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88 lines
3.0 KiB
C++
88 lines
3.0 KiB
C++
/*
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* GslQagsIntegrator.cpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2016 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <LatAnalyze/GslQagsIntegrator.hpp>
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#include <LatAnalyze/includes.hpp>
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#include <LatAnalyze/Math.hpp>
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using namespace std;
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using namespace Latan;
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/******************************************************************************
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* GslQagIntegrator implementation *
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******************************************************************************/
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// constructor /////////////////////////////////////////////////////////////////
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GslQagsIntegrator::GslQagsIntegrator(const unsigned int limit,
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const double precision)
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: limit_(limit)
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, precision_(precision)
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{
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workspace_ = gsl_integration_workspace_alloc(limit);
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}
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// destructor //////////////////////////////////////////////////////////////////
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GslQagsIntegrator::~GslQagsIntegrator(void)
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{
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gsl_integration_workspace_free(workspace_);
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}
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// integral calculation ////////////////////////////////////////////////////////
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double GslQagsIntegrator::operator()(const DoubleFunction &f, const double xMin,
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const double xMax)
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{
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double (*fWrap)(double, void *) = [](double x, void *fPt)->double
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{
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return (*static_cast<DoubleFunction *>(fPt))(&x);
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};
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gsl_function gslF;
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double result;
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gslF.function = fWrap;
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gslF.params = reinterpret_cast<void *>(&const_cast<DoubleFunction &>(f));
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if ((xMin > -Math::inf) and (xMax < Math::inf))
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{
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gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_,
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workspace_, &result, &error_);
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}
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else if (xMax < Math::inf)
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{
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gsl_integration_qagil(&gslF, xMax, 0.0, precision_, limit_,
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workspace_, &result, &error_);
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}
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else if (xMin > -Math::inf)
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{
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gsl_integration_qagiu(&gslF, xMin, 0.0, precision_, limit_,
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workspace_, &result, &error_);
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}
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else
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{
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gsl_integration_qagi(&gslF, 0.0, precision_, limit_,
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workspace_, &result, &error_);
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}
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return result;
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}
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// get last error //////////////////////////////////////////////////////////////
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double GslQagsIntegrator::getLastError(void) const
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{
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return error_;
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}
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