1 | /*************************************************************************
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2 | Copyright (c) Sergey Bochkanov (ALGLIB project).
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3 |
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4 | >>> SOURCE LICENSE >>>
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5 | This program is free software; you can redistribute it and/or modify
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6 | it under the terms of the GNU General Public License as published by
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7 | the Free Software Foundation (www.fsf.org); either version 2 of the
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8 | License, or (at your option) any later version.
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9 |
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10 | This program is distributed in the hope that it will be useful,
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11 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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12 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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13 | GNU General Public License for more details.
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14 |
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15 | A copy of the GNU General Public License is available at
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16 | http://www.fsf.org/licensing/licenses
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17 | >>> END OF LICENSE >>>
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18 | *************************************************************************/
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19 | #pragma warning disable 162
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20 | #pragma warning disable 219
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21 | using System;
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22 |
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23 | public partial class alglib
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24 | {
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25 |
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26 |
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27 | /*************************************************************************
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28 | Computation of nodes and weights for a Gauss quadrature formula
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29 |
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30 | The algorithm generates the N-point Gauss quadrature formula with weight
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31 | function given by coefficients alpha and beta of a recurrence relation
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32 | which generates a system of orthogonal polynomials:
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33 |
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34 | P-1(x) = 0
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35 | P0(x) = 1
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36 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
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37 |
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38 | and zeroth moment Mu0
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39 |
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40 | Mu0 = integral(W(x)dx,a,b)
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41 |
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42 | INPUT PARAMETERS:
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43 | Alpha array[0..N-1], alpha coefficients
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44 | Beta array[0..N-1], beta coefficients
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45 | Zero-indexed element is not used and may be arbitrary.
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46 | Beta[I]>0.
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47 | Mu0 zeroth moment of the weight function.
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48 | N number of nodes of the quadrature formula, N>=1
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49 |
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50 | OUTPUT PARAMETERS:
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51 | Info - error code:
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52 | * -3 internal eigenproblem solver hasn't converged
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53 | * -2 Beta[i]<=0
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54 | * -1 incorrect N was passed
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55 | * 1 OK
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56 | X - array[0..N-1] - array of quadrature nodes,
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57 | in ascending order.
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58 | W - array[0..N-1] - array of quadrature weights.
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59 |
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60 | -- ALGLIB --
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61 | Copyright 2005-2009 by Bochkanov Sergey
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62 | *************************************************************************/
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63 | public static void gqgeneraterec(double[] alpha, double[] beta, double mu0, int n, out int info, out double[] x, out double[] w)
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64 | {
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65 | info = 0;
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66 | x = new double[0];
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67 | w = new double[0];
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68 | gq.gqgeneraterec(alpha, beta, mu0, n, ref info, ref x, ref w);
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69 | return;
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70 | }
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71 |
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72 | /*************************************************************************
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73 | Computation of nodes and weights for a Gauss-Lobatto quadrature formula
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74 |
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75 | The algorithm generates the N-point Gauss-Lobatto quadrature formula with
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76 | weight function given by coefficients alpha and beta of a recurrence which
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77 | generates a system of orthogonal polynomials.
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78 |
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79 | P-1(x) = 0
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80 | P0(x) = 1
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81 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
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82 |
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83 | and zeroth moment Mu0
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84 |
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85 | Mu0 = integral(W(x)dx,a,b)
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86 |
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87 | INPUT PARAMETERS:
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88 | Alpha array[0..N-2], alpha coefficients
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89 | Beta array[0..N-2], beta coefficients.
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90 | Zero-indexed element is not used, may be arbitrary.
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91 | Beta[I]>0
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92 | Mu0 zeroth moment of the weighting function.
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93 | A left boundary of the integration interval.
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94 | B right boundary of the integration interval.
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95 | N number of nodes of the quadrature formula, N>=3
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96 | (including the left and right boundary nodes).
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97 |
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98 | OUTPUT PARAMETERS:
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99 | Info - error code:
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100 | * -3 internal eigenproblem solver hasn't converged
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101 | * -2 Beta[i]<=0
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102 | * -1 incorrect N was passed
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103 | * 1 OK
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104 | X - array[0..N-1] - array of quadrature nodes,
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105 | in ascending order.
