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GaussLegendreIntegrator.h
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1// @(#)root/mathcore:$Id$
2// Authors: David Gonzalez Maline 01/2008
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2006 , LCG ROOT MathLib Team *
7 * *
8 * *
9 **********************************************************************/
10
12//
13// Created by: David Gonzalez Maline : Wed Jan 16 2008
14//
15
16#ifndef ROOT_Math_GaussLegendreIntegrator
17#define ROOT_Math_GaussLegendreIntegrator
18
19
21
22
23namespace ROOT {
24namespace Math {
25
26//___________________________________________________________________________________________
27/**
28 User class for performing function integration.
29
30 It will use the Gauss-Legendre Method for function integration in a given interval.
31 This class is implemented from TF1::Integral().
32
33 @ingroup Integration
34
35 */
36
38public:
39
40 /** Basic constructor of GaussLegendreIntegrator.
41 \@param num Number of desired points to calculate the integration.
42 \@param eps Desired relative error.
43 */
44 GaussLegendreIntegrator(int num = 10 ,double eps=1e-12);
45
46 /** Default Destructor */
47 ~GaussLegendreIntegrator() override;
48
49 /** Set the number of points used in the calculation of the
50 integral */
51 void SetNumberPoints(int num);
52
53 /** Set the desired relative Error. */
54 void SetRelTolerance (double) override;
55
56 /** This method is not implemented. */
57 void SetAbsTolerance (double) override;
58
59
60 /** Returns the arrays x and w containing the abscissa and weight of
61 the Gauss-Legendre n-point quadrature formula.
62
63 Gauss-Legendre: W(x)=1 -1<x<1
64 (j+1)P_{j+1} = (2j+1)xP_j-jP_{j-1}
65 */
66 void GetWeightVectors(double *x, double *w) const;
67
68 int GetNumberPoints() const { return fNum; }
69
70 /**
71 return number of function evaluations in calculating the integral
72 This is equivalent to the number of points
73 */
74 int NEval() const override { return fNum; }
75
76
77 /// get the option used for the integration
79
80 // set the options
81 void SetOptions(const ROOT::Math::IntegratorOneDimOptions & opt) override;
82
83private:
84
85 /**
86 Integration surrogate method. Return integral of passed function in interval [a,b]
87 Reimplement method of GaussIntegrator using CalcGaussLegendreSamplingPoints
88 */
89 double DoIntegral (double a, double b, const IGenFunction* func) override;
90
91 /**
92 Type: unsafe but fast interface filling the arrays x and w (static method)
93
94 Given the number of sampling points this routine fills the arrays x and w
95 of length num, containing the abscissa and weight of the Gauss-Legendre
97
98 Gauss-Legendre: W(x)=1 -1<x<1
99 (j+1)P_{j+1} = (2j+1)xP_j-jP_{j-1}
100
101 num is the number of sampling points (>0)
102 x and w are arrays of size num
103 eps is the relative precision
104
105 If num<=0 or eps<=0 no action is done.
106
107 Reference: Numerical Recipes in C, Second Edition
108 */
110
111
112protected:
113 int fNum; ///< Number of points used in the estimation of the integral.
114 double* fX; ///< Abscisa of the points used.
115 double* fW; ///< Weights of the points used.
116
117};
118
119} // end namespace Math
120
121} // end namespace ROOT
122
123#endif /* ROOT_Math_GaussLegendreIntegrator */
#define b(i)
Definition RSha256.hxx:100
#define a(i)
Definition RSha256.hxx:99
#define e(i)
Definition RSha256.hxx:103
User class for performing function integration.
User class for performing function integration.
void SetAbsTolerance(double) override
This method is not implemented.
void GetWeightVectors(double *x, double *w) const
Returns the arrays x and w containing the abscissa and weight of the Gauss-Legendre n-point quadratur...
ROOT::Math::IntegratorOneDimOptions Options() const override
get the option used for the integration
int NEval() const override
return number of function evaluations in calculating the integral This is equivalent to the number of...
void SetRelTolerance(double) override
Set the desired relative Error.
~GaussLegendreIntegrator() override
Default Destructor.
void CalcGaussLegendreSamplingPoints()
Type: unsafe but fast interface filling the arrays x and w (static method)
double * fX
Abscisa of the points used.
void SetOptions(const ROOT::Math::IntegratorOneDimOptions &opt) override
set the options (should be re-implemented by derived classes -if more options than tolerance exist
void SetNumberPoints(int num)
Set the number of points used in the calculation of the integral.
double DoIntegral(double a, double b, const IGenFunction *func) override
Integration surrogate method.
int fNum
Number of points used in the estimation of the integral.
double * fW
Weights of the points used.
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition IFunction.h:112
Numerical one dimensional integration options.
Double_t x[n]
Definition legend1.C:17
Namespace for new Math classes and functions.
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.