Implements the Gauss-Kronrod integration algorithm.

An Gaussian quadrature method for numerical integration in which error is estimation based on evaluation at special points known as "Kronrod points." By suitably picking these points, abscissas from previous iterations can be reused as part of the new set of points, whereas usual Gaussian quadrature would require recomputation of all abscissas at each iteration.

This class automatically handles (-inf,+inf) integrals by dividing the integration in three regions (-inf,-1), (-1,1), (1,inf) and calculating the 1st and 3rd term using a x -> 1/x coordinate transformation

This class embeds the Gauss-Kronrod integrator from the GNU Scientific Library version 1.5 and applies the 10-, 21-, 43- and 87-point rule in succession until the required target precision is reached

Definition at line 24 of file RooGaussKronrodIntegrator1D.h.

Public Member Functions
	RooGaussKronrodIntegrator1D (const RooAbsFunc &function, const RooNumIntConfig &config)
	Construct integral on 'function' using given configuration object.

	RooGaussKronrodIntegrator1D (const RooAbsFunc &function, double xmin, double xmax, const RooNumIntConfig &config)
	Construct integral on 'function' using given configuration object in the given range.

bool	checkLimits () const override
	Check that our integration range is finite and otherwise return false.

double	integral (const double *yvec=nullptr) override
	Calculate and return integral.

virtual bool	setLimits (double , double )

bool	setLimits (double xmin, double xmax) override
	Change our integration limits.

virtual bool	setLimits (double xmin, double xmax)
	Interface to set limits on integration.

bool	setUseIntegrandLimits (bool flag) override
	Interface function that allows to defer limit definition to integrand definition.

Public Member Functions inherited from RooAbsIntegrator
	RooAbsIntegrator ()

	RooAbsIntegrator (const RooAbsFunc &function, bool printEvalCounter=false)
	Copy constructor.

virtual	~RooAbsIntegrator ()=default

double	calculate (const double *yvec=nullptr)
	Calculate integral value with given array of parameter values.

const RooAbsFunc *	integrand () const
	Return integrand function binding.

double	integrand (const double x[]) const
	Return value of integrand at given observable values.

bool	isValid () const
	Is integrator in valid state.

bool	printEvalCounter () const

void	setPrintEvalCounter (bool value)

Protected Member Functions
bool	initialize ()
	Perform one-time initialization of integrator.

double *	xvec (double &xx)

Static Protected Member Functions
static void	registerIntegrator (RooNumIntFactory &fact)
	Register RooGaussKronrodIntegrator1D, its parameters and capabilities with RooNumIntConfig.

Protected Attributes
double	_epsAbs
	do not persist

double	_epsRel

bool	_useIntegrandLimits

std::vector< double >	_x

double	_xmax
	Lower integration bound.

double	_xmin

Protected Attributes inherited from RooAbsIntegrator
const RooAbsFunc *	_function = nullptr
	Pointer to function binding of integrand.

bool	_printEvalCounter = false
	If true print number of function evaluation required for integration.

bool	_valid = false
	Is integrator in valid state?

Friends
double	RooGaussKronrodIntegrator1D_GSL_GlueFunction (double x, void *data)

class	RooNumIntFactory

#include </home/sftnight/build/workspace/root-makedoc-master/rootspi/rdoc/src/master/roofit/roofitmore/src/RooGaussKronrodIntegrator1D.h>

Inheritance diagram for RooGaussKronrodIntegrator1D:

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Constructor & Destructor Documentation

◆ RooGaussKronrodIntegrator1D() [1/2]

RooGaussKronrodIntegrator1D::RooGaussKronrodIntegrator1D	(	const RooAbsFunc &	function,
		const RooNumIntConfig &	config
	)

Construct integral on 'function' using given configuration object.

The integration range is taken from the definition in the function binding

Definition at line 111 of file RooGaussKronrodIntegrator1D.cxx.

◆ RooGaussKronrodIntegrator1D() [2/2]

RooGaussKronrodIntegrator1D::RooGaussKronrodIntegrator1D	(	const RooAbsFunc &	function,
		double	xmin,
		double	xmax,
		const RooNumIntConfig &	config
	)

Construct integral on 'function' using given configuration object in the given range.

Definition at line 123 of file RooGaussKronrodIntegrator1D.cxx.

Member Function Documentation

◆ checkLimits()

bool RooGaussKronrodIntegrator1D::checkLimits ( ) const

overridevirtual

Check that our integration range is finite and otherwise return false.

Update the limits from the integrand if requested.

Reimplemented from RooAbsIntegrator.

Definition at line 171 of file RooGaussKronrodIntegrator1D.cxx.

◆ initialize()

bool RooGaussKronrodIntegrator1D::initialize ( )

protected

Perform one-time initialization of integrator.

Definition at line 139 of file RooGaussKronrodIntegrator1D.cxx.

◆ integral()

double RooGaussKronrodIntegrator1D::integral ( const double * yvec = nullptr )

overridevirtual

Calculate and return integral.

Implements RooAbsIntegrator.

Definition at line 194 of file RooGaussKronrodIntegrator1D.cxx.

◆ registerIntegrator()

void RooGaussKronrodIntegrator1D::registerIntegrator ( RooNumIntFactory & fact )

staticprotected

Register RooGaussKronrodIntegrator1D, its parameters and capabilities with RooNumIntConfig.

Definition at line 90 of file RooGaussKronrodIntegrator1D.cxx.

◆ setLimits() [1/3]

virtual bool RooAbsIntegrator::setLimits	(	double *	,
		double *
	)

inlinevirtual

Reimplemented from RooAbsIntegrator.

Definition at line 54 of file RooAbsIntegrator.h.

◆ setLimits() [2/3]

bool RooGaussKronrodIntegrator1D::setLimits	(	double *	xmin,
		double *	xmax
	)

overridevirtual

Change our integration limits.

Return true if the new limits are ok, or otherwise false. Always returns false and does nothing if this object was constructed to always use our integrand's limits.

Reimplemented from RooAbsIntegrator.

Definition at line 154 of file RooGaussKronrodIntegrator1D.cxx.