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Diffstat (limited to 'thirdparty/includes/GSL/gsl/gsl_integration.h')
| -rw-r--r-- | thirdparty/includes/GSL/gsl/gsl_integration.h | 323 |
1 files changed, 323 insertions, 0 deletions
diff --git a/thirdparty/includes/GSL/gsl/gsl_integration.h b/thirdparty/includes/GSL/gsl/gsl_integration.h new file mode 100644 index 0000000..5972f49 --- /dev/null +++ b/thirdparty/includes/GSL/gsl/gsl_integration.h @@ -0,0 +1,323 @@ +/* integration/gsl_integration.h + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough + * + * This program 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. + * + * This program 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 this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +#ifndef __GSL_INTEGRATION_H__ +#define __GSL_INTEGRATION_H__ +#include <stdlib.h> +#include <gsl/gsl_math.h> + +#undef __BEGIN_DECLS +#undef __END_DECLS +#ifdef __cplusplus +# define __BEGIN_DECLS extern "C" { +# define __END_DECLS } +#else +# define __BEGIN_DECLS /* empty */ +# define __END_DECLS /* empty */ +#endif + +__BEGIN_DECLS + +/* Workspace for adaptive integrators */ + +typedef struct + { + size_t limit; + size_t size; + size_t nrmax; + size_t i; + size_t maximum_level; + double *alist; + double *blist; + double *rlist; + double *elist; + size_t *order; + size_t *level; + } +gsl_integration_workspace; + +gsl_integration_workspace * + gsl_integration_workspace_alloc (const size_t n); + +void + gsl_integration_workspace_free (gsl_integration_workspace * w); + + +/* Workspace for QAWS integrator */ + +typedef struct +{ + double alpha; + double beta; + int mu; + int nu; + double ri[25]; + double rj[25]; + double rg[25]; + double rh[25]; +} +gsl_integration_qaws_table; + +gsl_integration_qaws_table * +gsl_integration_qaws_table_alloc (double alpha, double beta, int mu, int nu); + +int +gsl_integration_qaws_table_set (gsl_integration_qaws_table * t, + double alpha, double beta, int mu, int nu); + +void +gsl_integration_qaws_table_free (gsl_integration_qaws_table * t); + +/* Workspace for QAWO integrator */ + +enum gsl_integration_qawo_enum { GSL_INTEG_COSINE, GSL_INTEG_SINE }; + +typedef struct +{ + size_t n; + double omega; + double L; + double par; + enum gsl_integration_qawo_enum sine; + double *chebmo; +} +gsl_integration_qawo_table; + +gsl_integration_qawo_table * +gsl_integration_qawo_table_alloc (double omega, double L, + enum gsl_integration_qawo_enum sine, + size_t n); + +int +gsl_integration_qawo_table_set (gsl_integration_qawo_table * t, + double omega, double L, + enum gsl_integration_qawo_enum sine); + +int +gsl_integration_qawo_table_set_length (gsl_integration_qawo_table * t, + double L); + +void +gsl_integration_qawo_table_free (gsl_integration_qawo_table * t); + + +/* Definition of an integration rule */ + +typedef void gsl_integration_rule (const gsl_function * f, + double a, double b, + double *result, double *abserr, + double *defabs, double *resabs); + +void gsl_integration_qk15 (const gsl_function * f, double a, double b, + double *result, double *abserr, + double *resabs, double *resasc); + +void gsl_integration_qk21 (const gsl_function * f, double a, double b, + double *result, double *abserr, + double *resabs, double *resasc); + +void gsl_integration_qk31 (const gsl_function * f, double a, double b, + double *result, double *abserr, + double *resabs, double *resasc); + +void gsl_integration_qk41 (const gsl_function * f, double a, double b, + double *result, double *abserr, + double *resabs, double *resasc); + +void gsl_integration_qk51 (const gsl_function * f, double a, double b, + double *result, double *abserr, + double *resabs, double *resasc); + +void gsl_integration_qk61 (const gsl_function * f, double a, double b, + double *result, double *abserr, + double *resabs, double *resasc); + +void gsl_integration_qcheb (gsl_function * f, double a, double b, + double *cheb12, double *cheb24); + +/* The low-level integration rules in QUADPACK are identified by small + integers (1-6). We'll use symbolic constants to refer to them. */ + +enum + { + GSL_INTEG_GAUSS15 = 1, /* 15 point Gauss-Kronrod rule */ + GSL_INTEG_GAUSS21 = 2, /* 21 point Gauss-Kronrod rule */ + GSL_INTEG_GAUSS31 = 3, /* 31 point Gauss-Kronrod rule */ + GSL_INTEG_GAUSS41 = 4, /* 41 point Gauss-Kronrod rule */ + GSL_INTEG_GAUSS51 = 5, /* 51 point