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catima/integrator.h

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2017-07-25 12:19:11 -04:00
/*
* Author: Andrej Prochazka
* Copyright(C) 2017
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero 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 Affero General Public License for more details.
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef INTEGRATOR_H
#define INTEGRATOR_H
#include "gsl/gsl_integration.h"
#include <functional>
#ifdef USE_THREADS
#include <mutex>
#endif
namespace catima{
/// helper class to integrate functions using the GSL library
class IntegratorGSL{
public:
IntegratorGSL();
~IntegratorGSL();
double Integrate(std::function<double(double)> f, double min, double max, double precision, bool adaptive=true);
private:
gsl_integration_workspace *w;
double error;
double precision;
double result;
double min;
double max;
#ifdef USE_THREADS
std::mutex integration_mutex;
#endif
};
extern IntegratorGSL integratorGSL;
}
#endif