Commit 9c6b092ed7d700dc1e8672fa81d7fa9aeb1fb042
1 parent
784e9fe5
make trapzd() public
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153 additions
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139 deletions
include/GIntegral.hpp
| @@ -4,10 +4,18 @@ | @@ -4,10 +4,18 @@ | ||
| 4 | * copyright (C) 2010-2011 by Jurgen Knodlseder * | 4 | * copyright (C) 2010-2011 by Jurgen Knodlseder * |
| 5 | * ----------------------------------------------------------------------- * | 5 | * ----------------------------------------------------------------------- * |
| 6 | * * | 6 | * * |
| 7 | - * This program is free software; you can redistribute it and/or modify * | ||
| 8 | - * it under the terms of the GNU General Public License as published by * | ||
| 9 | - * the Free Software Foundation; either version 2 of the License, or * | ||
| 10 | - * (at your option) any later version. * | 7 | + * This program is free software: you can redistribute it and/or modify * |
| 8 | + * it under the terms of the GNU General Public License as published by * | ||
| 9 | + * the Free Software Foundation, either version 3 of the License, or * | ||
| 10 | + * (at your option) any later version. * | ||
| 11 | + * * | ||
| 12 | + * This program is distributed in the hope that it will be useful, * | ||
| 13 | + * but WITHOUT ANY WARRANTY; without even the implied warranty of * | ||
| 14 | + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * | ||
| 15 | + * GNU General Public License for more details. * | ||
| 16 | + * * | ||
| 17 | + * You should have received a copy of the GNU General Public License * | ||
| 18 | + * along with this program. If not, see <http://www.gnu.org/licenses/>. * | ||
| 11 | * * | 19 | * * |
| 12 | ***************************************************************************/ | 20 | ***************************************************************************/ |
| 13 | /** | 21 | /** |
| @@ -64,6 +72,7 @@ public: | @@ -64,6 +72,7 @@ public: | ||
| 64 | void integrand(GIntegrand* integrand) { m_integrand=integrand; } | 72 | void integrand(GIntegrand* integrand) { m_integrand=integrand; } |
| 65 | const GIntegrand* integrand(void) const { return m_integrand; } | 73 | const GIntegrand* integrand(void) const { return m_integrand; } |
| 66 | double romb(double a, double b, int k = 5); | 74 | double romb(double a, double b, int k = 5); |
| 75 | + double trapzd(double a, double b, int n = 1, double result = 0.0); | ||
| 67 | std::string print(void) const; | 76 | std::string print(void) const; |
| 68 | 77 | ||
| 69 | protected: | 78 | protected: |
| @@ -72,7 +81,6 @@ protected: | @@ -72,7 +81,6 @@ protected: | ||
| 72 | void copy_members(const GIntegral& integral); | 81 | void copy_members(const GIntegral& integral); |
| 73 | void free_members(void); | 82 | void free_members(void); |
| 74 | double polint(double* xa, double* ya, int n, double x, double *dy); | 83 | double polint(double* xa, double* ya, int n, double x, double *dy); |
| 75 | - double trapzd(double a, double b, int n, double result); | ||
| 76 | 84 | ||
| 77 | // Protected data area | 85 | // Protected data area |
| 78 | GIntegrand* m_integrand; //!< Pointer to integrand | 86 | GIntegrand* m_integrand; //!< Pointer to integrand |
src/numerics/GIntegral.cpp
| @@ -196,63 +196,157 @@ double GIntegral::romb(double a, double b, int k) | @@ -196,63 +196,157 @@ double GIntegral::romb(double a, double b, int k) | ||
| 196 | double result = 0.0; | 196 | double result = 0.0; |
| 197 | double ss = 0.0; | 197 | double ss = 0.0; |
| 198 | double dss = 0.0; | 198 | double dss = 0.0; |
| 199 | + | ||
| 200 | + // Continue only if integration range is valid | ||
| 201 | + if (b > a) { | ||
| 202 | + | ||
| 203 | + // Allocate temporal storage | ||
| 204 | + double* s = new double[m_max_iter+2]; | ||
| 205 | + double* h = new double[m_max_iter+2]; | ||
| 206 | + | ||
| 207 | + // Initialise step size | ||
