Blame integration/qc25c.c

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/* integration/qc25c.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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struct fn_cauchy_params
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{
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  gsl_function *function;
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  double singularity;
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};
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static double fn_cauchy (double t, void *params);
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static void compute_moments (double cc, double *moment);
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static void
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qc25c (gsl_function * f, double a, double b, double c, 
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       double *result, double *abserr, int *err_reliable);
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static void
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qc25c (gsl_function * f, double a, double b, double c, 
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       double *result, double *abserr, int *err_reliable)
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{
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  double cc = (2 * c - b - a) / (b - a);
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  if (fabs (cc) > 1.1)
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    {
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      double resabs, resasc;
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      gsl_function weighted_function;
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      struct fn_cauchy_params fn_params;
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      fn_params.function = f;
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      fn_params.singularity = c;
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      weighted_function.function = &fn_cauchy;
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      weighted_function.params = &fn_params;
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      gsl_integration_qk15 (&weighted_function, a, b, result, abserr,
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                            &resabs, &resasc);
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      if (*abserr == resasc)
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        {
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          *err_reliable = 0;
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        }
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      else 
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        {
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          *err_reliable = 1;
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        }
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      return;
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    }
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  else
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    {
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      double cheb12[13], cheb24[25], moment[25];
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      double res12 = 0, res24 = 0;
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      size_t i;
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      gsl_integration_qcheb (f, a, b, cheb12, cheb24);
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      compute_moments (cc, moment);
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      for (i = 0; i < 13; i++)
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        {
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          res12 += cheb12[i] * moment[i];
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        }
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      for (i = 0; i < 25; i++)
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        {
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          res24 += cheb24[i] * moment[i];
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        }
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      *result = res24;
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      *abserr = fabs(res24 - res12) ;
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      *err_reliable = 0;
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      return;
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    }
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}
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static double
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fn_cauchy (double x, void *params)
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{
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  struct fn_cauchy_params *p = (struct fn_cauchy_params *) params;
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  gsl_function *f = p->function;
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  double c = p->singularity;
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  return GSL_FN_EVAL (f, x) / (x - c);
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}
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static void
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compute_moments (double cc, double *moment)
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{
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  size_t k;
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  double a0 = log (fabs ((1.0 - cc) / (1.0 + cc)));
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  double a1 = 2 + a0 * cc;
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  moment[0] = a0;
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  moment[1] = a1;
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  for (k = 2; k < 25; k++)
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    {
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      double a2;
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      if ((k % 2) == 0)
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        {
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          a2 = 2.0 * cc * a1 - a0;
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        }
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      else
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        {
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          const double km1 = k - 1.0;
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          a2 = 2.0 * cc * a1 - a0 - 4.0 / (km1 * km1 - 1.0);
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        }
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      moment[k] = a2;
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      a0 = a1;
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      a1 = a2;
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    }
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}