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Quad.h
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1996-10-12
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// Quad.h -*- C++ -*-
/*
Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton
This file is part of Octave.
Octave 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 2, or (at your option) any
later version.
Octave 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 Octave; see the file COPYING. If not, write to the Free
Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
*/
#if !defined (octave_Quad_h)
#define octave_Quad_h 1
#include "dColVector.h"
extern "C++" {
#ifndef Vector
#define Vector ColumnVector
#endif
#if !defined (octave_Quad_typedefs)
#define octave_Quad_typedefs 1
typedef double (*integrand_fcn) (double x);
#endif
// XXX FIXME XXX -- would be nice to not have to have this global
// variable.
// Nonzero means an error occurred in the calculation of the integrand
// function, and the user wants us to quit.
extern int quad_integration_error;
class Quad_options
{
public:
Quad_options (void);
Quad_options (const Quad_options& opt);
Quad_options& operator = (const Quad_options& opt);
~Quad_options (void);
void init (void);
void copy (const Quad_options& opt);
void set_default_options (void);
void set_absolute_tolerance (double);
void set_relative_tolerance (double);
double absolute_tolerance (void);
double relative_tolerance (void);
private:
double x_absolute_tolerance;
double x_relative_tolerance;
};
class Quad : public Quad_options
{
public:
Quad (integrand_fcn fcn);
Quad (integrand_fcn fcn, double abs, double rel);
virtual double integrate (void);
virtual double integrate (int& ier);
virtual double integrate (int& ier, int& neval);
virtual double integrate (int& ier, int& neval, double& abserr) = 0;
protected:
integrand_fcn f;
};
class DefQuad : public Quad
{
public:
DefQuad (integrand_fcn fcn);
DefQuad (integrand_fcn fcn, double ll, double ul);
DefQuad (integrand_fcn fcn, double ll, double ul, double abs, double rel);
DefQuad (integrand_fcn fcn, double ll, double ul, const Vector& sing);
DefQuad (integrand_fcn fcn, const Vector& sing, double abs, double rel);
DefQuad (integrand_fcn fcn, const Vector& sing);
DefQuad (integrand_fcn fcn, double ll, double ul, const Vector& sing,
double abs, double rel);
double integrate (int& ier, int& neval, double& abserr);
private:
double lower_limit;
double upper_limit;
Vector singularities;
};
class IndefQuad : public Quad
{
public:
enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };
IndefQuad (integrand_fcn fcn);
IndefQuad (integrand_fcn fcn, double b, IntegralType t);
IndefQuad (integrand_fcn fcn, double b, IntegralType t, double abs,
double rel);
IndefQuad (integrand_fcn fcn, double abs, double rel);
double integrate (int& ier, int& neval, double& abserr);
private:
int integration_error;
double bound;
IntegralType type;
};
} // extern "C++"
#endif
/*
;;; Local Variables: ***
;;; mode: C++ ***
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;;; End: ***
*/