| 208 | + h[1] = 1.0; | ||
| 209 | + s[0] = 0.0; | ||
| 210 | + | ||
| 211 | + // Iterative loop | ||
| 212 | + for (m_iter = 1; m_iter <= m_max_iter; ++m_iter) { | ||
| 213 | + | ||
| 214 | + // Integration using Trapezoid rule | ||
| 215 | + s[m_iter] = trapzd(a, b, m_iter, s[m_iter-1]); | ||
| 216 | + | ||
| 217 | + // Compile option: Check for NaN/Inf | ||
| 218 | + #if defined(G_NAN_CHECK) | ||
| 219 | + if (isnotanumber(s[m_iter]) || isinfinite(s[m_iter])) { | ||
| 220 | + std::cout << "*** ERROR: GIntegral::romb"; | ||
| 221 | + std::cout << "(a=" << a << ", b=" << b << ", k=" << k << "):"; | ||
| 222 | + std::cout << " NaN/Inf encountered"; | ||
| 223 | + std::cout << " (s[" << m_iter << "]=" << s[m_iter] << ")"; | ||
| 224 | + std::cout << std::endl; | ||
| 225 | + } | ||
| 226 | + #endif | ||
| 227 | + | ||
| 228 | + // Starting from iteration k on, use polynomial interpolation | ||
| 229 | + if (m_iter >= k) { | ||
| 230 | + ss = polint(&h[m_iter-k], &s[m_iter-k], k, 0.0, &dss); | ||
| 231 | + if (std::abs(dss) <= m_eps * std::abs(ss)) { | ||
| 232 | + converged = true; | ||
| 233 | + result = ss; | ||
| 234 | + break; | ||
| 235 | + } | ||
| 236 | + } | ||
| 199 | 237 | ||
| 200 | - // Allocate temporal storage | ||
| 201 | - double* s = new double[m_max_iter+2]; | ||
| 202 | - double* h = new double[m_max_iter+2]; | ||
| 203 | - | ||
| 204 | - // Initialise step size | ||
| 205 | - h[1] = 1.0; | ||
| 206 | - s[0] = 0.0; | 238 | + // Reduce step size |
| 239 | + h[m_iter+1]= 0.25 * h[m_iter]; | ||
| 207 | 240 | ||
| 208 | - // Loop | ||
| 209 | - for (m_iter = 1; m_iter <= m_max_iter; ++m_iter) { | 241 | + } // endfor: iterative loop |
| 210 | 242 | ||
| 211 | - // Integration using Trapezoid rule | ||
| 212 | - s[m_iter] = trapzd(a, b, m_iter, s[m_iter-1]); | 243 | + // Free temporal storage |
| 244 | + delete [] s; | ||
| 245 | + delete [] h; | ||
| 213 | 246 | ||
| 214 | - // Compile option: Check for NaN/Inf | ||
| 215 | - #if defined(G_NAN_CHECK) | ||
| 216 | - if (std::isnan(s[m_iter]) || std::isinf(s[m_iter])) { | ||
| 217 | - std::cout << "*** ERROR: GIntegral::romb"; | ||
| 218 | - std::cout << "(a=" << a << ", b=" << b << ", k=" << k << "):"; | ||
| 219 | - std::cout << " NaN/Inf encountered"; | ||
| 220 | - std::cout << " (s[" << m_iter << "]=" << s[m_iter] << ")"; | ||
| 221 | - std::cout << std::endl; | ||
| 222 | - } | ||
| 223 | - #endif | ||
| 224 | - | ||
| 225 | - // Starting from iteration k on, use polynomial interpolation | ||
| 226 | - if (m_iter >= k) { | ||
| 227 | - ss = polint(&h[m_iter-k], &s[m_iter-k], k, 0.0, &dss); | ||
| 228 | - if (std::abs(dss) <= m_eps * std::abs(ss)) { | ||
| 229 | - converged = true; | ||
| 230 | - result = ss; | ||
| 231 | - break; | 247 | + // Dump warning |
| 248 | + if (!m_silent) { | ||
| 249 | + if (!converged) { | ||
| 250 | + std::cout << "*** WARNING: GIntegral::romb: "; | ||
| 251 | + std::cout << "Integration did not converge "; | ||
| 252 | + std::cout << "(iter=" << m_iter; | ||
| 253 | + std::cout << ", result=" << ss; | ||
| 254 | + std::cout << ", d=" << std::abs(dss); | ||
| 255 | + std::cout << " > " << m_eps * std::abs(ss) << ")"; | ||
| 256 | + std::cout << std::endl; | ||
| 257 | + throw; | ||
| 232 | } | 258 | } |
| 233 | } | 259 | } |
| 260 | + | ||
| 261 | + } // endif: integration range was valid | ||
| 262 | + | ||
| 263 | + // Return result | ||
| 264 | + return result; | ||
| 265 | +} | ||
| 234 | 266 | ||
| 235 | - // Reduce step size | ||
| 236 | - h[m_iter+1]= 0.25 * h[m_iter]; | ||
| 237 | 267 | ||
| 268 | +/***********************************************************************//** | ||
| 269 | + * @brief Perform Trapezoidal integration | ||
| 270 | + * | ||
| 271 | + * @param[in] a Left integration boundary. | ||
| 272 | + * @param[in] b Right integration boundary. | ||
| 273 | + * @param[in] n Number of steps. | ||
