/* integration/qag.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough * * This program 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. * * This program 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 this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include #include #include #include #include #include "initialise.c" #include "set_initial.c" #include "qpsrt.c" #include "util.c" static int qag (const gsl_function *f, const double a, const double b, const double epsabs, const double epsrel, const size_t limit, gsl_integration_workspace * workspace, double * result, double * abserr, gsl_integration_rule * q) ; int gsl_integration_qag (const gsl_function *f, double a, double b, double epsabs, double epsrel, size_t limit, int key, gsl_integration_workspace * workspace, double * result, double * abserr) { int status ; gsl_integration_rule * integration_rule = gsl_integration_qk15 ; if (key < GSL_INTEG_GAUSS15) { key = GSL_INTEG_GAUSS15 ; } else if (key > GSL_INTEG_GAUSS61) { key = GSL_INTEG_GAUSS61 ; } switch (key) { case GSL_INTEG_GAUSS15: integration_rule = gsl_integration_qk15 ; break ; case GSL_INTEG_GAUSS21: integration_rule = gsl_integration_qk21 ; break ; case GSL_INTEG_GAUSS31: integration_rule = gsl_integration_qk31 ; break ; case GSL_INTEG_GAUSS41: integration_rule = gsl_integration_qk41 ; break ; case GSL_INTEG_GAUSS51: integration_rule = gsl_integration_qk51 ; break ; case GSL_INTEG_GAUSS61: integration_rule = gsl_integration_qk61 ; break ; default: GSL_ERROR("value of key does specify a known integration rule", GSL_EINVAL) ; } status = qag (f, a, b, epsabs, epsrel, limit, workspace, result, abserr, integration_rule) ; return status ; } static int qag (const gsl_function * f, const double a, const double b, const double epsabs, const double epsrel, const size_t limit, gsl_integration_workspace * workspace, double *result, double *abserr, gsl_integration_rule * q) { double area, errsum; double result0, abserr0, resabs0, resasc0; double tolerance; size_t iteration = 0; int roundoff_type1 = 0, roundoff_type2 = 0, error_type = 0; double round_off; /* Initialize results */ initialise (workspace, a, b); *result = 0; *abserr = 0; if (limit > workspace->limit) { GSL_ERROR ("iteration limit exceeds available workspace", GSL_EINVAL) ; } if (epsabs <= 0 && (epsrel < 50 * GSL_DBL_EPSILON || epsrel < 0.5e-28)) { GSL_ERROR ("tolerance cannot be achieved with given epsabs and epsrel", GSL_EBADTOL); } /* perform the first integration */ q (f, a, b, &result0, &abserr0, &resabs0, &resasc0); set_initial_result (workspace, result0, abserr0); /* Test on accuracy */ tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (result0)); /* need IEEE rounding here to match original quadpack behavior */ round_off = GSL_COERCE_DBL (50 * GSL_DBL_EPSILON * resabs0); if (abserr0 <= round_off && abserr0 > tolerance) { *result = result0; *abserr = abserr0; GSL_ERROR ("cannot reach tolerance because of roundoff error " "on first attempt", GSL_EROUND); } else if ((abserr0 <= tolerance && abserr0 != resasc0) || abserr0 == 0.0) { *result = result0; *abserr = abserr0; return GSL_SUCCESS; } else if (limit == 1) { *result = result0; *abserr = abserr0; GSL_ERROR ("a maximum of one iteration was insufficient", GSL_EMAXITER); } area = result0; errsum = abserr0; iteration = 1; do { double a1, b1, a2, b2; double a_i, b_i, r_i, e_i; double area1 = 0, area2 = 0, area12 = 0; double error1 = 0, error2 = 0, error12 = 0; double resasc1, resasc2; double resabs1, resabs2; /* Bisect the subinterval with the largest error estimate */ retrieve (workspace, &a_i, &b_i, &r_i, &e_i); a1 = a_i; b1 = 0.5 * (a_i + b_i); a2 = b1; b2 = b_i; q (f, a1, b1, &area1, &error1, &resabs1, &resasc1); q (f, a2, b2, &area2, &error2, &resabs2, &resasc2); area12 = area1 + area2; error12 = error1 + error2; errsum += (error12 - e_i); area += area12 - r_i; if (resasc1 != error1 && resasc2 != error2) { double delta = r_i - area12; if (fabs (delta) <= 1.0e-5 * fabs (area12) && error12 >= 0.99 * e_i) { roundoff_type1++; } if (iteration >= 10 && error12 > e_i) { roundoff_type2++; } } tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (area)); if (errsum > tolerance) { if (roundoff_type1 >= 6 || roundoff_type2 >= 20) { error_type = 2; /* round off error */ } /* set error flag in the case of bad integrand behaviour at a point of the integration range */ if (subinterval_too_small (a1, a2, b2)) { error_type = 3; } } update (workspace, a1, b1, area1, error1, a2, b2, area2, error2); retrieve (workspace, &a_i, &b_i, &r_i, &e_i); iteration++; } while (iteration < limit && !error_type && errsum > tolerance); *result = sum_results (workspace); *abserr = errsum; if (errsum <= tolerance) { return GSL_SUCCESS; } else if (error_type == 2) { GSL_ERROR ("roundoff error prevents tolerance from being achieved", GSL_EROUND); } else if (error_type == 3) { GSL_ERROR ("bad integrand behavior found in the integration interval", GSL_ESING); } else if (iteration == limit) { GSL_ERROR ("maximum number of subdivisions reached", GSL_EMAXITER); } else { GSL_ERROR ("could not integrate function", GSL_EFAILED); } }