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