// RooAdaptiveGaussKronrodIntegrator1D implements the Gauss-Kronrod integration algorithm.
//
// An adaptive 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 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 singulaties the Wynn epsilon rule
// can be selected to speed up the converges of these integrals
// END_HTML
#include "RooFit.h"
#include <assert.h>
#include <stdlib.h>
#include "TClass.h"
#include "Riostream.h"
#include "RooAdaptiveGaussKronrodIntegrator1D.h"
#include "RooArgSet.h"
#include "RooRealVar.h"
#include "RooNumber.h"
#include "RooNumIntFactory.h"
#include "RooIntegratorBinding.h"
#include "TMath.h"
#include "RooMsgService.h"
using namespace std ;
ClassImp(RooAdaptiveGaussKronrodIntegrator1D)
;
struct gsl_function_struct
{
double (* function) (double x, void * params);
void * params;
};
typedef struct gsl_function_struct gsl_function ;
#define GSL_FN_EVAL(F,x) (*((F)->function))(x,(F)->params)
typedef struct
{
size_t limit;
size_t size;
size_t nrmax;
size_t i;
size_t maximum_level;
double *alist;
double *blist;
double *rlist;
double *elist;
size_t *order;
size_t *level;
}
gsl_integration_workspace;
gsl_integration_workspace *
gsl_integration_workspace_alloc (const size_t n);
void
gsl_integration_workspace_free (gsl_integration_workspace * w);
int gsl_integration_qag (const gsl_function * f,
double a, double b,
double epsabs, double epsrel, size_t limit,
int key,
gsl_integration_workspace * workspace,
double *result, double *abserr);
int
gsl_integration_qags (const gsl_function *f,
double a, double b,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double * result, double * abserr) ;
int
gsl_integration_qagi (gsl_function * f,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr) ;
int
gsl_integration_qagil (gsl_function * f,
double b,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr) ;
int
gsl_integration_qagiu (gsl_function * f,
double a,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr) ;
void RooAdaptiveGaussKronrodIntegrator1D::registerIntegrator(RooNumIntFactory& fact)
{
RooRealVar maxSeg("maxSeg","maximum number of segments",100) ;
RooCategory method("method","Integration method for each segment") ;
method.defineType("WynnEpsilon",0) ;
method.defineType("15Points",1) ;
method.defineType("21Points",2) ;
method.defineType("31Points",3) ;
method.defineType("41Points",4) ;
method.defineType("51Points",5) ;
method.defineType("61Points",6) ;
method.setIndex(2) ;
fact.storeProtoIntegrator(new RooAdaptiveGaussKronrodIntegrator1D(),RooArgSet(maxSeg,method)) ;
}
RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D() : _x(0), _workspace(0)
{
}
RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D(const RooAbsFunc& function,
const RooNumIntConfig& config) :
RooAbsIntegrator(function),
_epsAbs(config.epsRel()),
_epsRel(config.epsAbs()),
_workspace(0)
{
const RooArgSet& confSet = config.getConfigSection(IsA()->GetName()) ;
_maxSeg = (Int_t) confSet.getRealValue("maxSeg",100) ;
_methodKey = confSet.getCatIndex("method",2) ;
_useIntegrandLimits= kTRUE;
_valid= initialize();
}
RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D(const RooAbsFunc& function,
Double_t xmin, Double_t xmax,
const RooNumIntConfig& config) :
RooAbsIntegrator(function),
_epsAbs(config.epsRel()),
_epsRel(config.epsAbs()),
_workspace(0),
_xmin(xmin),
_xmax(xmax)
{
const RooArgSet& confSet = config.getConfigSection(IsA()->GetName()) ;
_maxSeg = (Int_t) confSet.getRealValue("maxSeg",100) ;
_methodKey = confSet.getCatIndex("method",2) ;
_useIntegrandLimits= kFALSE;
_valid= initialize();
}
RooAbsIntegrator* RooAdaptiveGaussKronrodIntegrator1D::clone(const RooAbsFunc& function, const RooNumIntConfig& config) const
{
return new RooAdaptiveGaussKronrodIntegrator1D(function,config) ;
}
Bool_t RooAdaptiveGaussKronrodIntegrator1D::initialize()
{
_x = new Double_t[_function->getDimension()] ;
_workspace = gsl_integration_workspace_alloc (_maxSeg) ;
return checkLimits();
}
RooAdaptiveGaussKronrodIntegrator1D::~RooAdaptiveGaussKronrodIntegrator1D()
{
if (_workspace) {
gsl_integration_workspace_free ((gsl_integration_workspace*) _workspace) ;
}
if (_x) {
delete[] _x ;
}
}
Bool_t RooAdaptiveGaussKronrodIntegrator1D::setLimits(Double_t* xmin, Double_t* xmax)
{
if(_useIntegrandLimits) {
coutE(Integration) << "RooAdaptiveGaussKronrodIntegrator1D::setLimits: cannot override integrand's limits" << endl;
return kFALSE;
}
_xmin= *xmin;
_xmax= *xmax;
return checkLimits();
}
Bool_t RooAdaptiveGaussKronrodIntegrator1D::checkLimits() const
{
if(_useIntegrandLimits) {
assert(0 != integrand() && integrand()->isValid());
_xmin= integrand()->getMinLimit(0);
_xmax= integrand()->getMaxLimit(0);
}
Bool_t infLo= RooNumber::isInfinite(_xmin);
Bool_t infHi= RooNumber::isInfinite(_xmax);
if (!infLo && !infHi) {
_domainType = Closed ;
} else if (infLo && infHi) {
_domainType = Open ;
} else if (infLo && !infHi) {
_domainType = OpenLo ;
} else {
_domainType = OpenHi ;
}
return kTRUE ;
}
double RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction(double x, void *data)
{
RooAdaptiveGaussKronrodIntegrator1D* instance = (RooAdaptiveGaussKronrodIntegrator1D*) data ;
return instance->integrand(instance->xvec(x)) ;
}
Double_t RooAdaptiveGaussKronrodIntegrator1D::integral(const Double_t *yvec)
{
assert(isValid());
if (yvec) {
UInt_t i ; for (i=0 ; i<_function->getDimension()-1 ; i++) {
_x[i+1] = yvec[i] ;
}
}
gsl_function F;
F.function = &RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction ;
F.params = this ;
double result, error;
switch(_domainType) {
case Closed:
if (_methodKey==0) {
gsl_integration_qags (&F, _xmin, _xmax, _epsAbs, _epsRel, _maxSeg, (gsl_integration_workspace*)_workspace,&result, &error);
} else {
gsl_integration_qag (&F, _xmin, _xmax, _epsAbs, _epsRel, _maxSeg, _methodKey, (gsl_integration_workspace*)_workspace,&result, &error);