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106 | W - array[0..N-1] - array of quadrature weights.
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107 |
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108 | -- ALGLIB --
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109 | Copyright 2005-2009 by Bochkanov Sergey
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110 | *************************************************************************/
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111 | public static void gqgenerategausslobattorec(double[] alpha, double[] beta, double mu0, double a, double b, int n, out int info, out double[] x, out double[] w)
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112 | {
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113 | info = 0;
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114 | x = new double[0];
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115 | w = new double[0];
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116 | gq.gqgenerategausslobattorec(alpha, beta, mu0, a, b, n, ref info, ref x, ref w);
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117 | return;
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118 | }
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119 |
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120 | /*************************************************************************
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121 | Computation of nodes and weights for a Gauss-Radau quadrature formula
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122 |
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123 | The algorithm generates the N-point Gauss-Radau quadrature formula with
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124 | weight function given by the coefficients alpha and beta of a recurrence
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125 | which generates a system of orthogonal polynomials.
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126 |
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127 | P-1(x) = 0
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128 | P0(x) = 1
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129 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
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130 |
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131 | and zeroth moment Mu0
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132 |
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133 | Mu0 = integral(W(x)dx,a,b)
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134 |
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135 | INPUT PARAMETERS:
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136 | Alpha array[0..N-2], alpha coefficients.
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137 | Beta array[0..N-1], beta coefficients
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138 | Zero-indexed element is not used.
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139 | Beta[I]>0
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140 | Mu0 zeroth moment of the weighting function.
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141 | A left boundary of the integration interval.
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142 | N number of nodes of the quadrature formula, N>=2
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143 | (including the left boundary node).
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144 |
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145 | OUTPUT PARAMETERS:
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146 | Info - error code:
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147 | * -3 internal eigenproblem solver hasn't converged
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148 | * -2 Beta[i]<=0
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149 | * -1 incorrect N was passed
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150 | * 1 OK
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151 | X - array[0..N-1] - array of quadrature nodes,
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152 | in ascending order.
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153 | W - array[0..N-1] - array of quadrature weights.
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154 |
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155 |
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156 | -- ALGLIB --
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157 | Copyright 2005-2009 by Bochkanov Sergey
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158 | *************************************************************************/
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159 | public static void gqgenerategaussradaurec(double[] alpha, double[] beta, double mu0, double a, int n, out int info, out double[] x, out double[] w)
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160 | {
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161 | info = 0;
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162 | x = new double[0];
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163 | w = new double[0];
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164 | gq.gqgenerategaussradaurec(alpha, beta, mu0, a, n, ref info, ref x, ref w);
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165 | return;
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166 | }
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167 |
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168 | /*************************************************************************
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169 | Returns nodes/weights for Gauss-Legendre quadrature on [-1,1] with N
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170 | nodes.
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171 |
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172 | INPUT PARAMETERS:
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173 | N - number of nodes, >=1
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174 |
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175 | OUTPUT PARAMETERS:
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176 | Info - error code:
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177 | * -4 an error was detected when calculating
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178 | weights/nodes. N is too large to obtain
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179 | weights/nodes with high enough accuracy.
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180 | Try to use multiple precision version.
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181 | * -3 internal eigenproblem solver hasn't converged
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182 | * -1 incorrect N was passed
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183 | * +1 OK
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184 | X - array[0..N-1] - array of quadrature nodes,
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185 | in ascending order.
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186 | W - array[0..N-1] - array of quadrature weights.
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187 |
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188 |
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189 | -- ALGLIB --
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190 | Copyright 12.05.2009 by Bochkanov Sergey
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191 | *************************************************************************/
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192 | public static void gqgenerategausslegendre(int n, out int info, out double[] x, out double[] w)
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193 | {
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194 | info = 0;
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195 | x = new double[0];
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196 | w = new double[0];
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197 | gq.gqgenerategausslegendre(n, ref info, ref x, ref w);
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198 | return;
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199 | }
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200 |
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201 | /*************************************************************************
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202 | Returns nodes/weights for Gauss-Jacobi quadrature on [-1,1] with weight
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203 | function W(x)=Power(1-x,Alpha)*Power(1+x,Beta).
