Quad.cc

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/*

Copyright (C) 1993-2018 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
<https://www.gnu.org/licenses/>.

*/

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include <cassert>

#include "Array.h"
#include "Quad.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "quit.h"

static integrand_fcn user_fcn;
static float_integrand_fcn float_user_fcn;

// 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.
int quad_integration_error = 0;

typedef F77_INT (*quad_fcn_ptr) (const double&, int&, double&);
typedef F77_INT (*quad_float_fcn_ptr) (const float&, int&, float&);

extern "C"
{
  F77_RET_T
  F77_FUNC (dqagp, DQAGP) (quad_fcn_ptr, const F77_DBLE&, const F77_DBLE&,
                           const F77_INT&, const F77_DBLE*,
                           const F77_DBLE&, const F77_DBLE&, F77_DBLE&,
                           F77_DBLE&, F77_INT&, F77_INT&,
                           const F77_INT&, const F77_INT&,
                           F77_INT&, F77_INT*, F77_DBLE*);

  F77_RET_T
  F77_FUNC (dqagi, DQAGI) (quad_fcn_ptr, const F77_DBLE&,
                           const F77_INT&, const F77_DBLE&,
                           const F77_DBLE&, F77_DBLE&, F77_DBLE&,
                           F77_INT&, F77_INT&,
                           const F77_INT&, const F77_INT&,
                           F77_INT&, F77_INT*, F77_DBLE*);

  F77_RET_T
  F77_FUNC (qagp, QAGP) (quad_float_fcn_ptr, const F77_REAL&, const F77_REAL&,
                         const F77_INT&, const F77_REAL*, const F77_REAL&,
                         const F77_REAL&, F77_REAL&, F77_REAL&, F77_INT&,
                         F77_INT&, const F77_INT&,
                         const F77_INT&, F77_INT&,
                         F77_INT*, F77_REAL*);

  F77_RET_T
  F77_FUNC (qagi, QAGI) (quad_float_fcn_ptr, const F77_REAL&,
                         const F77_INT&, const F77_REAL&,
                         const F77_REAL&, F77_REAL&, F77_REAL&, F77_INT&,
                         F77_INT&, const F77_INT&,
                         const F77_INT&, F77_INT&,
                         F77_INT*, F77_REAL*);
}

static F77_INT
user_function (const double& x, int& ierr, double& result)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  quad_integration_error = 0;

  result = (*user_fcn) (x);

  if (quad_integration_error)
    ierr = -1;

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

static F77_INT
float_user_function (const float& x, int& ierr, float& result)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  quad_integration_error = 0;

  result = (*float_user_fcn) (x);

  if (quad_integration_error)
    ierr = -1;

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

double
DefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                       double& abserr)
{
  F77_INT npts = octave::to_f77_int (singularities.numel () + 2);
  double *points = singularities.fortran_vec ();
  double result = 0.0;

  F77_INT leniw = 183*npts - 122;
  Array<F77_INT> iwork (dim_vector (leniw, 1));
  F77_INT *piwork = iwork.fortran_vec ();

  F77_INT lenw = 2*leniw - npts;
  Array<double> work (dim_vector (lenw, 1));
  double *pwork = work.fortran_vec ();

  user_fcn = f;
  F77_INT last;

  double abs_tol = absolute_tolerance ();
  double rel_tol = relative_tolerance ();

  // NEVAL and IER are output only parameters and F77_INT can not be a
  // wider type than octave_idx_type so we can create local variables
  // here that are the correct type for the Fortran subroutine and then
  // copy them to the function parameters without needing to preserve
  // and pass the values to the Fortran subroutine.

