/* integration/rational.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 rational_check(const size_t n, const gsl_integration_fixed_params * params) { if (fabs(params->b - params->a) <= GSL_DBL_EPSILON) { GSL_ERROR("|b - a| too small", GSL_EDOM); } else if (params->alpha <= -1.0) { GSL_ERROR("alpha must be > -1", GSL_EDOM); } else if (params->beta >= 0.0 || params->alpha+params->beta+2*n >= 0.0 || 0.0 >= params->alpha+2*n) { GSL_ERROR("beta < alpha + beta + 2n < 0 is required", GSL_EDOM); } else if (params->a + params->b <= 0.0) { GSL_ERROR("a + b <= 0 is not allowed", GSL_EDOM); } else { return GSL_SUCCESS; } } static int rational_init(const size_t n, double * diag, double * subdiag, gsl_integration_fixed_params * params) { const double absum = params->beta + params->alpha; const double a1 = params->alpha + 1.0; const double aba1 = absum*a1; double ab2i = absum + 2.0; size_t i; /* construct the diagonal and subdiagonal elements of Jacobi matrix */ diag[0] = -a1/(absum + 2.0); subdiag[0] = sqrt( -diag[0] * ( params->beta + 1.0 ) / ( (absum + 2.0)*(absum + 3.0) ) ); for (i = 1; i < n-1; i++) { ab2i += 2.0; diag[i] = ( -aba1 - 2.0 * i * ( absum + i + 1.0 ) ) / ( ab2i * ( ab2i - 2.0 ) ); subdiag[i] = sqrt( (i+1.0) * ( params->alpha + i + 1.0 ) / ( ab2i - 1.0 ) * ( params->beta + i + 1.0 ) / ( ab2i * ab2i ) * ( absum + i + 1.0 ) / ( ab2i + 1.0 ) ); } diag[n-1] = ( -aba1 - 2.0 * (n-1.0) * ( absum + n ) ) / ( (absum + 2.0*n) * ( absum + 2.0*n - 2.0 ) ); subdiag[n-1] = 0.0; params->zemu = gsl_sf_gamma(params->alpha + 1.0) * gsl_sf_gamma(-absum - 1.0) / gsl_sf_gamma(-params->beta); params->shft = params->a; params->slp = params->b + params->a; params->al = params->alpha; params->be = params->beta; return GSL_SUCCESS; } static const gsl_integration_fixed_type rational_type = { rational_check, rational_init }; const gsl_integration_fixed_type *gsl_integration_fixed_rational = &rational_type;