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204 |
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205 | INPUT PARAMETERS:
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206 | N - number of nodes, >=1
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207 | Alpha - power-law coefficient, Alpha>-1
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208 | Beta - power-law coefficient, Beta>-1
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209 |
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210 | OUTPUT PARAMETERS:
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211 | Info - error code:
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212 | * -4 an error was detected when calculating
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213 | weights/nodes. Alpha or Beta are too close
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214 | to -1 to obtain weights/nodes with high enough
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215 | accuracy, or, may be, N is too large. Try to
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216 | use multiple precision version.
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217 | * -3 internal eigenproblem solver hasn't converged
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218 | * -1 incorrect N/Alpha/Beta was passed
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219 | * +1 OK
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220 | X - array[0..N-1] - array of quadrature nodes,
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221 | in ascending order.
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222 | W - array[0..N-1] - array of quadrature weights.
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223 |
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224 |
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225 | -- ALGLIB --
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226 | Copyright 12.05.2009 by Bochkanov Sergey
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227 | *************************************************************************/
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228 | public static void gqgenerategaussjacobi(int n, double alpha, double beta, out int info, out double[] x, out double[] w)
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229 | {
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230 | info = 0;
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231 | x = new double[0];
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232 | w = new double[0];
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233 | gq.gqgenerategaussjacobi(n, alpha, beta, ref info, ref x, ref w);
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234 | return;
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235 | }
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236 |
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237 | /*************************************************************************
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238 | Returns nodes/weights for Gauss-Laguerre quadrature on [0,+inf) with
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239 | weight function W(x)=Power(x,Alpha)*Exp(-x)
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240 |
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241 | INPUT PARAMETERS:
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242 | N - number of nodes, >=1
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243 | Alpha - power-law coefficient, Alpha>-1
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244 |
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245 | OUTPUT PARAMETERS:
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246 | Info - error code:
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247 | * -4 an error was detected when calculating
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248 | weights/nodes. Alpha is too close to -1 to
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249 | obtain weights/nodes with high enough accuracy
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250 | or, may be, N is too large. Try to use
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251 | multiple precision version.
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252 | * -3 internal eigenproblem solver hasn't converged
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253 | * -1 incorrect N/Alpha was passed
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254 | * +1 OK
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255 | X - array[0..N-1] - array of quadrature nodes,
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256 | in ascending order.
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257 | W - array[0..N-1] - array of quadrature weights.
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258 |
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259 |
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260 | -- ALGLIB --
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261 | Copyright 12.05.2009 by Bochkanov Sergey
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262 | *************************************************************************/
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263 | public static void gqgenerategausslaguerre(int n, double alpha, out int info, out double[] x, out double[] w)
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264 | {
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265 | info = 0;
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266 | x = new double[0];
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267 | w = new double[0];
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268 | gq.gqgenerategausslaguerre(n, alpha, ref info, ref x, ref w);
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269 | return;
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270 | }
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271 |
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272 | /*************************************************************************
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273 | Returns nodes/weights for Gauss-Hermite quadrature on (-inf,+inf) with
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274 | weight function W(x)=Exp(-x*x)
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275 |
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276 | INPUT PARAMETERS:
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277 | N - number of nodes, >=1
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278 |
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279 | OUTPUT PARAMETERS:
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280 | Info - error code:
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281 | * -4 an error was detected when calculating
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282 | weights/nodes. May be, N is too large. Try to
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283 | use multiple precision version.
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284 | * -3 internal eigenproblem solver hasn't converged
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285 | * -1 incorrect N/Alpha was passed
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286 | * +1 OK
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287 | X - array[0..N-1] - array of quadrature nodes,
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288 | in ascending order.
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289 | W - array[0..N-1] - array of quadrature weights.
