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LatAnalyze/lib/Numerical/GslQagsIntegrator.cpp

88 lines
3.0 KiB
C++

/*
* GslQagsIntegrator.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2020 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/Numerical/GslQagsIntegrator.hpp>
#include <LatAnalyze/includes.hpp>
#include <LatAnalyze/Core/Math.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)->double
{
return (*static_cast<DoubleFunction *>(fPt))(&x);
};
gsl_function gslF;
double result;
gslF.function = fWrap;
gslF.params = reinterpret_cast<void *>(&const_cast<DoubleFunction &>(f));
if ((xMin > -Math::inf) and (xMax < Math::inf))
{
gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
else if (xMax < Math::inf)
{
gsl_integration_qagil(&gslF, xMax, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
else if (xMin > -Math::inf)
{
gsl_integration_qagiu(&gslF, xMin, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
else
{
gsl_integration_qagi(&gslF, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
return result;
}
// get last error //////////////////////////////////////////////////////////////
double GslQagsIntegrator::getLastError(void) const
{
return error_;
}