}
break ;
case OpenLo:
gsl_integration_qagil (&F, _xmax, _epsAbs, _epsRel, _maxSeg, (gsl_integration_workspace*)_workspace,&result, &error);
break ;
case OpenHi:
gsl_integration_qagiu (&F, _xmin, _epsAbs, _epsRel, _maxSeg, (gsl_integration_workspace*)_workspace,&result, &error);
break ;
case Open:
gsl_integration_qagi (&F, _epsAbs, _epsRel, _maxSeg, (gsl_integration_workspace*)_workspace,&result, &error);
break ;
}
return result;
}
#define GSL_SUCCESS 0
#define GSL_EDOM 1 /* input domain error, e.g sqrt(-1) */
#define GSL_ENOMEM 8 /* malloc failed */
#define GSL_EBADTOL 13 /* user specified an invalid tolerance */
#define GSL_ETOL 14 /* failed to reach the specified tolerance */
#define GSL_ERROR(a,b) oocoutE((TObject*)0,Integration) << "RooAdaptiveGaussKronrodIntegrator1D::integral() ERROR: " << a << endl ; return b ;
#define GSL_DBL_MIN 2.2250738585072014e-308
#define GSL_DBL_MAX 1.7976931348623157e+308
#define GSL_DBL_EPSILON 2.2204460492503131e-16
#define GSL_EINVAL 2
#define GSL_EMAXITER 3
#define GSL_ESING 4
#define GSL_EFAILED 5
#define GSL_EDIVERGE 6
#define GSL_EROUND 7
#define GSL_ERROR_VAL(reason, gsl_errno, value) return value ;
#define GSL_MAX(a,b) ((a) > (b) ? (a) : (b))
extern inline double
GSL_MAX_DBL (double a, double b)
{
return GSL_MAX (a, b);
}
double gsl_coerce_double (const double x);
double
gsl_coerce_double (const double x)
{
volatile double y;
y = x;
return y;
}
#define GSL_COERCE_DBL(x) (gsl_coerce_double(x))
typedef void gsl_integration_rule (const gsl_function * f,
double a, double b,
double *result, double *abserr,
double *defabs, double *resabs);
void gsl_integration_qk15 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc);
void gsl_integration_qk21 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc);
void gsl_integration_qk31 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc);
void gsl_integration_qk41 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc);
void gsl_integration_qk51 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc);
void gsl_integration_qk61 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc);
void gsl_integration_qcheb (gsl_function * f, double a, double b,
double *cheb12, double *cheb24);
enum
{
GSL_INTEG_GAUSS15 = 1,
GSL_INTEG_GAUSS21 = 2,
GSL_INTEG_GAUSS31 = 3,
GSL_INTEG_GAUSS41 = 4,
GSL_INTEG_GAUSS51 = 5,
GSL_INTEG_GAUSS61 = 6
};
void
gsl_integration_qk (const int n, const double xgk[],
const double wg[], const double wgk[],
double fv1[], double fv2[],
const gsl_function *f, double a, double b,
double * result, double * abserr,
double * resabs, double * resasc);
int gsl_integration_qag (const gsl_function * f,
double a, double b,
double epsabs, double epsrel, size_t limit,
int key,
gsl_integration_workspace * workspace,
double *result, double *abserr);
static inline
void initialise (gsl_integration_workspace * workspace, double a, double b);
static inline
void initialise (gsl_integration_workspace * workspace, double a, double b)
{
workspace->size = 0;
workspace->nrmax = 0;
workspace->i = 0;
workspace->alist[0] = a;
workspace->blist[0] = b;
workspace->rlist[0] = 0.0;
workspace->elist[0] = 0.0;
workspace->order[0] = 0;
workspace->level[0] = 0;
workspace->maximum_level = 0;
}
static inline
void set_initial_result (gsl_integration_workspace * workspace,
double result, double error);
static inline
void set_initial_result (gsl_integration_workspace * workspace,
double result, double error)
{
workspace->size = 1;
workspace->rlist[0] = result;
workspace->elist[0] = error;
}
static inline void
qpsrt (gsl_integration_workspace * workspace);
static inline
void qpsrt (gsl_integration_workspace * workspace)
{
const size_t last = workspace->size - 1;
const size_t limit = workspace->limit;
double * elist = workspace->elist;
size_t * order = workspace->order;
double errmax ;
double errmin ;
int i, k, top;
size_t i_nrmax = workspace->nrmax;
size_t i_maxerr = order[i_nrmax] ;
if (last < 2)
{
order[0] = 0 ;
order[1] = 1 ;
workspace->i = i_maxerr ;
return ;
}
errmax = elist[i_maxerr] ;
while (i_nrmax > 0 && errmax > elist[order[i_nrmax - 1]])
{
order[i_nrmax] = order[i_nrmax - 1] ;
i_nrmax-- ;
}
if(last < (limit/2 + 2))
{
top = last ;
}
else
{
top = limit - last + 1;
}
i = i_nrmax + 1 ;
while (i < top && errmax < elist[order[i]])
{
order[i-1] = order[i] ;
i++ ;
}
order[i-1] = i_maxerr ;
errmin = elist[last] ;
k = top - 1 ;
while (k > i - 2 && errmin >= elist[order[k]])
{
order[k+1] = order[k] ;
k-- ;
}
order[k+1] = last ;
i_maxerr = order[i_nrmax] ;
workspace->i = i_maxerr ;
workspace->nrmax = i_nrmax ;
}
static inline
void update (gsl_integration_workspace * workspace,
double a1, double b1, double area1, double error1,
double a2, double b2, double area2, double error2);
static inline void
retrieve (const gsl_integration_workspace * workspace,
double * a, double * b, double * r, double * e);
static inline
void update (gsl_integration_workspace * workspace,
double a1, double b1, double area1, double error1,
double a2, double b2, double area2, double error2)
{
double * alist = workspace->alist ;
double * blist = workspace->blist ;
double * rlist = workspace->rlist ;
double * elist = workspace->elist ;
size_t * level = workspace->level ;
const size_t i_max = workspace->i ;
const size_t i_new = workspace->size ;
const size_t new_level = workspace->level[i_max] + 1;
if (error2 > error1)
{
alist[i_max] = a2;
rlist[i_max] = area2;
elist[i_max] = error2;
level[i_max] = new_level;
alist[i_new] = a1;
blist[i_new] = b1;
rlist[i_new] = area1;
elist[i_new] = error1;
level[i_new] = new_level;
}
else
{
blist[i_max] = b1;
rlist[i_max] = area1;
elist[i_max] = error1;
level[i_max] = new_level;
alist[i_new] = a2;
blist[i_new] = b2;
rlist[i_new] = area2;
elist[i_new] = error2;
