GSL integrator added - LatAnalyze now depends on GSL

lib/GslQagsIntegrator.cpp

@@ -0,0 +1,69 @@
+/*
+ * GslQagsIntegrator.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2014 Antonin Portelli
+ *
+ * LatAnalyze 3 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.
+ *
+ * LatAnalyze 3 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 LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/GslQagsIntegrator.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                    GslQagIntegrator implementation                         *
+ ******************************************************************************/
+// constructor /////////////////////////////////////////////////////////////////
+GslQagsIntegrator::GslQagsIntegrator(const unsigned int limit,
+                                     const double precision)
+: limit_(limit)
+, precision_(precision)
+{
+    workspace_ = gsl_integration_workspace_alloc(limit);
+}
+
+// destructor //////////////////////////////////////////////////////////////////
+GslQagsIntegrator::~GslQagsIntegrator(void)
+{
+    gsl_integration_workspace_free(workspace_);
+}
+
+// integral calculation ////////////////////////////////////////////////////////
+double GslQagsIntegrator::operator()(const DoubleFunction &f, const double xMin,
+                                     const double xMax)
+{
+    double (*fWrap)(double, void *) = [](double x, void *fPt)
+    {
+        return (*static_cast<DoubleFunction *>(fPt))(&x);
+    };
+    
+    gsl_function gslF;
+    double       result;
+    
+    gslF.function = fWrap;
+    gslF.params   = reinterpret_cast<void *>(&const_cast<DoubleFunction &>(f));
+    
+    gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_, workspace_,
+                         &result, &error_);
+    
+    return result;
+}
+
+// get last error //////////////////////////////////////////////////////////////
+double GslQagsIntegrator::getLastError(void) const
+{
+    return error_;
+}

lib/GslQagsIntegrator.hpp

@@ -0,0 +1,58 @@
+/*
+ * GslQagsIntegrator.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2014 Antonin Portelli
+ *
+ * LatAnalyze 3 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.
+ *
+ * LatAnalyze 3 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 LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_GslQagsIntegrator_hpp_
+#define Latan_GslQagsIntegrator_hpp_
+
+#include <LatAnalyze/Global.hpp>
+#include <LatAnalyze/Function.hpp>
+#include <LatAnalyze/Integrator.hpp>
+#include <gsl/gsl_integration.h>
+
+BEGIN_NAMESPACE
+
+/******************************************************************************
+ *       GSL general quadrature adaptive integration with singularities       *
+ ******************************************************************************/
+
+class GslQagsIntegrator: public Integrator
+{
+public:
+    static const     unsigned int defaultLimit = 1000;
+    static constexpr double       defaultPrec  = 1.0e-7;
+public:
+    // constructor
+    GslQagsIntegrator(const unsigned int limit = defaultLimit,
+                      const double precision = defaultPrec);
+    // destructor
+    virtual ~GslQagsIntegrator(void);
+    // integral calculation
+    virtual double operator()(const DoubleFunction &f, const double xMin,
+                              const double xMax);
+    // get last error
+    double getLastError(void) const;
+private:
+    unsigned int              limit_;
+    double                    precision_, error_;
+    gsl_integration_workspace *workspace_;
+};
+
+END_NAMESPACE
+
+#endif // Latan_GslQagsIntegrator_hpp_

lib/Integrator.hpp

@@ -0,0 +1,46 @@
+/*
+ * Integrator.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2014 Antonin Portelli
+ *
+ * LatAnalyze 3 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.
+ *
+ * LatAnalyze 3 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 LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_Integrator_hpp_
+#define Latan_Integrator_hpp_
+
+#include <LatAnalyze/Global.hpp>
+#include <LatAnalyze/Function.hpp>
+
+BEGIN_NAMESPACE
+
+/******************************************************************************
+ *                        abstract integrator class                           *
+ ******************************************************************************/
+
+class Integrator
+{
+public:
+    // constructor
+    Integrator(void) = default;
+    // destructor
+    virtual ~Integrator(void) = default;
+    // integral calculation
+    virtual double operator()(const DoubleFunction &f, const double xMin,
+                              const double xMax) = 0;
+};
+
+END_NAMESPACE
+
+#endif // Latan_Integrator_hpp_

lib/Makefile.am

@@ -32,11 +32,12 @@ libLatAnalyze_la_SOURCES =\
     CompiledFunction.cpp  \
     CompiledModel.cpp     \
     Exceptions.cpp        \
-    Function.cpp          \
-    Global.cpp            \
-    includes.hpp          \
     File.cpp              \
     FitInterface.cpp      \
+    Function.cpp          \
+    Global.cpp            \
+    GslQagsIntegrator.cpp \
+    includes.hpp          \
     Mat.cpp               \
     Math.cpp              \
     MathInterpreter.cpp   \
@@ -62,8 +63,10 @@ libLatAnalyze_la_HEADERS =\
     Exceptions.hpp        \
     FitInterface.hpp      \
     Function.hpp          \
-    Global.hpp            \
     File.hpp              \
+    Global.hpp            \
+    GslQagsIntegrator.hpp \
+    Integrator.hpp        \
     IoObject.hpp          \
     Mat.hpp               \
     Math.hpp              \