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290 |
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291 |
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292 | -- ALGLIB --
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293 | Copyright 12.05.2009 by Bochkanov Sergey
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294 | *************************************************************************/
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295 | public static void gqgenerategausshermite(int n, out int info, out double[] x, out double[] w)
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296 | {
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297 | info = 0;
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298 | x = new double[0];
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299 | w = new double[0];
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300 | gq.gqgenerategausshermite(n, ref info, ref x, ref w);
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301 | return;
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302 | }
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303 |
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304 | }
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305 | public partial class alglib
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306 | {
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307 |
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308 |
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309 | /*************************************************************************
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310 | Computation of nodes and weights of a Gauss-Kronrod quadrature formula
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311 |
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312 | The algorithm generates the N-point Gauss-Kronrod quadrature formula with
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313 | weight function given by coefficients alpha and beta of a recurrence
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314 | relation which generates a system of orthogonal polynomials:
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315 |
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316 | P-1(x) = 0
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317 | P0(x) = 1
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318 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
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319 |
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320 | and zero moment Mu0
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321 |
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322 | Mu0 = integral(W(x)dx,a,b)
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323 |
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324 |
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325 | INPUT PARAMETERS:
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326 | Alpha alpha coefficients, array[0..floor(3*K/2)].
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327 | Beta beta coefficients, array[0..ceil(3*K/2)].
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328 | Beta[0] is not used and may be arbitrary.
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329 | Beta[I]>0.
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330 | Mu0 zeroth moment of the weight function.
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331 | N number of nodes of the Gauss-Kronrod quadrature formula,
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332 | N >= 3,
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333 | N = 2*K+1.
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334 |
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335 | OUTPUT PARAMETERS:
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336 | Info - error code:
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337 | * -5 no real and positive Gauss-Kronrod formula can
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338 | be created for such a weight function with a
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339 | given number of nodes.
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340 | * -4 N is too large, task may be ill conditioned -
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341 | x[i]=x[i+1] found.
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342 | * -3 internal eigenproblem solver hasn't converged
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343 | * -2 Beta[i]<=0
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344 | * -1 incorrect N was passed
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345 | * +1 OK
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346 | X - array[0..N-1] - array of quadrature nodes,
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347 | in ascending order.
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348 | WKronrod - array[0..N-1] - Kronrod weights
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349 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
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350 | corresponding to extended Kronrod nodes).
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351 |
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352 | -- ALGLIB --
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353 | Copyright 08.05.2009 by Bochkanov Sergey
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354 | *************************************************************************/
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355 | public static void gkqgeneraterec(double[] alpha, double[] beta, double mu0, int n, out int info, out double[] x, out double[] wkronrod, out double[] wgauss)
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356 | {
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357 | info = 0;
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358 | x = new double[0];
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359 | wkronrod = new double[0];
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360 | wgauss = new double[0];
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361 | gkq.gkqgeneraterec(alpha, beta, mu0, n, ref info, ref x, ref wkronrod, ref wgauss);
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362 | return;
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363 | }
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364 |
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365 | /*************************************************************************
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366 | Returns Gauss and Gauss-Kronrod nodes/weights for Gauss-Legendre
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367 | quadrature with N points.
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368 |
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369 | GKQLegendreCalc (calculation) or GKQLegendreTbl (precomputed table) is
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370 | used depending on machine precision and number of nodes.
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371 |
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372 | INPUT PARAMETERS:
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373 | N - number of Kronrod nodes, must be odd number, >=3.
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374 |
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375 | OUTPUT PARAMETERS:
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376 | Info - error code:
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377 | * -4 an error was detected when calculating
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378 | weights/nodes. N is too large to obtain
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379 | weights/nodes with high enough accuracy.
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380 | Try to use multiple precision version.
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381 | * -3 internal eigenproblem solver hasn't converged
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382 | * -1 incorrect N was passed
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383 | * +1 OK
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384 | X - array[0..N-1] - array of quadrature nodes, ordered in
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385 | ascending order.
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386 | WKronrod - array[0..N-1] - Kronrod weights
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387 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
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388 | corresponding to extended Kronrod nodes).