level[i_new] = new_level;
}
workspace->size++;
if (new_level > workspace->maximum_level)
{
workspace->maximum_level = new_level;
}
qpsrt (workspace) ;
}
static inline void
retrieve (const gsl_integration_workspace * workspace,
double * a, double * b, double * r, double * e)
{
const size_t i = workspace->i;
double * alist = workspace->alist;
double * blist = workspace->blist;
double * rlist = workspace->rlist;
double * elist = workspace->elist;
*a = alist[i] ;
*b = blist[i] ;
*r = rlist[i] ;
*e = elist[i] ;
}
static inline double
sum_results (const gsl_integration_workspace * workspace);
static inline double
sum_results (const gsl_integration_workspace * workspace)
{
const double * const rlist = workspace->rlist ;
const size_t n = workspace->size;
size_t k;
double result_sum = 0;
for (k = 0; k < n; k++)
{
result_sum += rlist[k];
}
return result_sum;
}
static inline int
subinterval_too_small (double a1, double a2, double b2);
static inline int
subinterval_too_small (double a1, double a2, double b2)
{
const double e = GSL_DBL_EPSILON;
const double u = GSL_DBL_MIN;
double tmp = (1 + 100 * e) * (fabs (a2) + 1000 * u);
int status = fabs (a1) <= tmp && fabs (b2) <= tmp;
return status;
}
static int
qag (const gsl_function *f,
const double a, const double b,
const double epsabs, const double epsrel,
const size_t limit,
gsl_integration_workspace * workspace,
double * result, double * abserr,
gsl_integration_rule * q) ;
int
gsl_integration_qag (const gsl_function *f,
double a, double b,
double epsabs, double epsrel, size_t limit,
int key,
gsl_integration_workspace * workspace,
double * result, double * abserr)
{
int status ;
gsl_integration_rule * integration_rule = gsl_integration_qk15 ;
if (key < GSL_INTEG_GAUSS15)
{
key = GSL_INTEG_GAUSS15 ;
}
else if (key > GSL_INTEG_GAUSS61)
{
key = GSL_INTEG_GAUSS61 ;
}
switch (key)
{
case GSL_INTEG_GAUSS15:
integration_rule = gsl_integration_qk15 ;
break ;
case GSL_INTEG_GAUSS21:
integration_rule = gsl_integration_qk21 ;
break ;
case GSL_INTEG_GAUSS31:
integration_rule = gsl_integration_qk31 ;
break ;
case GSL_INTEG_GAUSS41:
integration_rule = gsl_integration_qk41 ;
break ;
case GSL_INTEG_GAUSS51:
integration_rule = gsl_integration_qk51 ;
break ;
case GSL_INTEG_GAUSS61:
integration_rule = gsl_integration_qk61 ;
break ;
}
status = qag (f, a, b, epsabs, epsrel, limit,
workspace,
result, abserr,
integration_rule) ;
return status ;
}
static int
qag (const gsl_function * f,
const double a, const double b,
const double epsabs, const double epsrel,
const size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr,
gsl_integration_rule * q)
{
double area, errsum;
double result0, abserr0, resabs0, resasc0;
double tolerance;
size_t iteration = 0;
int roundoff_type1 = 0, roundoff_type2 = 0, error_type = 0;
double round_off;
initialise (workspace, a, b);
*result = 0;
*abserr = 0;
if (limit > workspace->limit)
{
GSL_ERROR ("iteration limit exceeds available workspace", GSL_EINVAL) ;
}
if (epsabs <= 0 && (epsrel < 50 * GSL_DBL_EPSILON || epsrel < 0.5e-28))
{
GSL_ERROR ("tolerance cannot be acheived with given epsabs and epsrel",
GSL_EBADTOL);
}
q (f, a, b, &result0, &abserr0, &resabs0, &resasc0);
set_initial_result (workspace, result0, abserr0);
tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (result0));
round_off = GSL_COERCE_DBL (50 * GSL_DBL_EPSILON * resabs0);
if (abserr0 <= round_off && abserr0 > tolerance)
{
*result = result0;
*abserr = abserr0;
GSL_ERROR ("cannot reach tolerance because of roundoff error "
"on first attempt", GSL_EROUND);
}
else if ((abserr0 <= tolerance && abserr0 != resasc0) || abserr0 == 0.0)
{
*result = result0;
*abserr = abserr0;
return GSL_SUCCESS;
}
else if (limit == 1)
{
*result = result0;
*abserr = abserr0;
GSL_ERROR ("a maximum of one iteration was insufficient", GSL_EMAXITER);
}
area = result0;
errsum = abserr0;
iteration = 1;
do
{
double a1, b1, a2, b2;
double a_i, b_i, r_i, e_i;
double area1 = 0, area2 = 0, area12 = 0;
double error1 = 0, error2 = 0, error12 = 0;
double resasc1, resasc2;
double resabs1, resabs2;
retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
a1 = a_i;
b1 = 0.5 * (a_i + b_i);
a2 = b1;
b2 = b_i;
q (f, a1, b1, &area1, &error1, &resabs1, &resasc1);
q (f, a2, b2, &area2, &error2, &resabs2, &resasc2);
area12 = area1 + area2;
error12 = error1 + error2;
errsum += (error12 - e_i);
area += area12 - r_i;
if (resasc1 != error1 && resasc2 != error2)
{
double delta = r_i - area12;
if (fabs (delta) <= 1.0e-5 * fabs (area12) && error12 >= 0.99 * e_i)
{
roundoff_type1++;
}
if (iteration >= 10 && error12 > e_i)
{
roundoff_type2++;
}
}
tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (area));
if (errsum > tolerance)
{
if (roundoff_type1 >= 6 || roundoff_type2 >= 20)
{
error_type = 2;
}
if (subinterval_too_small (a1, a2, b2))
{
error_type = 3;
}
}
update (workspace, a1, b1, area1, error1, a2, b2, area2, error2);
retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
iteration++;
}
while (iteration < limit && !error_type && errsum > tolerance);
*result = sum_results (workspace);
*abserr = errsum;
if (errsum <= tolerance)
{
return GSL_SUCCESS;
}
else if (error_type == 2)
{
GSL_ERROR ("roundoff error prevents tolerance from being achieved",
GSL_EROUND);
}
else if (error_type == 3)
{
GSL_ERROR ("bad integrand behavior found in the integration interval",
GSL_ESING);
}
else if (iteration == limit)
{
GSL_ERROR ("maximum number of subdivisions reached", GSL_EMAXITER);
}
GSL_ERROR ("could not integrate function", GSL_EFAILED);
}
static double rescale_error (double err, const double result_abs, const double result_asc) ;
static double
rescale_error (double err, const double result_abs, const double result_asc)
{
err = fabs(err) ;
if (result_asc != 0 && err != 0)
{
double scale = TMath::Power((200 * err / result_asc), 1.5) ;
