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/* integration/qk.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 <float.h>
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#include <math.h>
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#include <gsl/gsl_integration.h>
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#include "err.c"
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void
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gsl_integration_qk (const int n,
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const double xgk[], const double wg[], const double wgk[],
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double fv1[], double fv2[],
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const gsl_function * f, double a, double b,
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double *result, double *abserr,
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double *resabs, double *resasc)
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{
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const double center = 0.5 * (a + b);
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const double half_length = 0.5 * (b - a);
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const double abs_half_length = fabs (half_length);
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const double f_center = GSL_FN_EVAL (f, center);
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double result_gauss = 0;
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double result_kronrod = f_center * wgk[n - 1];
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double result_abs = fabs (result_kronrod);
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double result_asc = 0;
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double mean = 0, err = 0;
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int j;
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if (n % 2 == 0)
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{
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result_gauss = f_center * wg[n / 2 - 1];
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}
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for (j = 0; j < (n - 1) / 2; j++)
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{
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const int jtw = j * 2 + 1; /* in original fortran j=1,2,3 jtw=2,4,6 */
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const double abscissa = half_length * xgk[jtw];
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const double fval1 = GSL_FN_EVAL (f, center - abscissa);
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const double fval2 = GSL_FN_EVAL (f, center + abscissa);
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const double fsum = fval1 + fval2;
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fv1[jtw] = fval1;
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fv2[jtw] = fval2;
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result_gauss += wg[j] * fsum;
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result_kronrod += wgk[jtw] * fsum;
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result_abs += wgk[jtw] * (fabs (fval1) + fabs (fval2));
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}
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for (j = 0; j < n / 2; j++)
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{
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int jtwm1 = j * 2;
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const double abscissa = half_length * xgk[jtwm1];
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const double fval1 = GSL_FN_EVAL (f, center - abscissa);
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const double fval2 = GSL_FN_EVAL (f, center + abscissa);
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fv1[jtwm1] = fval1;
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fv2[jtwm1] = fval2;
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result_kronrod += wgk[jtwm1] * (fval1 + fval2);
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result_abs += wgk[jtwm1] * (fabs (fval1) + fabs (fval2));
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};
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mean = result_kronrod * 0.5;
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result_asc = wgk[n - 1] * fabs (f_center - mean);
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for (j = 0; j < n - 1; j++)
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{
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result_asc += wgk[j] * (fabs (fv1[j] - mean) + fabs (fv2[j] - mean));
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}
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/* scale by the width of the integration region */
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err = (result_kronrod - result_gauss) * half_length;
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result_kronrod *= half_length;
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result_abs *= abs_half_length;
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result_asc *= abs_half_length;
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*result = result_kronrod;
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*resabs = result_abs;
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*resasc = result_asc;
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*abserr = rescale_error (err, result_abs, result_asc);
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}
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