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389 |
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390 |
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391 | -- ALGLIB --
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392 | Copyright 12.05.2009 by Bochkanov Sergey
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393 | *************************************************************************/
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394 | public static void gkqgenerategausslegendre(int n, out int info, out double[] x, out double[] wkronrod, out double[] wgauss)
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395 | {
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396 | info = 0;
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397 | x = new double[0];
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398 | wkronrod = new double[0];
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399 | wgauss = new double[0];
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400 | gkq.gkqgenerategausslegendre(n, ref info, ref x, ref wkronrod, ref wgauss);
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401 | return;
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402 | }
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403 |
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404 | /*************************************************************************
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405 | Returns Gauss and Gauss-Kronrod nodes/weights for Gauss-Jacobi
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406 | quadrature on [-1,1] with weight function
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407 |
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408 | W(x)=Power(1-x,Alpha)*Power(1+x,Beta).
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409 |
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410 | INPUT PARAMETERS:
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411 | N - number of Kronrod nodes, must be odd number, >=3.
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412 | Alpha - power-law coefficient, Alpha>-1
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413 | Beta - power-law coefficient, Beta>-1
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414 |
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415 | OUTPUT PARAMETERS:
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416 | Info - error code:
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417 | * -5 no real and positive Gauss-Kronrod formula can
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418 | be created for such a weight function with a
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419 | given number of nodes.
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420 | * -4 an error was detected when calculating
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421 | weights/nodes. Alpha or Beta are too close
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422 | to -1 to obtain weights/nodes with high enough
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423 | accuracy, or, may be, N is too large. Try to
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424 | use multiple precision version.
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425 | * -3 internal eigenproblem solver hasn't converged
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426 | * -1 incorrect N was passed
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427 | * +1 OK
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428 | * +2 OK, but quadrature rule have exterior nodes,
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429 | x[0]<-1 or x[n-1]>+1
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430 | X - array[0..N-1] - array of quadrature nodes, ordered in
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431 | ascending order.
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432 | WKronrod - array[0..N-1] - Kronrod weights
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433 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
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434 | corresponding to extended Kronrod nodes).
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435 |
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436 |
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437 | -- ALGLIB --
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438 | Copyright 12.05.2009 by Bochkanov Sergey
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439 | *************************************************************************/
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440 | public static void gkqgenerategaussjacobi(int n, double alpha, double beta, out int info, out double[] x, out double[] wkronrod, out double[] wgauss)
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441 | {
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442 | info = 0;
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443 | x = new double[0];
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444 | wkronrod = new double[0];
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445 | wgauss = new double[0];
|
---|
446 | gkq.gkqgenerategaussjacobi(n, alpha, beta, ref info, ref x, ref wkronrod, ref wgauss);
|
---|
447 | return;
|
---|
448 | }
|
---|
449 |
|
---|
450 | /*************************************************************************
|
---|
451 | Returns Gauss and Gauss-Kronrod nodes for quadrature with N points.
|
---|
452 |
|
---|
453 | Reduction to tridiagonal eigenproblem is used.
|
---|
454 |
|
---|
455 | INPUT PARAMETERS:
|
---|
456 | N - number of Kronrod nodes, must be odd number, >=3.
|
---|
457 |
|
---|
458 | OUTPUT PARAMETERS:
|
---|
459 | Info - error code:
|
---|
460 | * -4 an error was detected when calculating
|
---|
461 | weights/nodes. N is too large to obtain
|
---|
462 | weights/nodes with high enough accuracy.
|
---|
463 | Try to use multiple precision version.
|
---|
464 | * -3 internal eigenproblem solver hasn't converged
|
---|
465 | * -1 incorrect N was passed
|
---|
466 | * +1 OK
|
---|
467 | X - array[0..N-1] - array of quadrature nodes, ordered in
|
---|
468 | ascending order.
|
---|
469 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
470 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
471 | corresponding to extended Kronrod nodes).