| 274 | + * @param[in] result Result from a previous trapezoidal integration step. | ||
| 275 | + * | ||
| 276 | + * The original Numerical Recipes function had result declared as a static | ||
| 277 | + * variable, yet this led to some untrackable integration problems. For this | ||
| 278 | + * reason, previous results are now passed using an argument. | ||
| 279 | + * Result initialisation is done if n=1. | ||
| 280 | + ***************************************************************************/ | ||
| 281 | +double GIntegral::trapzd(double a, double b, int n, double result) | ||
| 282 | +{ | ||
| 283 | + // Handle case of identical boundaries | ||
| 284 | + if (a == b) { | ||
| 285 | + result = 0.0; | ||
| 238 | } | 286 | } |
| 287 | + | ||
| 288 | + // ... otherwise use trapeziodal rule | ||
| 289 | + else { | ||
| 290 | + | ||
| 291 | + // Case A: Only a single step is requested | ||
| 292 | + if (n == 1) { | ||
| 293 | + | ||
| 294 | + // Evaluate integrand at boundaries | ||
| 295 | + double y_a = m_integrand->eval(a); | ||
| 296 | + double y_b = m_integrand->eval(b); | ||
| 297 | + | ||
| 298 | + // Compute result | ||
| 299 | + result = 0.5*(b-a)*(m_integrand->eval(a) + m_integrand->eval(b)); | ||
| 300 | + | ||
| 301 | + } // endif: only a single step was requested | ||
| 239 | 302 | ||
| 240 | - // Free temporal storage | ||
| 241 | - delete [] s; | ||
| 242 | - delete [] h; | ||
| 243 | - | ||
| 244 | - // Dump warning | ||
| 245 | - if (!m_silent) { | ||
| 246 | - if (!converged) { | ||
| 247 | - std::cout << "*** WARNING: GIntegral::romb: "; | ||
| 248 | - std::cout << "Integration did not converge "; | ||
| 249 | - std::cout << "(iter=" << m_iter; | ||
| 250 | - std::cout << ", result=" << ss; | ||
| 251 | - std::cout << ", d=" << std::abs(dss); | ||
| 252 | - std::cout << " > " << m_eps * std::abs(ss) << ")"; | ||
| 253 | - std::cout << std::endl; | 303 | + // Case B: More than a single step is requested |
| 304 | + else { | ||
| 305 | + // Compute step level 2^(n-1) | ||
| 306 | + int it = 1; | ||
| 307 | + for (int j = 1; j < n-1; ++j) | ||
| 308 | + it <<= 1; | ||
| 309 | + | ||
| 310 | + // Verify that step level is valid | ||
| 311 | + if (it == 0) { | ||
| 312 | + std::cout << "*** ERROR: GIntegral::trapzd("; | ||
| 313 | + std::cout << "a=" << a << ", b=" << b << ", n=" << n; | ||
| 314 | + std::cout << ", result=" << result << "): it=" << it << ". "; | ||
| 315 | + std::cout << "Looks like an overflow?"; | ||
| 316 | + std::cout << std::endl; | ||
| 317 | + } | ||
| 318 | + | ||
| 319 | + // Set step size | ||
| 320 | + double tnm = double(it); | ||
| 321 | + double del = (b-a)/tnm; | ||
| 322 | + | ||
| 323 | + // Verify that step is >0 | ||
| 324 | + if (del == 0) { | ||
| 325 | + std::cout << "*** ERROR: GIntegral::trapzd("; | ||
| 326 | + std::cout << "a=" << a << ", b=" << b << ", n=" << n; | ||
| 327 | + std::cout << ", result=" << result << "): del=" << del << ". "; | ||
| 328 | + std::cout << "Step is too small to make sense."; | ||
| 329 | + std::cout << std::endl; | ||
| 330 | + } | ||
| 331 | + | ||
| 332 | + // Sum up values | ||
| 333 | + double x = a + 0.5*del; | ||
| 334 | + double sum = 0.0; | ||
| 335 | + for (int j = 0; j < it; ++j, x+=del) { | ||
| 336 | + | ||
| 337 | + // Evaluate integrand | ||
| 338 | + double y = m_integrand->eval(x); | ||
| 339 | + | ||
| 340 | + // Add integrand | ||
| 341 | + sum += y; | ||
| 342 | + | ||
| 343 | + } // endfor: looped over steps | ||
| 344 | + | ||
| 345 | + // Set result | ||
| 346 | + result = 0.5*(result + (b-a)*sum/tnm); | ||
| 254 | } | 347 | } |
| 255 | - } | 348 | + |
| 349 | + } // endelse: trapeziodal rule was applied | ||
| 256 | 350 | ||
| 257 | // Return result | 351 | // Return result |
| 258 | return result; | 352 | return result; |
| @@ -411,94 +505,6 @@ double GIntegral::polint(double* xa, double* ya, int n, double x, double *dy) | @@ -411,94 +505,6 @@ double GIntegral::polint(double* xa, double* ya, int n, double x, double *dy) | ||
