class ROOT::Math::IntegratorOneDim



User Class for performing numerical integration of a function in one dimension.
It uses the plug-in manager to load advanced numerical integration algorithms from GSL, which reimplements the
algorithms used in the QUADPACK, a numerical integration package written in Fortran.

Various types of adaptive and non-adaptive integration are supported. These include
integration over infinite and semi-infinite ranges and singular integrals.

The integration type is selected using the Integration::type enumeration
in the class constructor.
The default type is adaptive integration with singularity
(ADAPTIVESINGULAR or QAGS in the QUADPACK convention) applying a Gauss-Kronrod 21-point integration rule.
In the case of ADAPTIVE type, the integration rule can also be specified via the
Integration::GKRule. The default rule is 31 points.

In the case of integration over infinite and semi-infinite ranges, the type used is always
ADAPTIVESINGULAR applying a transformation from the original interval into (0,1).

The ADAPTIVESINGULAR type is the most sophicticated type. When performances are
important, it is then recommened to use the NONADAPTIVE type in case of smooth functions or
 ADAPTIVE with a lower Gauss-Kronrod rule.

For detailed description on GSL integration algorithms see the
<A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_16.html#SEC248">GSL Manual</A>.


  @ingroup Integration


This class is also known as (typedefs to this class)

ROOT::Math::Integrator

Function Members (Methods)

public:
virtual~IntegratorOneDim()
doubleError() const
ROOT::Math::VirtualIntegratorOneDim*GetIntegrator()
doubleIntegral()
doubleIntegral(const ROOT::Math::IGenFunction& f)
doubleIntegral(const vector<double>& pts)
doubleIntegral(const ROOT::Math::IGenFunction& f, const vector<double>& pts)
doubleIntegral(double a, double b)
doubleIntegral(const ROOT::Math::IGenFunction& f, double a, double b)
doubleIntegralCauchy(double a, double b, double c)
doubleIntegralCauchy(const ROOT::Math::IGenFunction& f, double a, double b, double c)
doubleIntegralLow(double b)
doubleIntegralLow(const ROOT::Math::IGenFunction& f, double b)
doubleIntegralUp(double a)
doubleIntegralUp(const ROOT::Math::IGenFunction& f, double a)
ROOT::Math::IntegratorOneDimIntegratorOneDim(ROOT::Math::IntegrationOneDim::Type type = IntegrationOneDim::kADAPTIVE, double absTol = 1.E-9, double relTol = 1E-6, unsigned int size = 1000, unsigned int rule = 3)
ROOT::Math::IntegratorOneDimIntegratorOneDim(const ROOT::Math::IGenFunction& f, ROOT::Math::IntegrationOneDim::Type type = IntegrationOneDim::kADAPTIVE, double absTol = 1.E-9, double relTol = 1E-6, unsigned int size = 1000, int rule = 3)
doubleoperator()(double x)
doubleResult() const
voidSetAbsTolerance(double absTolerance)
voidSetFunction(const ROOT::Math::IGenFunction& f, bool copy = false)
voidSetFunction(const ROOT::Math::IMultiGenFunction& f, unsigned int icoord = 0, const double* x = 0)
voidSetRelTolerance(double relTolerance)
intStatus() const
protected:
ROOT::Math::VirtualIntegratorOneDim*CreateIntegrator(ROOT::Math::IntegrationOneDim::Type type, double absTol, double relTol, unsigned int size, int rule)
private:
ROOT::Math::IntegratorOneDimIntegratorOneDim(const ROOT::Math::IntegratorOneDim&)
ROOT::Math::IntegratorOneDim&operator=(const ROOT::Math::IntegratorOneDim&)

Data Members

private:
ROOT::Math::VirtualIntegratorOneDim*fIntegratorpointer to integrator interface class

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

void SetFunction(Function f)
double Integral(const ROOT::Math::IGenFunction& f, double a, double b)
double Integral(Function f)
double IntegralLow(const ROOT::Math::IGenFunction& f, double b)
double IntegralUp(const ROOT::Math::IGenFunction& f, double a)
double Integral(Function f, const std::vector<double> & pts)
double IntegralCauchy(const ROOT::Math::IGenFunction& f, double a, double b, double c)
IntegratorOneDim(ROOT::Math::IntegrationOneDim::Type type = IntegrationOneDim::kADAPTIVE, double absTol = 1.E-9, double relTol = 1E-6, unsigned int size = 1000, unsigned int rule = 3)
 constructors

        Constructor of one dimensional Integrator, default type is adaptive

       @param type   integration type (adaptive, non-adaptive, etc..)
       @param absTol desired absolute Error
       @param relTol desired relative Error
       @param size maximum number of sub-intervals
       @param rule  Gauss-Kronrod integration rule (only for GSL kADAPTIVE type)