|
---|
472 |
|
---|
473 | -- ALGLIB --
|
---|
474 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
475 | *************************************************************************/
|
---|
476 | public static void gkqlegendrecalc(int n, out int info, out double[] x, out double[] wkronrod, out double[] wgauss)
|
---|
477 | {
|
---|
478 | info = 0;
|
---|
479 | x = new double[0];
|
---|
480 | wkronrod = new double[0];
|
---|
481 | wgauss = new double[0];
|
---|
482 | gkq.gkqlegendrecalc(n, ref info, ref x, ref wkronrod, ref wgauss);
|
---|
483 | return;
|
---|
484 | }
|
---|
485 |
|
---|
486 | /*************************************************************************
|
---|
487 | Returns Gauss and Gauss-Kronrod nodes for quadrature with N points using
|
---|
488 | pre-calculated table. Nodes/weights were computed with accuracy up to
|
---|
489 | 1.0E-32 (if MPFR version of ALGLIB is used). In standard double precision
|
---|
490 | accuracy reduces to something about 2.0E-16 (depending on your compiler's
|
---|
491 | handling of long floating point constants).
|
---|
492 |
|
---|
493 | INPUT PARAMETERS:
|
---|
494 | N - number of Kronrod nodes.
|
---|
495 | N can be 15, 21, 31, 41, 51, 61.
|
---|
496 |
|
---|
497 | OUTPUT PARAMETERS:
|
---|
498 | X - array[0..N-1] - array of quadrature nodes, ordered in
|
---|
499 | ascending order.
|
---|
500 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
501 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
502 | corresponding to extended Kronrod nodes).
|
---|
503 |
|
---|
504 |
|
---|
505 | -- ALGLIB --
|
---|
506 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
507 | *************************************************************************/
|
---|
508 | public static void gkqlegendretbl(int n, out double[] x, out double[] wkronrod, out double[] wgauss, out double eps)
|
---|
509 | {
|
---|
510 | x = new double[0];
|
---|
511 | wkronrod = new double[0];
|
---|
512 | wgauss = new double[0];
|
---|
513 | eps = 0;
|
---|
514 | gkq.gkqlegendretbl(n, ref x, ref wkronrod, ref wgauss, ref eps);
|
---|
515 | return;
|
---|
516 | }
|
---|
517 |
|
---|
518 | }
|
---|
519 | public partial class alglib
|
---|
520 | {
|
---|
521 |
|
---|
522 |
|
---|
523 | /*************************************************************************
|
---|
524 | Integration report:
|
---|
525 | * TerminationType = completetion code:
|
---|
526 | * -5 non-convergence of Gauss-Kronrod nodes
|
---|
527 | calculation subroutine.
|
---|
528 | * -1 incorrect parameters were specified
|
---|
529 | * 1 OK
|
---|
530 | * Rep.NFEV countains number of function calculations
|
---|
531 | * Rep.NIntervals contains number of intervals [a,b]
|
---|
532 | was partitioned into.
|
---|
533 | *************************************************************************/
|
---|
534 | public class autogkreport
|
---|
535 | {
|
---|
536 | //
|
---|
537 | // Public declarations
|
---|
538 | //
|
---|
539 | public int terminationtype { get { return _innerobj.terminationtype; } set { _innerobj.terminationtype = value; } }
|
---|
540 | public int nfev { get { return _innerobj.nfev; } set { _innerobj.nfev = value; } }
|
---|
541 | public int nintervals { get { return _innerobj.nintervals; } set { _innerobj.nintervals = value; } }
|
---|
542 |
|
---|
543 | public autogkreport()
|
---|
544 | {
|
---|
545 | _innerobj = new autogk.autogkreport();
|
---|
546 | }
|
---|
547 |
|
---|
548 | //
|
---|
549 | // Although some of declarations below are public, you should not use them
|
---|
550 | // They are intended for internal use only
|
---|
551 | //
|
---|
552 | private autogk.autogkreport _innerobj;
|
---|
553 | public autogk.autogkreport innerobj { get { return _innerobj; } }
|
---|
554 | public autogkreport(autogk.autogkreport obj)
|
---|
555 | {
|
---|
556 | _innerobj = obj;
|
---|
557 | }
|
---|
558 | }
|
---|
559 |
|
---|
560 |
|
---|
561 | /*************************************************************************
|
---|
562 | This structure stores state of the integration algorithm.
