/* integration/qelg.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. */ struct extrapolation_table { size_t n; double rlist2[52]; size_t nres; double res3la[3]; }; static void initialise_table (struct extrapolation_table *table); static void append_table (struct extrapolation_table *table, double y); static void initialise_table (struct extrapolation_table *table) { table->n = 0; table->nres = 0; } #ifdef JUNK static void initialise_table (struct extrapolation_table *table, double y) { table->n = 0; table->rlist2[0] = y; table->nres = 0; } #endif static void append_table (struct extrapolation_table *table, double y) { size_t n; n = table->n; table->rlist2[n] = y; table->n++; } /* static inline void qelg (size_t * n, double epstab[], double * result, double * abserr, double res3la[], size_t * nres); */ static inline void qelg (struct extrapolation_table *table, double *result, double *abserr); static inline void qelg (struct extrapolation_table *table, double *result, double *abserr) { double *epstab = table->rlist2; double *res3la = table->res3la; const size_t n = table->n - 1; const double current = epstab[n]; double absolute = GSL_DBL_MAX; double relative = 5 * GSL_DBL_EPSILON * fabs (current); const size_t newelm = n / 2; const size_t n_orig = n; size_t n_final = n; size_t i; const size_t nres_orig = table->nres; *result = current; *abserr = GSL_DBL_MAX; if (n < 2) { *result = current; *abserr = GSL_MAX_DBL (absolute, relative); return; } epstab[n + 2] = epstab[n]; epstab[n] = GSL_DBL_MAX; for (i = 0; i < newelm; i++) { double res = epstab[n - 2 * i + 2]; double e0 = epstab[n - 2 * i - 2]; double e1 = epstab[n - 2 * i - 1]; double e2 = res; double e1abs = fabs (e1); double delta2 = e2 - e1; double err2 = fabs (delta2); double tol2 = GSL_MAX_DBL (fabs (e2), e1abs) * GSL_DBL_EPSILON; double delta3 = e1 - e0; double err3 = fabs (delta3); double tol3 = GSL_MAX_DBL (e1abs, fabs (e0)) * GSL_DBL_EPSILON; double e3, delta1, err1, tol1, ss; if (err2 <= tol2 && err3 <= tol3) { /* If e0, e1 and e2 are equal to within machine accuracy, convergence is assumed. */ *result = res; absolute = err2 + err3; relative = 5 * GSL_DBL_EPSILON * fabs (res); *abserr = GSL_MAX_DBL (absolute, relative); return; } e3 = epstab[n - 2 * i]; epstab[n - 2 * i] = e1; delta1 = e1 - e3; err1 = fabs (delta1); tol1 = GSL_MAX_DBL (e1abs, fabs (e3)) * GSL_DBL_EPSILON; /* If two elements are very close to each other, omit a part of the table by adjusting the value of n */ if (err1 <= tol1 || err2 <= tol2 || err3 <= tol3) { n_final = 2 * i; break; } ss = (1 / delta1 + 1 / delta2) - 1 / delta3; /* Test to detect irregular behaviour in the table, and eventually omit a part of the table by adjusting the value of n. */ if (fabs (ss * e1) <= 0.0001) { n_final = 2 * i; break; } /* Compute a new element and eventually adjust the value of result. */ res = e1 + 1 / ss; epstab[n - 2 * i] = res; { const double error = err2 + fabs (res - e2) + err3; if (error <= *abserr) { *abserr = error; *result = res; } } } /* Shift the table */ { const size_t limexp = 50 - 1; if (n_final == limexp) { n_final = 2 * (limexp / 2); } } if (n_orig % 2 == 1) { for (i = 0; i <= newelm; i++) { epstab[1 + i * 2] = epstab[i * 2 + 3]; } } else { for (i = 0; i <= newelm; i++) { epstab[i * 2] = epstab[i * 2 + 2]; } } if (n_orig != n_final) { for (i = 0; i <= n_final; i++) { epstab[i] = epstab[n_orig - n_final + i]; } } table->n = n_final + 1; if (nres_orig < 3) { res3la[nres_orig] = *result; *abserr = GSL_DBL_MAX; } else { /* Compute error estimate */ *abserr = (fabs (*result - res3la[2]) + fabs (*result - res3la[1]) + fabs (*result - res3la[0])); res3la[0] = res3la[1]; res3la[1] = res3la[2]; res3la[2] = *result; } /* In QUADPACK the variable table->nres is incremented at the top of qelg, so it increases on every call. This leads to the array res3la being accessed when its elements are still undefined, so I have moved the update to this point so that its value more useful. */ table->nres = nres_orig + 1; *abserr = GSL_MAX_DBL (*abserr, 5 * GSL_DBL_EPSILON * fabs (*result)); return; }