if (scale < 1)
{
err = result_asc * scale ;
}
else
{
err = result_asc ;
}
}
if (result_abs > GSL_DBL_MIN / (50 * GSL_DBL_EPSILON))
{
double min_err = 50 * GSL_DBL_EPSILON * result_abs ;
if (min_err > err)
{
err = min_err ;
}
}
return err ;
}
void
gsl_integration_qk (const int n,
const double xgk[], const double wg[], const double wgk[],
double fv1[], double fv2[],
const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
const double center = 0.5 * (a + b);
const double half_length = 0.5 * (b - a);
const double abs_half_length = fabs (half_length);
const double f_center = GSL_FN_EVAL (f, center);
double result_gauss = 0;
double result_kronrod = f_center * wgk[n - 1];
double result_abs = fabs (result_kronrod);
double result_asc = 0;
double mean = 0, err = 0;
int j;
if (n % 2 == 0)
{
result_gauss = f_center * wg[n / 2 - 1];
}
for (j = 0; j < (n - 1) / 2; j++)
{
const int jtw = j * 2 + 1;
const double abscissa = half_length * xgk[jtw];
const double fval1 = GSL_FN_EVAL (f, center - abscissa);
const double fval2 = GSL_FN_EVAL (f, center + abscissa);
const double fsum = fval1 + fval2;
fv1[jtw] = fval1;
fv2[jtw] = fval2;
result_gauss += wg[j] * fsum;
result_kronrod += wgk[jtw] * fsum;
result_abs += wgk[jtw] * (fabs (fval1) + fabs (fval2));
}
for (j = 0; j < n / 2; j++)
{
int jtwm1 = j * 2;
const double abscissa = half_length * xgk[jtwm1];
const double fval1 = GSL_FN_EVAL (f, center - abscissa);
const double fval2 = GSL_FN_EVAL (f, center + abscissa);
fv1[jtwm1] = fval1;
fv2[jtwm1] = fval2;
result_kronrod += wgk[jtwm1] * (fval1 + fval2);
result_abs += wgk[jtwm1] * (fabs (fval1) + fabs (fval2));
};
mean = result_kronrod * 0.5;
result_asc = wgk[n - 1] * fabs (f_center - mean);
for (j = 0; j < n - 1; j++)
{
result_asc += wgk[j] * (fabs (fv1[j] - mean) + fabs (fv2[j] - mean));
}
err = (result_kronrod - result_gauss) * half_length;
result_kronrod *= half_length;
result_abs *= abs_half_length;
result_asc *= abs_half_length;
*result = result_kronrod;
*resabs = result_abs;
*resasc = result_asc;
*abserr = rescale_error (err, result_abs, result_asc);
}
static const double xgkA[8] =
{
0.991455371120812639206854697526329,
0.949107912342758524526189684047851,
0.864864423359769072789712788640926,
0.741531185599394439863864773280788,
0.586087235467691130294144838258730,
0.405845151377397166906606412076961,
0.207784955007898467600689403773245,
0.000000000000000000000000000000000
};
static const double wgA[4] =
{
0.129484966168869693270611432679082,
0.279705391489276667901467771423780,
0.381830050505118944950369775488975,
0.417959183673469387755102040816327
};
static const double wgkA[8] =
{
0.022935322010529224963732008058970,
0.063092092629978553290700663189204,
0.104790010322250183839876322541518,
0.140653259715525918745189590510238,
0.169004726639267902826583426598550,
0.190350578064785409913256402421014,
0.204432940075298892414161999234649,
0.209482141084727828012999174891714
};
void
gsl_integration_qk15 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
double fv1[8], fv2[8];
gsl_integration_qk (8, xgkA, wgA, wgkA, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}
static const double xgkB[11] =
{
0.995657163025808080735527280689003,
0.973906528517171720077964012084452,
0.930157491355708226001207180059508,
0.865063366688984510732096688423493,
0.780817726586416897063717578345042,
0.679409568299024406234327365114874,
0.562757134668604683339000099272694,
0.433395394129247190799265943165784,
0.294392862701460198131126603103866,
0.148874338981631210884826001129720,
0.000000000000000000000000000000000
};
static const double wgB[5] =
{
0.066671344308688137593568809893332,
0.149451349150580593145776339657697,
0.219086362515982043995534934228163,
0.269266719309996355091226921569469,
0.295524224714752870173892994651338
};
static const double wgkB[11] =
{
0.011694638867371874278064396062192,
0.032558162307964727478818972459390,
0.054755896574351996031381300244580,
0.075039674810919952767043140916190,
0.093125454583697605535065465083366,
0.109387158802297641899210590325805,
0.123491976262065851077958109831074,
0.134709217311473325928054001771707,
0.142775938577060080797094273138717,
0.147739104901338491374841515972068,
0.149445554002916905664936468389821
};
void
gsl_integration_qk21 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
double fv1[11], fv2[11];
gsl_integration_qk (11, xgkB, wgB, wgkB, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}
static const double xgkC[16] =
{
0.998002298693397060285172840152271,
0.987992518020485428489565718586613,
0.967739075679139134257347978784337,
0.937273392400705904307758947710209,
0.897264532344081900882509656454496,
0.848206583410427216200648320774217,
0.790418501442465932967649294817947,
0.724417731360170047416186054613938,
0.650996741297416970533735895313275,
0.570972172608538847537226737253911,
0.485081863640239680693655740232351,
0.394151347077563369897207370981045,
0.299180007153168812166780024266389,
0.201194093997434522300628303394596,
0.101142066918717499027074231447392,
0.000000000000000000000000000000000
};
static const double wgC[8] =
{
0.030753241996117268354628393577204,
0.070366047488108124709267416450667,
0.107159220467171935011869546685869,
0.139570677926154314447804794511028,
0.166269205816993933553200860481209,
0.186161000015562211026800561866423,
0.198431485327111576456118326443839,
0.202578241925561272880620199967519
};
static const double wgkC[16] =
{
0.005377479872923348987792051430128,
0.015007947329316122538374763075807,
0.025460847326715320186874001019653,
0.035346360791375846222037948478360,
0.044589751324764876608227299373280,
0.053481524690928087265343147239430,
0.062009567800670640285139230960803,
0.069854121318728258709520077099147,
0.076849680757720378894432777482659,
0.083080502823133021038289247286104,