| 411 | } | 505 | } |
| 412 | 506 | ||
| 413 | 507 | ||
| 414 | -/***********************************************************************//** | ||
| 415 | - * @brief Perform Trapezoidal integration | ||
| 416 | - * | ||
| 417 | - * @param[in] a Left integration boundary. | ||
| 418 | - * @param[in] b Right integration boundary. | ||
| 419 | - * @param[in] n Number of steps. | ||
| 420 | - * @param[in] result Result from a previous trapezoidal integration step. | ||
| 421 | - * | ||
| 422 | - * The original Numerical Recipes function had result declared as a static | ||
| 423 | - * variable, yet this led to some untrackable integration problems. For this | ||
| 424 | - * reason, previous results are now passed using an argument. | ||
| 425 | - * Result initialisation is done if n=1. | ||
| 426 | - ***************************************************************************/ | ||
| 427 | -double GIntegral::trapzd(double a, double b, int n, double result) | ||
| 428 | -{ | ||
| 429 | - // Handle case of identical boundaries | ||
| 430 | - if (a == b) { | ||
| 431 | - result = 0.0; | ||
| 432 | - } | ||
| 433 | - | ||
| 434 | - // ... otherwise use trapeziodal rule | ||
| 435 | - else { | ||
| 436 | - | ||
| 437 | - // Case A: Only a single step is requested | ||
| 438 | - if (n == 1) { | ||
| 439 | - | ||
| 440 | - // Evaluate integrand at boundaries | ||
| 441 | - double y_a = m_integrand->eval(a); | ||
| 442 | - double y_b = m_integrand->eval(b); | ||
| 443 | - | ||
| 444 | - // Compute result | ||
| 445 | - result = 0.5*(b-a)*(m_integrand->eval(a) + m_integrand->eval(b)); | ||
| 446 | - | ||
| 447 | - } // endif: only a single step was requested | ||
| 448 | - | ||
| 449 | - // Case B: More than a single step is requested | ||
| 450 | - else { | ||
| 451 | - // Compute step level 2^(n-1) | ||
| 452 | - int it = 1; | ||
| 453 | - for (int j = 1; j < n-1; ++j) | ||
| 454 | - it <<= 1; | ||
| 455 | - | ||
| 456 | - // Verify that step level is valid | ||
| 457 | - if (it == 0) { | ||
| 458 | - std::cout << "*** ERROR: GIntegral::trapzd("; | ||
| 459 | - std::cout << "a=" << a << ", b=" << b << ", n=" << n; | ||
| 460 | - std::cout << ", result=" << result << "): it=" << it << ". "; | ||
| 461 | - std::cout << "Looks like an overflow?"; | ||
| 462 | - std::cout << std::endl; | ||
| 463 | - } | ||
| 464 | - | ||
| 465 | - // Set step size | ||
| 466 | - double tnm = double(it); | ||
| 467 | - double del = (b-a)/tnm; | ||
| 468 | - | ||
| 469 | - // Verify that step is >0 | ||
| 470 | - if (it == 0) { | ||
| 471 | - std::cout << "*** ERROR: GIntegral::trapzd("; | ||
| 472 | - std::cout << "a=" << a << ", b=" << b << ", n=" << n; | ||
| 473 | - std::cout << ", result=" << result << "): del=" << del << ". "; | ||
| 474 | - std::cout << "Step is too small to make sense."; | ||
| 475 | - std::cout << std::endl; | ||
| 476 | - } | ||
| 477 | - | ||
| 478 | - // Sum up values | ||
| 479 | - double x = a + 0.5*del; | ||
| 480 | - double sum = 0.0; | ||
| 481 | - for (int j = 0; j < it; ++j, x+=del) { | ||
| 482 | - | ||
| 483 | - // Evaluate integrand | ||
| 484 | - double y = m_integrand->eval(x); | ||
| 485 | - | ||
| 486 | - // Add integrand | ||
| 487 | - sum += y; | ||
| 488 | - | ||
| 489 | - } // endfor: looped over steps | ||
| 490 | - | ||
| 491 | - // Set result | ||
| 492 | - result = 0.5*(result + (b-a)*sum/tnm); | ||
| 493 | - } | ||
| 494 | - | ||
| 495 | - } // endelse: trapeziodal rule was applied | ||
| 496 | - | ||
| 497 | - // Return result | ||
| 498 | - return result; | ||
| 499 | -} | ||
| 500 | - | ||
| 501 | - | ||
| 502 | /*========================================================================== | 508 | /*========================================================================== |
| 503 | = = | 509 | = = |
| 504 | = Friends = | 510 | = Friends = |