
  { }

  DefQuad (integrand_fcn fcn, double ll, double ul)
    : Quad (fcn), m_lower_limit (ll), m_upper_limit (ul), m_singularities ()
  { }

  DefQuad (integrand_fcn fcn, double ll, double ul,
           const ColumnVector& sing)
    : Quad (fcn), m_lower_limit (ll), m_upper_limit (ul),
      m_singularities (sing) { }

  DefQuad (integrand_fcn fcn, const ColumnVector& sing)
    : Quad (fcn), m_lower_limit (0.0), m_upper_limit (1.0),
      m_singularities (sing) { }

  ~DefQuad (void) = default;

  double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr);

  OCTAVE_NORETURN float do_integrate (octave_idx_type& ier,
                                      octave_idx_type& neval, float& abserr);

private:

  double m_lower_limit;
  double m_upper_limit;

  ColumnVector m_singularities;
};

class
OCTAVE_API
IndefQuad : public Quad
{
public:

  enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };

  IndefQuad (integrand_fcn fcn)
    : Quad (fcn), m_bound (0.0), m_type (bound_to_inf) { }

  IndefQuad (integrand_fcn fcn, double b, IntegralType t)
    : Quad (fcn), m_bound (b), m_type (t) { }

  ~IndefQuad (void) = default;

  double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr);

  OCTAVE_NORETURN float do_integrate (octave_idx_type& ier,
                                      octave_idx_type& neval, float& abserr);

private:

  double m_bound;
  IntegralType m_type;
};

class
OCTAVE_API
FloatDefQuad : public Quad
{
public:

  FloatDefQuad (float_integrand_fcn fcn)
    : Quad (fcn), m_lower_limit (0.0), m_upper_limit (1.0), m_singularities ()
  { }

  FloatDefQuad (float_integrand_fcn fcn, float ll, float ul)
    : Quad (fcn), m_lower_limit (ll), m_upper_limit (ul), m_singularities ()
  { }

  FloatDefQuad (float_integrand_fcn fcn, float ll, float ul,
                const FloatColumnVector& sing)
    : Quad (fcn), m_lower_limit (ll), m_upper_limit (ul),
      m_singularities (sing) { }

  FloatDefQuad (float_integrand_fcn fcn, const FloatColumnVector& sing)
    : Quad (fcn), m_lower_limit (0.0), m_upper_limit (1.0),
      m_singularities (sing) { }

  ~FloatDefQuad (void) = default;

  OCTAVE_NORETURN double do_integrate (octave_idx_type& ier,
                                       octave_idx_type& neval, double& abserr);

  float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                      float& abserr);

private:

  float m_lower_limit;
  float m_upper_limit;

  FloatColumnVector m_singularities;
};

class
OCTAVE_API
FloatIndefQuad : public Quad
{
public:

  enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };

  FloatIndefQuad (float_integrand_fcn fcn)
    : Quad (fcn), m_bound (0.0), m_type (bound_to_inf) { }

  FloatIndefQuad (float_integrand_fcn fcn, double b, IntegralType t)
    : Quad (fcn), m_bound (b), m_type (t) { }

  ~FloatIndefQuad (void) = default;

  OCTAVE_NORETURN double do_integrate (octave_idx_type& ier,
                                       octave_idx_type& neval, double& abserr);

  float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                      float& abserr);

private:

  float m_bound;
  IntegralType m_type;
};

#endif