/*
* 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 "gsl/gsl_integration.h"
#include
#include
#ifdef USE_THREADS
#include
#endif
namespace catima{
/// 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
};
// built in integrator
template
class GaussLegendreIntegration{
public:
template
double integrate(F f, double a, double b) const;
template
double operator()(F f, double a, double b) const {return integrate(f, a, b);}
double get_w(int i) const {return w[i];}
double get_x(int i) const {return x[i];}
int n() const {return order;}
std::array get_points(double a = -1.0, double b = 1.0)const;
public:
static std::array w;
static std::array x;
};
template
template
double GaussLegendreIntegration::integrate(F f, double a, double b) const{
double res=0.0;
double p = 0.5*(b-a);
double q = 0.5*(b+a);
for(int i=0;i
std::array GaussLegendreIntegration::get_points(double a, double b)const{
std::array points;
double p = 0.5*(b-a);
double q = 0.5*(b+a);
int num = (order/2);
for(int i=0;i< num;i++){
points[num-i-1] = -p*x[i] + q;
points[num+i] = p*x[i] + q;
}
return points;
}
#ifdef GSL_INTEGRATION
using integrator_type = IntegratorGSL;
#else
using integrator_type = GaussLegendreIntegration<8>;
#endif
extern integrator_type integrator;
extern IntegratorGSL integratorGSL;
}
#endif