|
---|
563 |
|
---|
564 | Although this class has public fields, they are not intended for external
|
---|
565 | use. You should use ALGLIB functions to work with this class:
|
---|
566 | * autogksmooth()/AutoGKSmoothW()/... to create objects
|
---|
567 | * autogkintegrate() to begin integration
|
---|
568 | * autogkresults() to get results
|
---|
569 | *************************************************************************/
|
---|
570 | public class autogkstate
|
---|
571 | {
|
---|
572 | //
|
---|
573 | // Public declarations
|
---|
574 | //
|
---|
575 | public bool needf { get { return _innerobj.needf; } set { _innerobj.needf = value; } }
|
---|
576 | public double x { get { return _innerobj.x; } set { _innerobj.x = value; } }
|
---|
577 | public double xminusa { get { return _innerobj.xminusa; } set { _innerobj.xminusa = value; } }
|
---|
578 | public double bminusx { get { return _innerobj.bminusx; } set { _innerobj.bminusx = value; } }
|
---|
579 | public double f { get { return _innerobj.f; } set { _innerobj.f = value; } }
|
---|
580 |
|
---|
581 | public autogkstate()
|
---|
582 | {
|
---|
583 | _innerobj = new autogk.autogkstate();
|
---|
584 | }
|
---|
585 |
|
---|
586 | //
|
---|
587 | // Although some of declarations below are public, you should not use them
|
---|
588 | // They are intended for internal use only
|
---|
589 | //
|
---|
590 | private autogk.autogkstate _innerobj;
|
---|
591 | public autogk.autogkstate innerobj { get { return _innerobj; } }
|
---|
592 | public autogkstate(autogk.autogkstate obj)
|
---|
593 | {
|
---|
594 | _innerobj = obj;
|
---|
595 | }
|
---|
596 | }
|
---|
597 |
|
---|
598 | /*************************************************************************
|
---|
599 | Integration of a smooth function F(x) on a finite interval [a,b].
|
---|
600 |
|
---|
601 | Fast-convergent algorithm based on a Gauss-Kronrod formula is used. Result
|
---|
602 | is calculated with accuracy close to the machine precision.
|
---|
603 |
|
---|
604 | Algorithm works well only with smooth integrands. It may be used with
|
---|
605 | continuous non-smooth integrands, but with less performance.
|
---|
606 |
|
---|
607 | It should never be used with integrands which have integrable singularities
|
---|
608 | at lower or upper limits - algorithm may crash. Use AutoGKSingular in such
|
---|
609 | cases.
|
---|
610 |
|
---|
611 | INPUT PARAMETERS:
|
---|
612 | A, B - interval boundaries (A<B, A=B or A>B)
|
---|
613 |
|
---|
614 | OUTPUT PARAMETERS
|
---|
615 | State - structure which stores algorithm state
|
---|
616 |
|
---|
617 | SEE ALSO
|
---|
618 | AutoGKSmoothW, AutoGKSingular, AutoGKResults.
|
---|
619 |
|
---|
620 |
|
---|
621 | -- ALGLIB --
|
---|
622 | Copyright 06.05.2009 by Bochkanov Sergey
|
---|
623 | *************************************************************************/
|
---|
624 | public static void autogksmooth(double a, double b, out autogkstate state)
|
---|
625 | {
|
---|
626 | state = new autogkstate();
|
---|
627 | autogk.autogksmooth(a, b, state.innerobj);
|
---|
628 | return;
|
---|
629 | }
|
---|
630 |
|
---|
631 | /*************************************************************************
|
---|
632 | Integration of a smooth function F(x) on a finite interval [a,b].
|
---|
633 |
|
---|
634 | This subroutine is same as AutoGKSmooth(), but it guarantees that interval
|
---|
635 | [a,b] is partitioned into subintervals which have width at most XWidth.
|
---|
636 |
|
---|
637 | Subroutine can be used when integrating nearly-constant function with
|
---|
638 | narrow "bumps" (about XWidth wide). If "bumps" are too narrow, AutoGKSmooth
|
---|
639 | subroutine can overlook them.
