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Quad.h
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2000-01-15
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/*
Copyright (C) 1996, 1997 John W. Eaton
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 2, 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, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
#if !defined (octave_Quad_h)
#define octave_Quad_h 1
#if defined (__GNUG__)
#pragma interface
#endif
#include <cfloat>
#include <cmath>
#include "dColVector.h"
#if !defined (octave_Quad_typedefs)
#define octave_Quad_typedefs 1
typedef double (*integrand_fcn) (double x);
#endif
// XXX FIXME XXX -- would be nice to not have to have this global
// variable.
// Nonzero means an error occurred in the calculation of the integrand
// function, and the user wants us to quit.
extern int quad_integration_error;
class
Quad_options
{
public:
Quad_options (void) { init (); }
// XXX FIXME XXX -- check for invalid values?
Quad_options (double abs, double rel)
: x_absolute_tolerance (abs), x_relative_tolerance (rel) { }
Quad_options (const Quad_options& opt)
: x_absolute_tolerance (opt.x_absolute_tolerance),
x_relative_tolerance (opt.x_relative_tolerance) { }
Quad_options& operator = (const Quad_options& opt)
{
if (this != &opt)
set_options (opt);
return *this;
}
~Quad_options (void) { }
void init (void)
{
double sqrt_eps = ::sqrt (DBL_EPSILON);
x_absolute_tolerance = sqrt_eps;
x_relative_tolerance = sqrt_eps;
}
void set_default_options (void) { init (); }
void set_options (const Quad_options& opt)
{
x_absolute_tolerance = opt.x_absolute_tolerance;
x_relative_tolerance = opt.x_relative_tolerance;
}
// XXX FIXME XXX -- check for invalid values?
void set_absolute_tolerance (double val) { x_absolute_tolerance = val; }
void set_relative_tolerance (double val) { x_relative_tolerance = val; }
double absolute_tolerance (void) { return x_absolute_tolerance; }
double relative_tolerance (void) { return x_relative_tolerance; }
private:
double x_absolute_tolerance;
double x_relative_tolerance;
};
class
Quad : public Quad_options
{
public:
Quad (integrand_fcn fcn)
: Quad_options (), f (fcn) { }
Quad (integrand_fcn fcn, double abs, double rel)
: Quad_options (abs, rel), f (fcn) { }
virtual ~Quad (void) { }
virtual double integrate (void)
{
int ier, neval;
double abserr;
return integrate (ier, neval, abserr);
}
virtual double integrate (int& ier)
{
int neval;
double abserr;
return integrate (ier, neval, abserr);
}
virtual double integrate (int& ier, int& neval)
{
double abserr;
return integrate (ier, neval, abserr);
}
virtual double integrate (int& ier, int& neval, double& abserr) = 0;
protected:
integrand_fcn f;
};
class
DefQuad : public Quad
{
public:
DefQuad (integrand_fcn fcn)
: Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { }
DefQuad (integrand_fcn fcn, double ll, double ul)
: Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { }
DefQuad (integrand_fcn fcn, double ll, double ul, double abs,
double rel)
: Quad (fcn, abs, rel), lower_limit (ll), upper_limit (ul),
singularities () { }
DefQuad (integrand_fcn fcn, double ll, double ul,
const ColumnVector& sing)
: Quad (fcn), lower_limit (ll), upper_limit (ul),
singularities (sing) { }
DefQuad (integrand_fcn fcn, const ColumnVector& sing, double abs,
double rel)
: Quad (fcn, abs, rel), lower_limit (0.0), upper_limit (1.0),
singularities (sing) { }
DefQuad (integrand_fcn fcn, const ColumnVector& sing)
: Quad (fcn), lower_limit (0.0), upper_limit (1.0),
singularities (sing) { }
DefQuad (integrand_fcn fcn, double ll, double ul, const ColumnVector& sing,
double abs, double rel)
: Quad (fcn, abs, rel), lower_limit (ll), upper_limit (ul),
singularities (sing) { }
~DefQuad (void) { }
double integrate (int& ier, int& neval, double& abserr);
private:
double lower_limit;
double upper_limit;
ColumnVector singularities;
};
class
IndefQuad : public Quad
{
public:
enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };
IndefQuad (integrand_fcn fcn)
: Quad (fcn), bound (0.0), type (bound_to_inf) { }
IndefQuad (integrand_fcn fcn, double b, IntegralType t)
: Quad (fcn), bound (b), type (t) { }
IndefQuad (integrand_fcn fcn, double b, IntegralType t, double abs,
double rel)
: Quad (fcn, abs, rel), bound (b), type (t) { }
IndefQuad (integrand_fcn fcn, double abs, double rel)
: Quad (fcn, abs, rel), bound (0.0), type (bound_to_inf) { }
~IndefQuad (void) { }
double integrate (int& ier, int& neval, double& abserr);
private:
double bound;
IntegralType type;
int integration_error;
};
#endif
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/