       Possible type values are : kGAUSS (simple Gauss method), kADAPTIVE (from GSL), kADAPTIVESINGULAR (from GSL), kNONADAPTIVE (from GSL)
       Possible rule values are kGAUS15 (rule = 1), kGAUS21( rule = 2), kGAUS31(rule =3), kGAUS41 (rule=4), kGAUS51 (rule =5), kGAUS61(rule =6)
       lower rules are indicated for singular functions while higher for smooth functions to get better accuracies

IntegratorOneDim(const ROOT::Math::IGenFunction& f, ROOT::Math::IntegrationOneDim::Type type = IntegrationOneDim::kADAPTIVE, double absTol = 1.E-9, double relTol = 1E-6, unsigned int size = 1000, int rule = 3)
       Constructor of one dimensional Integrator passing a function interface

       @param f      integration function (1D interface). It is copied inside
       @param type   integration type (adaptive, non-adaptive, etc..)
       @param absTol desired absolute Error
       @param relTol desired relative Error
       @param size maximum number of sub-intervals
       @param rule Gauss-Kronrod integration rule (only for GSL ADAPTIVE type)

SetFunction(const ROOT::Math::IGenFunction& f, bool copy = false)
IntegratorOneDim(const ROOT::Math::IGenFunction& f, ROOT::Math::IntegrationOneDim::Type type = IntegrationOneDim::kADAPTIVE, double absTol = 1.E-9, double relTol = 1E-6, unsigned int size = 1000, int rule = 3)
        Template Constructor of one dimensional Integrator passing a generic function object

       @param f      integration function (any C++ callable object implementing operator()(double x)
       @param type   integration type (adaptive, non-adaptive, etc..)
       @param absTol desired absolute Error
       @param relTol desired relative Error
       @param size maximum number of sub-intervals
       @param rule Gauss-Kronrod integration rule (only for GSL ADAPTIVE type)

virtual ~IntegratorOneDim()
 destructor (will delete contained pointer)
IntegratorOneDim & operator=(const ROOT::Math::IntegratorOneDim& )
{ return *this; }
double Integral(const ROOT::Math::IGenFunction& f, double a, double b)
 integration methods using a function

       evaluate the Integral of a function f over the defined interval (a,b)
       @param f integration function. The function type must be a C++ callable object implementing operator()(double x)
       @param a lower value of the integration interval
       @param b upper value of the integration interval

double Integral(const ROOT::Math::IGenFunction& f, double a, double b)
       evaluate the Integral of a function f over the defined interval (a,b)
       @param f integration function. The function type must implement the mathlib::IGenFunction interface
       @param a lower value of the integration interval
       @param b upper value of the integration interval

return Integral(a,b)
double IntegralUp(const ROOT::Math::IGenFunction& f, double a)
      evaluate the Integral of a function f over the semi-infinite interval (a,+inf)
      @param f integration function. The function type must be a C++ callable object implementing operator()(double x)
      @param a lower value of the integration interval

double IntegralLow(const ROOT::Math::IGenFunction& f, double b)
      evaluate the Integral of a function f over the over the semi-infinite interval (-inf,b)
      @param f integration function. The function type must be a C++ callable object implementing operator()(double x)
      @param b upper value of the integration interval

double IntegralCauchy(const ROOT::Math::IGenFunction& f, double a, double b, double c)
      evaluate the Cauchy principal value of the integral of  a function f over the defined interval (a,b) with a singularity at c
      @param f integration function. The function type must be a C++ callable object implementing operator()(double x)
      @param a lower value of the integration interval
      @param b upper value of the integration interval
      @param c position of singularity


double operator()(double x)
       define operator() for IntegralLow

double Result()
      return  the Result of the last Integral calculation

{ return fIntegrator == 0 ? 0 : fIntegrator->Result(); }
double Error()
      return the estimate of the absolute Error of the last Integral calculation

{ return fIntegrator == 0 ? 0 : fIntegrator->Error(); }
int Status()
      return the Error Status of the last Integral calculation

{ return fIntegrator == 0 ? -1 : fIntegrator->Status(); }
void SetRelTolerance(double relTolerance)
 setter for control Parameters  (getters are not needed so far )

      set the desired relative Error

{ if (fIntegrator) fIntegrator->SetRelTolerance(relTolerance); }
void SetAbsTolerance(double absTolerance)
      set the desired absolute Error

{ if (fIntegrator) fIntegrator->SetRelTolerance(absTolerance); }
VirtualIntegratorOneDim * GetIntegrator()
      return a pointer to integrator object

{ return fIntegrator; }
VirtualIntegratorOneDim * CreateIntegrator(ROOT::Math::IntegrationOneDim::Type type, double absTol, double relTol, unsigned int size, int rule)

Last change: root/mathmore:$Id: Integrator.h 24403 2008-06-20 08:31:10Z moneta $
Last generated: 2008-06-25 08:29
Copyright (c) 2007 ROOT Foundation, CERN/PH-SFT *

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