/* integration/jacobi.c * * Copyright (C) 2017 Konrad Griessinger, Patrick Alken * * 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. */ /* * The code in this module is based on IQPACK, specifically the LGPL * implementation found in HERMITE_RULE: * https://people.sc.fsu.edu/~jburkardt/c_src/hermite_rule/hermite_rule.html */ #include #include #include #include #include static int jacobi_check(const size_t n, const gsl_integration_fixed_params * params) { (void) n; if (fabs(params->b - params->a) <= GSL_DBL_EPSILON) { GSL_ERROR("|b - a| too small", GSL_EDOM); } else if (params->a >= params->b) { GSL_ERROR("lower integration limit must be smaller than upper limit", GSL_EDOM); } else if (params->alpha <= -1.0 || params->beta <= -1.0) { GSL_ERROR("alpha and beta must be > -1", GSL_EDOM); } else { return GSL_SUCCESS; } } static int jacobi_init(const size_t n, double * diag, double * subdiag, gsl_integration_fixed_params * params) { const double absum = params->beta + params->alpha; const double abdiff = params->beta - params->alpha; const double a2b2 = absum * abdiff; /* beta^2 - alpha^2 */ size_t i; /* construct the diagonal and subdiagonal elements of Jacobi matrix */ diag[0] = abdiff/(absum + 2.0); subdiag[0] = 2.0*sqrt((params->alpha + 1.0)*(params->beta + 1.0)/(absum + 3.0))/(absum + 2.0); for (i = 1; i < n; i++) { diag[i] = a2b2 / ( (absum + 2.0*i) * (absum + 2.0*i + 2.0) ); subdiag[i] = sqrt ( 4.0*(i + 1.0) * (params->alpha + i + 1.0) * (params->beta + i + 1.0) * (absum + i + 1.0) / ( pow((absum + 2.0*i + 2.0), 2.0) - 1.0 ) ) / ( absum + 2.0*i + 2.0 ); } params->zemu = pow(2.0, absum + 1.0) * gsl_sf_gamma(params->alpha + 1.0) * gsl_sf_gamma(params->beta + 1.0) / gsl_sf_gamma(absum + 2.0); params->shft = 0.5*(params->b + params->a); params->slp = 0.5*(params->b - params->a); params->al = params->alpha; params->be = params->beta; return GSL_SUCCESS; } static const gsl_integration_fixed_type jacobi_type = { jacobi_check, jacobi_init }; const gsl_integration_fixed_type *gsl_integration_fixed_jacobi = &jacobi_type;