/*
Copyright (C) 1993-2015 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 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
.
*/
#if !defined (octave_Quad_h)
#define octave_Quad_h 1
#include
#include "dColVector.h"
#include "fColVector.h"
#include "lo-math.h"
typedef double (*integrand_fcn) (double x);
typedef float (*float_integrand_fcn) (float x);
// FIXME: 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 OCTAVE_API int quad_integration_error;
#include "Quad-opts.h"
class
OCTAVE_API
Quad : public Quad_options
{
public:
Quad (integrand_fcn fcn)
: Quad_options (), f (fcn), ff () { }
Quad (float_integrand_fcn fcn)
: Quad_options (), f (), ff (fcn) { }
virtual ~Quad (void) { }
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 f;
float_integrand_fcn ff;
};
class
OCTAVE_API
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,
const ColumnVector& sing)
: Quad (fcn), lower_limit (ll), upper_limit (ul),
singularities (sing) { }
DefQuad (integrand_fcn fcn, const ColumnVector& sing)
: Quad (fcn), lower_limit (0.0), upper_limit (1.0),
singularities (sing) { }
~DefQuad (void) { }
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:
double lower_limit;
double upper_limit;
ColumnVector 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), bound (0.0), type (bound_to_inf), integration_error (0) { }
IndefQuad (integrand_fcn fcn, double b, IntegralType t)
: Quad (fcn), bound (b), type (t), integration_error (0) { }
~IndefQuad (void) { }
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:
double bound;
IntegralType type;
int integration_error;
};
class
OCTAVE_API
FloatDefQuad : public Quad
{
public:
FloatDefQuad (float_integrand_fcn fcn)
: Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { }
FloatDefQuad (float_integrand_fcn fcn, float ll, float ul)
: Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { }
FloatDefQuad (float_integrand_fcn fcn, float ll, float ul,
const FloatColumnVector& sing)
: Quad (fcn), lower_limit (ll), upper_limit (ul),
singularities (sing) { }
FloatDefQuad (float_integrand_fcn fcn, const FloatColumnVector& sing)
: Quad (fcn), lower_limit (0.0), upper_limit (1.0),
singularities (sing) { }
~FloatDefQuad (void) { }
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 lower_limit;
float upper_limit;
FloatColumnVector 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), bound (0.0), type (bound_to_inf), integration_error (0) { }
FloatIndefQuad (float_integrand_fcn fcn, double b, IntegralType t)
: Quad (fcn), bound (b), type (t), integration_error (0) { }
~FloatIndefQuad (void) { }
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 bound;
IntegralType type;
int integration_error;
};
#endif