  F77_INT xneval, xier;

  F77_XFCN (dqagp, DQAGP, (user_function, lower_limit, upper_limit,
                           npts, points, abs_tol, rel_tol, result,
                           abserr, xneval, xier, leniw, lenw, last,
                           piwork, pwork));

  neval = xneval;
  ier = xier;

  return result;
}

float
DefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
{
  (*current_liboctave_error_handler) ("incorrect integration function called");
}

double
IndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                         double& abserr)
{
  double result = 0.0;

  F77_INT leniw = 128;
  Array<F77_INT> iwork (dim_vector (leniw, 1));
  F77_INT *piwork = iwork.fortran_vec ();

  F77_INT lenw = 8*leniw;
  Array<double> work (dim_vector (lenw, 1));
  double *pwork = work.fortran_vec ();

  user_fcn = f;
  F77_INT last;

  F77_INT inf;
  switch (type)
    {
    case bound_to_inf:
      inf = 1;
      break;

    case neg_inf_to_bound:
      inf = -1;
      break;

    case doubly_infinite:
      inf = 2;
      break;

    default:
      assert (0);
      break;
    }

  double abs_tol = absolute_tolerance ();
  double rel_tol = relative_tolerance ();

  // NEVAL and IER are output only parameters and F77_INT can not be a
  // wider type than octave_idx_type so we can create local variables
  // here that are the correct type for the Fortran subroutine and then
  // copy them to the function parameters without needing to preserve
  // and pass the values to the Fortran subroutine.

  F77_INT xneval, xier;

  F77_XFCN (dqagi, DQAGI, (user_function, bound, inf, abs_tol, rel_tol,
                           result, abserr, xneval, xier, leniw, lenw,
                           last, piwork, pwork));

  neval = xneval;
  ier = xier;

  return result;
}

float
IndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
{
  (*current_liboctave_error_handler) ("incorrect integration function called");
}

double
FloatDefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
{
  (*current_liboctave_error_handler) ("incorrect integration function called");
}

float
FloatDefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                            float& abserr)
{
  F77_INT npts = octave::to_f77_int (singularities.numel () + 2);
  float *points = singularities.fortran_vec ();
  float result = 0.0;

  F77_INT leniw = 183*npts - 122;
  Array<F77_INT> iwork (dim_vector (leniw, 1));
  F77_INT *piwork = iwork.fortran_vec ();

  F77_INT lenw = 2*leniw - npts;
  Array<float> work (dim_vector (lenw, 1));
  float *pwork = work.fortran_vec ();

  float_user_fcn = ff;
  F77_INT last;

  float abs_tol = single_precision_absolute_tolerance ();
  float rel_tol = single_precision_relative_tolerance ();

  // NEVAL and IER are output only parameters and F77_INT can not be a
  // wider type than octave_idx_type so we can create local variables
  // here that are the correct type for the Fortran subroutine and then
  // copy them to the function parameters without needing to preserve
  // and pass the values to the Fortran subroutine.

  F77_INT xneval, xier;

  F77_XFCN (qagp, QAGP, (float_user_function, lower_limit, upper_limit,
                         npts, points, abs_tol, rel_tol, result,
                         abserr, xneval, xier, leniw, lenw, last,
                         piwork, pwork));

  neval = xneval;
  ier = xier;

  return result;
}

double
FloatIndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
{
  (*current_liboctave_error_handler) ("incorrect integration function called");
}

float
FloatIndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
                              float& abserr)
{
  float result = 0.0;

  F77_INT leniw = 128;
  Array<F77_INT> iwork (dim_vector (leniw, 1));
  F77_INT *piwork = iwork.fortran_vec ();

  F77_INT lenw = 8*leniw;
  Array<float> work (dim_vector (lenw, 1));
  float *pwork = work.fortran_vec ();

  float_user_fcn = ff;
  F77_INT last;

  F77_INT inf;
  switch (type)
    {
    case bound_to_inf:
      inf = 1;
      break;

    case neg_inf_to_bound:
      inf = -1;
      break;

    case doubly_infinite:
      inf = 2;
      break;

    default:
      assert (0);
      break;
    }

  float abs_tol = single_precision_absolute_tolerance ();
  float rel_tol = single_precision_relative_tolerance ();

  // NEVAL and IER are output only parameters and F77_INT can not be a
  // wider type than octave_idx_type so we can create local variables
  // here that are the correct type for the Fortran subroutine and then
  // copy them to the function parameters without needing to preserve
  // and pass the values to the Fortran subroutine.

  F77_INT xneval, xier;

  F77_XFCN (qagi, QAGI, (float_user_function, bound, inf, abs_tol, rel_tol,
                         result, abserr, xneval, xier, leniw, lenw,
                         last, piwork, pwork));

  neval = xneval;
  ier = xier;

  return result;
}