0.088564443056211770647275443693774,
0.093126598170825321225486872747346,
0.096642726983623678505179907627589,
0.099173598721791959332393173484603,
0.100769845523875595044946662617570,
0.101330007014791549017374792767493
};
void
gsl_integration_qk31 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
double fv1[16], fv2[16];
gsl_integration_qk (16, xgkC, wgC, wgkC, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}
static const double xgkD[21] =
{
0.998859031588277663838315576545863,
0.993128599185094924786122388471320,
0.981507877450250259193342994720217,
0.963971927277913791267666131197277,
0.940822633831754753519982722212443,
0.912234428251325905867752441203298,
0.878276811252281976077442995113078,
0.839116971822218823394529061701521,
0.795041428837551198350638833272788,
0.746331906460150792614305070355642,
0.693237656334751384805490711845932,
0.636053680726515025452836696226286,
0.575140446819710315342946036586425,
0.510867001950827098004364050955251,
0.443593175238725103199992213492640,
0.373706088715419560672548177024927,
0.301627868114913004320555356858592,
0.227785851141645078080496195368575,
0.152605465240922675505220241022678,
0.076526521133497333754640409398838,
0.000000000000000000000000000000000
};
static const double wgD[11] =
{
0.017614007139152118311861962351853,
0.040601429800386941331039952274932,
0.062672048334109063569506535187042,
0.083276741576704748724758143222046,
0.101930119817240435036750135480350,
0.118194531961518417312377377711382,
0.131688638449176626898494499748163,
0.142096109318382051329298325067165,
0.149172986472603746787828737001969,
0.152753387130725850698084331955098
};
static const double wgkD[21] =
{
0.003073583718520531501218293246031,
0.008600269855642942198661787950102,
0.014626169256971252983787960308868,
0.020388373461266523598010231432755,
0.025882133604951158834505067096153,
0.031287306777032798958543119323801,
0.036600169758200798030557240707211,
0.041668873327973686263788305936895,
0.046434821867497674720231880926108,
0.050944573923728691932707670050345,
0.055195105348285994744832372419777,
0.059111400880639572374967220648594,
0.062653237554781168025870122174255,
0.065834597133618422111563556969398,
0.068648672928521619345623411885368,
0.071054423553444068305790361723210,
0.073030690332786667495189417658913,
0.074582875400499188986581418362488,
0.075704497684556674659542775376617,
0.076377867672080736705502835038061,
0.076600711917999656445049901530102
};
void
gsl_integration_qk41 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
double fv1[21], fv2[21];
gsl_integration_qk (21, xgkD, wgD, wgkD, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}
static const double xgkE[26] =
{
0.999262104992609834193457486540341,
0.995556969790498097908784946893902,
0.988035794534077247637331014577406,
0.976663921459517511498315386479594,
0.961614986425842512418130033660167,
0.942974571228974339414011169658471,
0.920747115281701561746346084546331,
0.894991997878275368851042006782805,
0.865847065293275595448996969588340,
0.833442628760834001421021108693570,
0.797873797998500059410410904994307,
0.759259263037357630577282865204361,
0.717766406813084388186654079773298,
0.673566368473468364485120633247622,
0.626810099010317412788122681624518,
0.577662930241222967723689841612654,
0.526325284334719182599623778158010,
0.473002731445714960522182115009192,
0.417885382193037748851814394594572,
0.361172305809387837735821730127641,
0.303089538931107830167478909980339,
0.243866883720988432045190362797452,
0.183718939421048892015969888759528,
0.122864692610710396387359818808037,
0.061544483005685078886546392366797,
0.000000000000000000000000000000000
};
static const double wgE[13] =
{
0.011393798501026287947902964113235,
0.026354986615032137261901815295299,
0.040939156701306312655623487711646,
0.054904695975835191925936891540473,
0.068038333812356917207187185656708,
0.080140700335001018013234959669111,
0.091028261982963649811497220702892,
0.100535949067050644202206890392686,
0.108519624474263653116093957050117,
0.114858259145711648339325545869556,
0.119455763535784772228178126512901,
0.122242442990310041688959518945852,
0.123176053726715451203902873079050
};
static const double wgkE[26] =
{
0.001987383892330315926507851882843,
0.005561932135356713758040236901066,
0.009473973386174151607207710523655,
0.013236229195571674813656405846976,
0.016847817709128298231516667536336,
0.020435371145882835456568292235939,
0.024009945606953216220092489164881,
0.027475317587851737802948455517811,
0.030792300167387488891109020215229,
0.034002130274329337836748795229551,
0.037116271483415543560330625367620,
0.040083825504032382074839284467076,
0.042872845020170049476895792439495,
0.045502913049921788909870584752660,
0.047982537138836713906392255756915,
0.050277679080715671963325259433440,
0.052362885806407475864366712137873,
0.054251129888545490144543370459876,
0.055950811220412317308240686382747,
0.057437116361567832853582693939506,
0.058689680022394207961974175856788,
0.059720340324174059979099291932562,
0.060539455376045862945360267517565,
0.061128509717053048305859030416293,
0.061471189871425316661544131965264,
0.061580818067832935078759824240066
};
void
gsl_integration_qk51 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
double fv1[26], fv2[26];
gsl_integration_qk (26, xgkE, wgE, wgkE, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}
static const double xgkF[31] =
{
0.999484410050490637571325895705811,
0.996893484074649540271630050918695,
0.991630996870404594858628366109486,
0.983668123279747209970032581605663,
0.973116322501126268374693868423707,
0.960021864968307512216871025581798,
0.944374444748559979415831324037439,
0.926200047429274325879324277080474,
0.905573307699907798546522558925958,
0.882560535792052681543116462530226,
0.857205233546061098958658510658944,
