Quad.h

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/*

Copyright (C) 1993-2013 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 3 of the License, 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, see
<http://www.gnu.org/licenses/>.

*/

#if !defined (octave_Quad_h)
#define octave_Quad_h 1

#include <cfloat>

#include "dColVector.h"
#include "fColVector.h"
#include "lo-math.h"

typedef double (*integrand_fcn) (double x);
typedef float (*float_integrand_fcn) (float x);

// FIXME: 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 OCTAVE_API int quad_integration_error;

#include "Quad-opts.h"

class
OCTAVE_API
Quad : public Quad_options
{
public:

  Quad (integrand_fcn fcn)
    : Quad_options (), f (fcn), ff () { }

  Quad (float_integrand_fcn fcn)
    : Quad_options (), f (), ff (fcn) { }

  virtual ~Quad (void) { }

  virtual double integrate (void)
  {
    octave_idx_type ier, neval;
    double abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (void)
  {
    octave_idx_type ier, neval;
    float abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual double integrate (octave_idx_type& ier)
  {
    octave_idx_type neval;
    double abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (octave_idx_type& ier)
  {
    octave_idx_type neval;
    float abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual double integrate (octave_idx_type& ier, octave_idx_type& neval)
  {
    double abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (octave_idx_type& ier, octave_idx_type& neval)
  {
    float abserr;
    return do_integrate (ier, neval, abserr);
  }

  virtual double integrate (octave_idx_type& ier, octave_idx_type& neval,
                            double& abserr)
  {
    return do_integrate (ier, neval, abserr);
  }

  virtual float float_integrate (octave_idx_type& ier, octave_idx_type& neval,
                                 float& abserr)
  {
    return do_integrate (ier, neval, abserr);
  }

  virtual double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                               double& abserr) = 0;

  virtual float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                              float& abserr) = 0;

protected:

  integrand_fcn f;
  float_integrand_fcn ff;
};

class
OCTAVE_API
DefQuad : public Quad
{
public:

  DefQuad (integrand_fcn fcn)
    : Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { }

  DefQuad (integrand_fcn fcn, double ll, double ul)
    : Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { }

  DefQuad (integrand_fcn fcn, double ll, double ul,
           const ColumnVector& sing)
    : Quad (fcn), lower_limit (ll), upper_limit (ul),
      singularities (sing) { }

  DefQuad (integrand_fcn fcn, const ColumnVector& sing)
    : Quad (fcn), lower_limit (0.0), upper_limit (1.0),
      singularities (sing) { }

  ~DefQuad (void) { }

  double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr);

  float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                      float& abserr);

private:

  double lower_limit;
  double upper_limit;

  ColumnVector singularities;
};

class
OCTAVE_API
IndefQuad : public Quad
{
public:

  enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };

  IndefQuad (integrand_fcn fcn)
    : Quad (fcn), bound (0.0), type (bound_to_inf), integration_error (0) { }

  IndefQuad (integrand_fcn fcn, double b, IntegralType t)
    : Quad (fcn), bound (b), type (t), integration_error (0) { }

  ~IndefQuad (void) { }

  double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr);

  float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                      float& abserr);

private:

  double bound;
  IntegralType type;
  int integration_error;
};

class
OCTAVE_API
FloatDefQuad : public Quad
{
public:

  FloatDefQuad (float_integrand_fcn fcn)
    : Quad (fcn), lower_limit (0.0), upper_limit (1.0), singularities () { }

  FloatDefQuad (float_integrand_fcn fcn, float ll, float ul)
    : Quad (fcn), lower_limit (ll), upper_limit (ul), singularities () { }

  FloatDefQuad (float_integrand_fcn fcn, float ll, float ul,
                const FloatColumnVector& sing)
    : Quad (fcn), lower_limit (ll), upper_limit (ul),
      singularities (sing) { }

  FloatDefQuad (float_integrand_fcn fcn, const FloatColumnVector& sing)
    : Quad (fcn), lower_limit (0.0), upper_limit (1.0),
      singularities (sing) { }

  ~FloatDefQuad (void) { }

  double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr);

  float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                      float& abserr);

private:

  float lower_limit;
  float upper_limit;

  FloatColumnVector singularities;
};

class
OCTAVE_API
FloatIndefQuad : public Quad
{
public:

  enum IntegralType { bound_to_inf, neg_inf_to_bound, doubly_infinite };

  FloatIndefQuad (float_integrand_fcn fcn)
    : Quad (fcn), bound (0.0), type (bound_to_inf), integration_error (0) { }

  FloatIndefQuad (float_integrand_fcn fcn, double b, IntegralType t)
    : Quad (fcn), bound (b), type (t), integration_error (0) { }

  ~FloatIndefQuad (void) { }

  double do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr);

  float do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                      float& abserr);

private:

  float bound;
  IntegralType type;
  int integration_error;
};

#endif