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/* integration/qag.c
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <stdlib.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_integration.h>
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#include "initialise.c"
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#include "set_initial.c"
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#include "qpsrt.c"
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#include "util.c"
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static int
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qag (const gsl_function *f,
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const double a, const double b,
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const double epsabs, const double epsrel,
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const size_t limit,
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gsl_integration_workspace * workspace,
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double * result, double * abserr,
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gsl_integration_rule * q) ;
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int
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gsl_integration_qag (const gsl_function *f,
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double a, double b,
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double epsabs, double epsrel, size_t limit,
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int key,
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gsl_integration_workspace * workspace,
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double * result, double * abserr)
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{
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int status ;
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gsl_integration_rule * integration_rule = gsl_integration_qk15 ;
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if (key < GSL_INTEG_GAUSS15)
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{
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key = GSL_INTEG_GAUSS15 ;
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}
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else if (key > GSL_INTEG_GAUSS61)
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{
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key = GSL_INTEG_GAUSS61 ;
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}
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switch (key)
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{
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case GSL_INTEG_GAUSS15:
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integration_rule = gsl_integration_qk15 ;
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break ;
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case GSL_INTEG_GAUSS21:
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integration_rule = gsl_integration_qk21 ;
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break ;
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case GSL_INTEG_GAUSS31:
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integration_rule = gsl_integration_qk31 ;
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break ;
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case GSL_INTEG_GAUSS41:
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integration_rule = gsl_integration_qk41 ;
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break ;
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case GSL_INTEG_GAUSS51:
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integration_rule = gsl_integration_qk51 ;
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break ;
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case GSL_INTEG_GAUSS61:
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integration_rule = gsl_integration_qk61 ;
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break ;
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default:
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GSL_ERROR("value of key does specify a known integration rule",
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GSL_EINVAL) ;
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}
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status = qag (f, a, b, epsabs, epsrel, limit,
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workspace,
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result, abserr,
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integration_rule) ;
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return status ;
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}
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static int
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qag (const gsl_function * f,
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const double a, const double b,
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const double epsabs, const double epsrel,
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const size_t limit,
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gsl_integration_workspace * workspace,
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double *result, double *abserr,
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gsl_integration_rule * q)
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{
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double area, errsum;
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double result0, abserr0, resabs0, resasc0;
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double tolerance;
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size_t iteration = 0;
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int roundoff_type1 = 0, roundoff_type2 = 0, error_type = 0;
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double round_off;
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/* Initialize results */
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initialise (workspace, a, b);
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*result = 0;
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*abserr = 0;
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if (limit > workspace->limit)
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{
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GSL_ERROR ("iteration limit exceeds available workspace", GSL_EINVAL) ;
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}
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if (epsabs <= 0 && (epsrel < 50 * GSL_DBL_EPSILON || epsrel < 0.5e-28))
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{
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GSL_ERROR ("tolerance cannot be achieved with given epsabs and epsrel",
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GSL_EBADTOL);
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}
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/* perform the first integration */
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q (f, a, b, &result0, &abserr0, &resabs0, &resasc0);
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set_initial_result (workspace, result0, abserr0);
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/* Test on accuracy */
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tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (result0));
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/* need IEEE rounding here to match original quadpack behavior */
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round_off = GSL_COERCE_DBL (50 * GSL_DBL_EPSILON * resabs0);
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if (abserr0 <= round_off && abserr0 > tolerance)
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{
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*result = result0;
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*abserr = abserr0;
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GSL_ERROR ("cannot reach tolerance because of roundoff error "
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"on first attempt", GSL_EROUND);
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}
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else if ((abserr0 <= tolerance && abserr0 != resasc0) || abserr0 == 0.0)
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{
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*result = result0;
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*abserr = abserr0;
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return GSL_SUCCESS;
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}
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else if (limit == 1)
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{
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*result = result0;
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*abserr = abserr0;
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GSL_ERROR ("a maximum of one iteration was insufficient", GSL_EMAXITER);
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}
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area = result0;
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errsum = abserr0;
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iteration = 1;
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do
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{
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double a1, b1, a2, b2;
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double a_i, b_i, r_i, e_i;
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double area1 = 0, area2 = 0, area12 = 0;
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double error1 = 0, error2 = 0, error12 = 0;
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double resasc1, resasc2;
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double resabs1, resabs2;
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/* Bisect the subinterval with the largest error estimate */
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retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
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a1 = a_i;
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b1 = 0.5 * (a_i + b_i);
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a2 = b1;
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b2 = b_i;
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q (f, a1, b1, &area1, &error1, &resabs1, &resasc1);
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q (f, a2, b2, &area2, &error2, &resabs2, &resasc2);
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area12 = area1 + area2;
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error12 = error1 + error2;
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errsum += (error12 - e_i);
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area += area12 - r_i;
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if (resasc1 != error1 && resasc2 != error2)
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{
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double delta = r_i - area12;
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if (fabs (delta) <= 1.0e-5 * fabs (area12) && error12 >= 0.99 * e_i)
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{
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roundoff_type1++;
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}
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if (iteration >= 10 && error12 > e_i)
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{
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roundoff_type2++;
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}
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}
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tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (area));
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if (errsum > tolerance)
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{
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if (roundoff_type1 >= 6 || roundoff_type2 >= 20)
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{
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error_type = 2; /* round off error */
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}
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/* set error flag in the case of bad integrand behaviour at
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a point of the integration range */
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if (subinterval_too_small (a1, a2, b2))
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{
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error_type = 3;
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}
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}
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update (workspace, a1, b1, area1, error1, a2, b2, area2, error2);
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retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
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iteration++;
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}
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while (iteration < limit && !error_type && errsum > tolerance);
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*result = sum_results (workspace);
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*abserr = errsum;
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if (errsum <= tolerance)
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{
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return GSL_SUCCESS;
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}
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else if (error_type == 2)
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{
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GSL_ERROR ("roundoff error prevents tolerance from being achieved",
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GSL_EROUND);
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}
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else if (error_type == 3)
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{
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GSL_ERROR ("bad integrand behavior found in the integration interval",
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GSL_ESING);
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}
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else if (iteration == limit)
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{
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GSL_ERROR ("maximum number of subdivisions reached", GSL_EMAXITER);
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}
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else
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{
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GSL_ERROR ("could not integrate function", GSL_EFAILED);
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}
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}
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