0.829565762382768397442898119732502,
0.799727835821839083013668942322683,
0.767777432104826194917977340974503,
0.733790062453226804726171131369528,
0.697850494793315796932292388026640,
0.660061064126626961370053668149271,
0.620526182989242861140477556431189,
0.579345235826361691756024932172540,
0.536624148142019899264169793311073,
0.492480467861778574993693061207709,
0.447033769538089176780609900322854,
0.400401254830394392535476211542661,
0.352704725530878113471037207089374,
0.304073202273625077372677107199257,
0.254636926167889846439805129817805,
0.204525116682309891438957671002025,
0.153869913608583546963794672743256,
0.102806937966737030147096751318001,
0.051471842555317695833025213166723,
0.000000000000000000000000000000000
};
static const double wgF[15] =
{
0.007968192496166605615465883474674,
0.018466468311090959142302131912047,
0.028784707883323369349719179611292,
0.038799192569627049596801936446348,
0.048402672830594052902938140422808,
0.057493156217619066481721689402056,
0.065974229882180495128128515115962,
0.073755974737705206268243850022191,
0.080755895229420215354694938460530,
0.086899787201082979802387530715126,
0.092122522237786128717632707087619,
0.096368737174644259639468626351810,
0.099593420586795267062780282103569,
0.101762389748405504596428952168554,
0.102852652893558840341285636705415
};
static const double wgkF[31] =
{
0.001389013698677007624551591226760,
0.003890461127099884051267201844516,
0.006630703915931292173319826369750,
0.009273279659517763428441146892024,
0.011823015253496341742232898853251,
0.014369729507045804812451432443580,
0.016920889189053272627572289420322,
0.019414141193942381173408951050128,
0.021828035821609192297167485738339,
0.024191162078080601365686370725232,
0.026509954882333101610601709335075,
0.028754048765041292843978785354334,
0.030907257562387762472884252943092,
0.032981447057483726031814191016854,
0.034979338028060024137499670731468,
0.036882364651821229223911065617136,
0.038678945624727592950348651532281,
0.040374538951535959111995279752468,
0.041969810215164246147147541285970,
0.043452539701356069316831728117073,
0.044814800133162663192355551616723,
0.046059238271006988116271735559374,
0.047185546569299153945261478181099,
0.048185861757087129140779492298305,
0.049055434555029778887528165367238,
0.049795683427074206357811569379942,
0.050405921402782346840893085653585,
0.050881795898749606492297473049805,
0.051221547849258772170656282604944,
0.051426128537459025933862879215781,
0.051494729429451567558340433647099
};
void
gsl_integration_qk61 (const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
double fv1[31], fv2[31];
gsl_integration_qk (31, xgkF, wgF, wgkF, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}
gsl_integration_workspace*
gsl_integration_workspace_alloc (const size_t n)
{
gsl_integration_workspace* w ;
if (n == 0)
{
GSL_ERROR_VAL ("workspace length n must be positive integer",
GSL_EDOM, 0);
}
w = (gsl_integration_workspace *)
malloc (sizeof (gsl_integration_workspace));
if (w == 0)
{
GSL_ERROR_VAL ("failed to allocate space for workspace struct",
GSL_ENOMEM, 0);
}
w->alist = (double *) malloc (n * sizeof (double));
if (w->alist == 0)
{
free (w);
GSL_ERROR_VAL ("failed to allocate space for alist ranges",
GSL_ENOMEM, 0);
}
w->blist = (double *) malloc (n * sizeof (double));
if (w->blist == 0)
{
free (w->alist);
free (w);
GSL_ERROR_VAL ("failed to allocate space for blist ranges",
GSL_ENOMEM, 0);
}
w->rlist = (double *) malloc (n * sizeof (double));
if (w->rlist == 0)
{
free (w->blist);
free (w->alist);
free (w);
GSL_ERROR_VAL ("failed to allocate space for rlist ranges",
GSL_ENOMEM, 0);
}
w->elist = (double *) malloc (n * sizeof (double));
if (w->elist == 0)
{
free (w->rlist);
free (w->blist);
free (w->alist);
free (w);
GSL_ERROR_VAL ("failed to allocate space for elist ranges",
GSL_ENOMEM, 0);
}
w->order = (size_t *) malloc (n * sizeof (size_t));
if (w->order == 0)
{
free (w->elist);
free (w->rlist);
free (w->blist);
free (w->alist);
free (w);
GSL_ERROR_VAL ("failed to allocate space for order ranges",
GSL_ENOMEM, 0);
}
w->level = (size_t *) malloc (n * sizeof (size_t));
if (w->level == 0)
{
free (w->order);
free (w->elist);
free (w->rlist);
free (w->blist);
free (w->alist);
free (w);
GSL_ERROR_VAL ("failed to allocate space for order ranges",
GSL_ENOMEM, 0);
}
w->size = 0 ;
w->limit = n ;
w->maximum_level = 0 ;
return w ;
}
void
gsl_integration_workspace_free (gsl_integration_workspace * w)
{
free (w->level) ;
free (w->order) ;
free (w->elist) ;
free (w->rlist) ;
free (w->blist) ;
free (w->alist) ;
free (w) ;
}
static inline void
reset_nrmax (gsl_integration_workspace * workspace);
static inline void
reset_nrmax (gsl_integration_workspace * workspace)
{
workspace->nrmax = 0;
workspace->i = workspace->order[0] ;
}
static int
increase_nrmax (gsl_integration_workspace * workspace);
static int
increase_nrmax (gsl_integration_workspace * workspace)
{
int k;
int id = workspace->nrmax;
int jupbnd;
const size_t * level = workspace->level;
const size_t * order = workspace->order;
size_t limit = workspace->limit ;
size_t last = workspace->size - 1 ;
if (last > (1 + limit / 2))
{
jupbnd = limit + 1 - last;
}
else
{
jupbnd = last;
}
for (k = id; k <= jupbnd; k++)
{
size_t i_max = order[workspace->nrmax];
workspace->i = i_max ;
if (level[i_max] < workspace->maximum_level)
{
return 1;
}
workspace->nrmax++;
}
return 0;
}
static int
large_interval (gsl_integration_workspace * workspace)
{
size_t i = workspace->i ;
const size_t * level = workspace->level;
if (level[i] < workspace->maximum_level)
{
return 1 ;
}
else
{
return 0 ;
}
}
struct extrapolation_table
{
size_t n;
double rlist2[52];
size_t nres;
double res3la[3];
};
static void
initialise_table (struct extrapolation_table *table);
static void
