/*
* 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 .
*/
#ifndef INTEGRATOR_H
#define INTEGRATOR_H
#include "catima/build_config.h"
#include
#include
//#ifdef USE_THREADS
//#include
//#endif
#include "catima/glq_integrator.h"
#include "catima/gkq_integrator.h"
#ifdef GSL_INTEGRATION
#include "gsl/gsl_integration.h"
#endif
using integrators::GaussLegendreIntegration;
using integrators::GaussKronrodIntegration;
namespace catima{
#ifdef GSL_INTEGRATION
/// helper class to integrate functions using the GSL library
class IntegratorGSL{
public:
IntegratorGSL(bool adapt=true);
~IntegratorGSL();
double integrate(std::function f, double min, double max, double precision=0.001);
private:
gsl_integration_workspace *w;
bool adaptive;
double error;
double result;
double min;
double max;
#ifdef USE_THREADS
std::mutex integration_mutex;
#endif
};
#endif
#ifdef GSL_INTEGRATION
using integrator_type = IntegratorGSL;
#else
using integrator_type = GaussLegendreIntegration<8>;
#endif
using integrator_adaptive_type = GaussKronrodIntegration<21>;
extern integrator_type integrator;
extern integrator_adaptive_type integrator_adaptive;
}
#endif