Gauss-Kronrod rule */ + GSL_INTEG_GAUSS61 = 6 /* 61 point Gauss-Kronrod rule */ + }; + +void +gsl_integration_qk (const int n, const double xgk[], + const double wg[], const double wgk[], + double fv1[], double fv2[], + const gsl_function *f, double a, double b, + double * result, double * abserr, + double * resabs, double * resasc); + + +int gsl_integration_qng (const gsl_function * f, + double a, double b, + double epsabs, double epsrel, + double *result, double *abserr, + size_t * neval); + +int gsl_integration_qag (const gsl_function * f, + double a, double b, + double epsabs, double epsrel, size_t limit, + int key, + gsl_integration_workspace * workspace, + double *result, double *abserr); + +int gsl_integration_qagi (gsl_function * f, + double epsabs, double epsrel, size_t limit, + gsl_integration_workspace * workspace, + double *result, double *abserr); + +int gsl_integration_qagiu (gsl_function * f, + double a, + double epsabs, double epsrel, size_t limit, + gsl_integration_workspace * workspace, + double *result, double *abserr); + +int gsl_integration_qagil (gsl_function * f, + double b, + double epsabs, double epsrel, size_t limit, + gsl_integration_workspace * workspace, + double *result, double *abserr); + + +int gsl_integration_qags (const gsl_function * f, + double a, double b, + double epsabs, double epsrel, size_t limit, + gsl_integration_workspace * workspace, + double *result, double *abserr); + +int gsl_integration_qagp (const gsl_function * f, + double *pts, size_t npts, + double epsabs, double epsrel, size_t limit, + gsl_integration_workspace * workspace, + double *result, double *abserr); + +int gsl_integration_qawc (gsl_function *f, + const double a, const double b, const double c, + const double epsabs, const double epsrel, const size_t limit, + gsl_integration_workspace * workspace, + double * result, double * abserr); + +int gsl_integration_qaws (gsl_function * f, + const double a, const double b, + gsl_integration_qaws_table * t, + const double epsabs, const double epsrel, + const size_t limit, + gsl_integration_workspace * workspace, + double *result, double *abserr); + +int gsl_integration_qawo (gsl_function * f, + const double a, + const double epsabs, const double epsrel, + const size_t limit, + gsl_integration_workspace * workspace, + gsl_integration_qawo_table * wf, + double *result, double *abserr); + +int gsl_integration_qawf (gsl_function * f, + const double a, + const double epsabs, + const size_t limit, + gsl_integration_workspace * workspace, + gsl_integration_workspace * cycle_workspace, + gsl_integration_qawo_table * wf, + double *result, double *abserr); + +/* Workspace for fixed-order Gauss-Legendre integration */ + +typedef struct + { + size_t n; /* number of points */ + double *x; /* Gauss abscissae/points */ + double *w; /* Gauss weights for each abscissae */ + int precomputed; /* high precision abscissae/weights precomputed? */ + } +gsl_integration_glfixed_table; + + +gsl_integration_glfixed_table * + gsl_integration_glfixed_table_alloc (size_t n); + +void + gsl_integration_glfixed_table_free (gsl_integration_glfixed_table * t); + +/* Routine for fixed-order Gauss-Legendre integration */ + +double + gsl_integration_glfixed (const gsl_function *f, + double a, + double b, + const gsl_integration_glfixed_table * t); + +/* Routine to retrieve the i-th Gauss-Legendre point and weight from t */ + +int + gsl_integration_glfixed_point (double a, + double b, + size_t i, + double *xi, + double *wi, + const gsl_integration_glfixed_table * t); + + +/* Cquad integration - Pedro Gonnet */ + +/* Data of a single interval */ +typedef struct +{ + double a, b; + double c[64]; + double fx[33]; + double igral, err; + int depth, rdepth, ndiv; +} gsl_integration_cquad_ival; + + +/* The workspace is just a collection of intervals */ +typedef struct +{ + size_t size; + gsl_integration_cquad_ival *ivals; + size_t *heap; +} gsl_integration_cquad_workspace; + +gsl_integration_cquad_workspace * +gsl_integration_cquad_workspace_alloc (const size_t n); + +void +gsl_integration_cquad_workspace_free (gsl_integration_cquad_workspace * w); + +int +gsl_integration_cquad (const gsl_function * f, double a, double b, + double epsabs, double epsrel, + gsl_integration_cquad_workspace * ws, + double *result, double *abserr, size_t * nevals); + + +__END_DECLS + +#endif /* __GSL_INTEGRATION_H__ */ |