append_table (struct extrapolation_table *table, double y);
static void
initialise_table (struct extrapolation_table *table)
{
table->n = 0;
table->nres = 0;
}
#ifdef JUNK
static void
initialise_table (struct extrapolation_table *table, double y)
{
table->n = 0;
table->rlist2[0] = y;
table->nres = 0;
}
#endif
static void
append_table (struct extrapolation_table *table, double y)
{
size_t n;
n = table->n;
table->rlist2[n] = y;
table->n++;
}
static inline void
qelg (struct extrapolation_table *table, double *result, double *abserr);
static inline void
qelg (struct extrapolation_table *table, double *result, double *abserr)
{
double *epstab = table->rlist2;
double *res3la = table->res3la;
const size_t n = table->n - 1;
const double current = epstab[n];
double absolute = GSL_DBL_MAX;
double relative = 5 * GSL_DBL_EPSILON * fabs (current);
const size_t newelm = n / 2;
const size_t n_orig = n;
size_t n_final = n;
size_t i;
const size_t nres_orig = table->nres;
*result = current;
*abserr = GSL_DBL_MAX;
if (n < 2)
{
*result = current;
*abserr = GSL_MAX_DBL (absolute, relative);
return;
}
epstab[n + 2] = epstab[n];
epstab[n] = GSL_DBL_MAX;
for (i = 0; i < newelm; i++)
{
double res = epstab[n - 2 * i + 2];
double e0 = epstab[n - 2 * i - 2];
double e1 = epstab[n - 2 * i - 1];
double e2 = res;
double e1abs = fabs (e1);
double delta2 = e2 - e1;
double err2 = fabs (delta2);
double tol2 = GSL_MAX_DBL (fabs (e2), e1abs) * GSL_DBL_EPSILON;
double delta3 = e1 - e0;
double err3 = fabs (delta3);
double tol3 = GSL_MAX_DBL (e1abs, fabs (e0)) * GSL_DBL_EPSILON;
double e3, delta1, err1, tol1, ss;
if (err2 <= tol2 && err3 <= tol3)
{
*result = res;
absolute = err2 + err3;
relative = 5 * GSL_DBL_EPSILON * fabs (res);
*abserr = GSL_MAX_DBL (absolute, relative);
return;
}
e3 = epstab[n - 2 * i];
epstab[n - 2 * i] = e1;
delta1 = e1 - e3;
err1 = fabs (delta1);
tol1 = GSL_MAX_DBL (e1abs, fabs (e3)) * GSL_DBL_EPSILON;
if (err1 <= tol1 || err2 <= tol2 || err3 <= tol3)
{
n_final = 2 * i;
break;
}
ss = (1 / delta1 + 1 / delta2) - 1 / delta3;
if (fabs (ss * e1) <= 0.0001)
{
n_final = 2 * i;
break;
}
res = e1 + 1 / ss;
epstab[n - 2 * i] = res;
{
const double error = err2 + fabs (res - e2) + err3;
if (error <= *abserr)
{
*abserr = error;
*result = res;
}
}
}
{
const size_t limexp = 50 - 1;
if (n_final == limexp)
{
n_final = 2 * (limexp / 2);
}
}
if (n_orig % 2 == 1)
{
for (i = 0; i <= newelm; i++)
{
epstab[1 + i * 2] = epstab[i * 2 + 3];
}
}
else
{
for (i = 0; i <= newelm; i++)
{
epstab[i * 2] = epstab[i * 2 + 2];
}
}
if (n_orig != n_final)
{
for (i = 0; i <= n_final; i++)
{
epstab[i] = epstab[n_orig - n_final + i];
}
}
table->n = n_final + 1;
if (nres_orig < 3)
{
res3la[nres_orig] = *result;
*abserr = GSL_DBL_MAX;
}
else
{
*abserr = (fabs (*result - res3la[2]) + fabs (*result - res3la[1])
+ fabs (*result - res3la[0]));
res3la[0] = res3la[1];
res3la[1] = res3la[2];
res3la[2] = *result;
}
table->nres = nres_orig + 1;
*abserr = GSL_MAX_DBL (*abserr, 5 * GSL_DBL_EPSILON * fabs (*result));
return;
}
static inline int
test_positivity (double result, double resabs);
static inline int
test_positivity (double result, double resabs)
{
int status = (fabs (result) >= (1 - 50 * GSL_DBL_EPSILON) * resabs);
return status;
}
static int qags (const gsl_function * f, const double a, const double
b, const double epsabs, const double epsrel, const size_t limit,
gsl_integration_workspace * workspace, double *result, double *abserr,
gsl_integration_rule * q);
int
gsl_integration_qags (const gsl_function *f,
double a, double b,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double * result, double * abserr)
{
int status = qags (f, a, b, epsabs, epsrel, limit,
workspace,
result, abserr,
&gsl_integration_qk21) ;
return status ;
}
static double i_transform (double t, void *params);
int
gsl_integration_qagi (gsl_function * f,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr)
{
int status;
gsl_function f_transform;
f_transform.function = &i_transform;
f_transform.params = f;
status = qags (&f_transform, 0.0, 1.0,
epsabs, epsrel, limit,
workspace,
result, abserr,
&gsl_integration_qk15);
return status;
}
static double
i_transform (double t, void *params)
{
gsl_function *f = (gsl_function *) params;
double x = (1 - t) / t;
double y = GSL_FN_EVAL (f, x) + GSL_FN_EVAL (f, -x);
return (y / t) / t;
}
struct il_params { double b ; gsl_function * f ; } ;
static double il_transform (double t, void *params);
int
gsl_integration_qagil (gsl_function * f,
double b,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr)
{
int status;
gsl_function f_transform;
struct il_params transform_params ;
transform_params.b = b ;
transform_params.f = f ;
f_transform.function = &il_transform;
f_transform.params = &transform_params;
status = qags (&f_transform, 0.0, 1.0,
epsabs, epsrel, limit,
workspace,
result, abserr,
&gsl_integration_qk15);
return status;
}
static double
il_transform (double t, void *params)
{
struct il_params *p = (struct il_params *) params;
double b = p->b;
gsl_function * f = p->f;
double x = b - (1 - t) / t;
double y = GSL_FN_EVAL (f, x);
return (y / t) / t;
}
struct iu_params { double a ; gsl_function * f ; } ;
static double iu_transform (double t, void *params);
int
gsl_integration_qagiu (gsl_function * f,
double a,
double epsabs, double epsrel, size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr)
{
int status;
gsl_function f_transform;
struct iu_params transform_params ;
transform_params.a = a ;
transform_params.f = f ;
f_transform.function = &iu_transform;
f_transform.params = &transform_params;
status = qags (&f_transform, 0.0, 1.0,
epsabs, epsrel, limit,
workspace,
result, abserr,
&gsl_integration_qk15);
return status;
}
static double
iu_transform (double t, void *params)
{
struct iu_params *p = (struct iu_params *) params;
double a = p->a;
