Implements the Gauss-Kronrod integration algorithm.

An adaptive Gaussian quadrature method for numerical integration in which error is estimated based on evaluation at special points known as the "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 \( x \rightarrow 1/x \) coordinate transformation.

This class embeds the adaptive Gauss-Kronrod integrator from the GNU Scientific Library version 1.5 and applies a chosen rule ( 10-, 21-, 31-, 41, 51- or 61-point). The integration domain is subdivided and recursively integrated until the required precision is reached.

For integrands with integrable singularities the Wynn epsilon rule can be selected to speed up the convergence of these integrals.

Definition at line 24 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Public Member Functions
	RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, const RooNumIntConfig &config)
	Constructor taking a function binding and a configuration object.

	RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, double xmin, double xmax, const RooNumIntConfig &config)
	Constructor taking a function binding, an integration range and a configuration object.

	~RooAdaptiveGaussKronrodIntegrator1D () override
	Destructor.

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 at at given parameter values.

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 Types
enum	DomainType { Closed , OpenLo , OpenHi , Open }

Protected Member Functions
bool	initialize ()
	Initialize integrator allocate buffers and setup GSL workspace.

double *	xvec (double &xx)

Static Protected Member Functions
static void	registerIntegrator (RooNumIntFactory &fact)
	Register this class with RooNumIntConfig as a possible choice of numeric integrator for one-dimensional integrals over finite and infinite domains.

Protected Attributes
DomainType	_domainType

double	_epsAbs
	Current coordinate.

double	_epsRel

Int_t	_maxSeg

Int_t	_methodKey

bool	_useIntegrandLimits

void *	_workspace = nullptr

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	RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction (double x, void *data)
	Glue function interacing to GSL code.

class	RooNumIntFactory

#include </home/sftnight/build/workspace/root-makedoc-v632/rootspi/rdoc/src/v6-32-00-patches/roofit/roofitmore/src/RooAdaptiveGaussKronrodIntegrator1D.h>

Inheritance diagram for RooAdaptiveGaussKronrodIntegrator1D:

[legend]

Member Enumeration Documentation

◆ DomainType

enum RooAdaptiveGaussKronrodIntegrator1D::DomainType

protected

Enumerator
Closed
OpenLo
OpenHi
Open

Definition at line 48 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Constructor & Destructor Documentation

◆ RooAdaptiveGaussKronrodIntegrator1D() [1/2]

RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D	(	const RooAbsFunc &	function,
		const RooNumIntConfig &	config
	)

Constructor taking a function binding and a configuration object.

Definition at line 186 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ RooAdaptiveGaussKronrodIntegrator1D() [2/2]

RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D	(	const RooAbsFunc &	function,
		double	xmin,
		double	xmax,
		const RooNumIntConfig &	config
	)

Constructor taking a function binding, an integration range and a configuration object.

Definition at line 203 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ ~RooAdaptiveGaussKronrodIntegrator1D()

RooAdaptiveGaussKronrodIntegrator1D::~RooAdaptiveGaussKronrodIntegrator1D ( )

override

Destructor.

Definition at line 238 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

Member Function Documentation

◆ checkLimits()

bool RooAdaptiveGaussKronrodIntegrator1D::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 270 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ initialize()

bool RooAdaptiveGaussKronrodIntegrator1D::initialize ( )

protected

Initialize integrator allocate buffers and setup GSL workspace.

Definition at line 224 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ integral()

double RooAdaptiveGaussKronrodIntegrator1D::integral ( const double * yvec = nullptr )

overridevirtual

Calculate and return integral at at given parameter values.

Implements RooAbsIntegrator.

Definition at line 312 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ registerIntegrator()

void RooAdaptiveGaussKronrodIntegrator1D::registerIntegrator ( RooNumIntFactory & fact )

staticprotected

Register this class with RooNumIntConfig as a possible choice of numeric integrator for one-dimensional integrals over finite and infinite domains.

Definition at line 156 of file RooAdaptiveGaussKronrodIntegrator1D.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 RooAdaptiveGaussKronrodIntegrator1D::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 252 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.