gsl_function * f = p->f;
double x = a + (1 - t) / t;
double y = GSL_FN_EVAL (f, x);
return (y / t) / t;
}
static int
qags (const gsl_function * f,
const double a, const double b,
const double epsabs, const double epsrel,
const size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr,
gsl_integration_rule * q)
{
double area, errsum;
double res_ext, err_ext;
double result0, abserr0, resabs0, resasc0;
double tolerance;
double ertest = 0;
double error_over_large_intervals = 0;
double reseps = 0, abseps = 0, correc = 0;
size_t ktmin = 0;
int roundoff_type1 = 0, roundoff_type2 = 0, roundoff_type3 = 0;
int error_type = 0, error_type2 = 0;
size_t iteration = 0;
int positive_integrand = 0;
int extrapolate = 0;
int disallow_extrapolation = 0;
struct extrapolation_table table;
initialise (workspace, a, b);
*result = 0;
*abserr = 0;
if (limit > workspace->limit)
{
GSL_ERROR ("iteration limit exceeds available workspace", GSL_EINVAL) ;
}
if (epsabs <= 0 && (epsrel < 50 * GSL_DBL_EPSILON || epsrel < 0.5e-28))
{
GSL_ERROR ("tolerance cannot be acheived with given epsabs and epsrel",
GSL_EBADTOL);
}
q (f, a, b, &result0, &abserr0, &resabs0, &resasc0);
set_initial_result (workspace, result0, abserr0);
tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (result0));
if (abserr0 <= 100 * GSL_DBL_EPSILON * resabs0 && abserr0 > tolerance)
{
*result = result0;
*abserr = abserr0;
GSL_ERROR ("cannot reach tolerance because of roundoff error"
"on first attempt", GSL_EROUND);
}
else if ((abserr0 <= tolerance && abserr0 != resasc0) || abserr0 == 0.0)
{
*result = result0;
*abserr = abserr0;
return GSL_SUCCESS;
}
else if (limit == 1)
{
*result = result0;
*abserr = abserr0;
GSL_ERROR ("a maximum of one iteration was insufficient", GSL_EMAXITER);
}
initialise_table (&table);
append_table (&table, result0);
area = result0;
errsum = abserr0;
res_ext = result0;
err_ext = GSL_DBL_MAX;
positive_integrand = test_positivity (result0, resabs0);
iteration = 1;
do
{
size_t current_level;
double a1, b1, a2, b2;
double a_i, b_i, r_i, e_i;
double area1 = 0, area2 = 0, area12 = 0;
double error1 = 0, error2 = 0, error12 = 0;
double resasc1, resasc2;
double resabs1, resabs2;
double last_e_i;
retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
current_level = workspace->level[workspace->i] + 1;
a1 = a_i;
b1 = 0.5 * (a_i + b_i);
a2 = b1;
b2 = b_i;
iteration++;
q (f, a1, b1, &area1, &error1, &resabs1, &resasc1);
q (f, a2, b2, &area2, &error2, &resabs2, &resasc2);
area12 = area1 + area2;
error12 = error1 + error2;
last_e_i = e_i;
errsum = errsum + error12 - e_i;
area = area + area12 - r_i;
tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (area));
if (resasc1 != error1 && resasc2 != error2)
{
double delta = r_i - area12;
if (fabs (delta) <= 1.0e-5 * fabs (area12) && error12 >= 0.99 * e_i)
{
if (!extrapolate)
{
roundoff_type1++;
}
else
{
roundoff_type2++;
}
}
if (iteration > 10 && error12 > e_i)
{
roundoff_type3++;
}
}
if (roundoff_type1 + roundoff_type2 >= 10 || roundoff_type3 >= 20)
{
error_type = 2;
}
if (roundoff_type2 >= 5)
{
error_type2 = 1;
}
if (subinterval_too_small (a1, a2, b2))
{
error_type = 4;
}
update (workspace, a1, b1, area1, error1, a2, b2, area2, error2);
if (errsum <= tolerance)
{
goto compute_result;
}
if (error_type)
{
break;
}
if (iteration >= limit - 1)
{
error_type = 1;
break;
}
if (iteration == 2)
{
error_over_large_intervals = errsum;
ertest = tolerance;
append_table (&table, area);
continue;
}
if (disallow_extrapolation)
{
continue;
}
error_over_large_intervals += -last_e_i;
if (current_level < workspace->maximum_level)
{
error_over_large_intervals += error12;
}
if (!extrapolate)
{
if (large_interval (workspace))
continue;
extrapolate = 1;
workspace->nrmax = 1;
}
if (!error_type2 && error_over_large_intervals > ertest)
{
if (increase_nrmax (workspace))
continue;
}
append_table (&table, area);
qelg (&table, &reseps, &abseps);
ktmin++;
if (ktmin > 5 && err_ext < 0.001 * errsum)
{
error_type = 5;
}
if (abseps < err_ext)
{
ktmin = 0;
err_ext = abseps;
res_ext = reseps;
correc = error_over_large_intervals;
ertest = GSL_MAX_DBL (epsabs, epsrel * fabs (reseps));
if (err_ext <= ertest)
break;
}
if (table.n == 1)
{
disallow_extrapolation = 1;
}
if (error_type == 5)
{
break;
}
reset_nrmax (workspace);
extrapolate = 0;
error_over_large_intervals = errsum;
}
while (iteration < limit);
*result = res_ext;
*abserr = err_ext;
if (err_ext == GSL_DBL_MAX)
goto compute_result;
if (error_type || error_type2)
{
if (error_type2)
{
err_ext += correc;
}
if (res_ext != 0.0 && area != 0.0)
{
if (err_ext / fabs (res_ext) > errsum / fabs (area))
goto compute_result;
}
else if (err_ext > errsum)
{
goto compute_result;
}
else if (area == 0.0)
{
goto return_error;
}
}
{
double max_area = GSL_MAX_DBL (fabs (res_ext), fabs (area));
if (!positive_integrand && max_area < 0.01 * resabs0)
goto return_error;
}
{
double ratio = res_ext / area;
if (ratio < 0.01 || ratio > 100.0 || errsum > fabs (area))
error_type = 6;
}
goto return_error;
compute_result:
*result = sum_results (workspace);
*abserr = errsum;
return_error:
if (error_type > 2)
error_type--;
if (error_type == 0)
{
return GSL_SUCCESS;
}
else if (error_type == 1)
{
GSL_ERROR ("number of iterations was insufficient", GSL_EMAXITER);
}
else if (error_type == 2)
{
GSL_ERROR ("cannot reach tolerance because of roundoff error",
GSL_EROUND);
}
else if (error_type == 3)
{
GSL_ERROR ("bad integrand behavior found in the integration interval",
GSL_ESING);
}
else if (error_type == 4)
{
GSL_ERROR ("roundoff error detected in the extrapolation table",
GSL_EROUND);
}
else if (error_type == 5)
{
GSL_ERROR ("integral is divergent, or slowly convergent",
GSL_EDIVERGE);
}
GSL_ERROR ("could not integrate function", GSL_EFAILED);
}
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