|
---|
640 |
|
---|
641 | INPUT PARAMETERS:
|
---|
642 | A, B - interval boundaries (A<B, A=B or A>B)
|
---|
643 |
|
---|
644 | OUTPUT PARAMETERS
|
---|
645 | State - structure which stores algorithm state
|
---|
646 |
|
---|
647 | SEE ALSO
|
---|
648 | AutoGKSmooth, AutoGKSingular, AutoGKResults.
|
---|
649 |
|
---|
650 |
|
---|
651 | -- ALGLIB --
|
---|
652 | Copyright 06.05.2009 by Bochkanov Sergey
|
---|
653 | *************************************************************************/
|
---|
654 | public static void autogksmoothw(double a, double b, double xwidth, out autogkstate state)
|
---|
655 | {
|
---|
656 | state = new autogkstate();
|
---|
657 | autogk.autogksmoothw(a, b, xwidth, state.innerobj);
|
---|
658 | return;
|
---|
659 | }
|
---|
660 |
|
---|
661 | /*************************************************************************
|
---|
662 | Integration on a finite interval [A,B].
|
---|
663 | Integrand have integrable singularities at A/B.
|
---|
664 |
|
---|
665 | F(X) must diverge as "(x-A)^alpha" at A, as "(B-x)^beta" at B, with known
|
---|
666 | alpha/beta (alpha>-1, beta>-1). If alpha/beta are not known, estimates
|
---|
667 | from below can be used (but these estimates should be greater than -1 too).
|
---|
668 |
|
---|
669 | One of alpha/beta variables (or even both alpha/beta) may be equal to 0,
|
---|
670 | which means than function F(x) is non-singular at A/B. Anyway (singular at
|
---|
671 | bounds or not), function F(x) is supposed to be continuous on (A,B).
|
---|
672 |
|
---|
673 | Fast-convergent algorithm based on a Gauss-Kronrod formula is used. Result
|
---|
674 | is calculated with accuracy close to the machine precision.
|
---|
675 |
|
---|
676 | INPUT PARAMETERS:
|
---|
677 | A, B - interval boundaries (A<B, A=B or A>B)
|
---|
678 | Alpha - power-law coefficient of the F(x) at A,
|
---|
679 | Alpha>-1
|
---|
680 | Beta - power-law coefficient of the F(x) at B,
|
---|
681 | Beta>-1
|
---|
682 |
|
---|
683 | OUTPUT PARAMETERS
|
---|
684 | State - structure which stores algorithm state
|
---|
685 |
|
---|
686 | SEE ALSO
|
---|
687 | AutoGKSmooth, AutoGKSmoothW, AutoGKResults.
|
---|
688 |
|
---|
689 |
|
---|
690 | -- ALGLIB --
|
---|
691 | Copyright 06.05.2009 by Bochkanov Sergey
|
---|
692 | *************************************************************************/
|
---|
693 | public static void autogksingular(double a, double b, double alpha, double beta, out autogkstate state)
|
---|
694 | {
|
---|
695 | state = new autogkstate();
|
---|
696 | autogk.autogksingular(a, b, alpha, beta, state.innerobj);
|
---|
697 | return;
|
---|
698 | }
|
---|
699 |
|
---|
700 | /*************************************************************************
|
---|
701 | This function provides reverse communication interface
|
---|
702 | Reverse communication interface is not documented or recommended to use.
|
---|
703 | See below for functions which provide better documented API
|
---|
704 | *************************************************************************/
|
---|
705 | public static bool autogkiteration(autogkstate state)
|
---|
706 | {
|
---|
707 |
|
---|
708 | bool result = autogk.autogkiteration(state.innerobj);
|
---|
709 | return result;
|
---|
710 | }
|
---|
711 |
|
---|
712 |
|
---|
713 | /*************************************************************************
|
---|
714 | This function is used to launcn iterations of ODE solver
|
---|
715 |
|
---|
716 | It accepts following parameters:
|
---|
717 | diff - callback which calculates dy/dx for given y and x
|
---|
718 | obj - optional object which is passed to diff; can be NULL
|
---|
719 |
|
---|
720 |
|
---|
721 | -- ALGLIB --
|
---|
722 | Copyright 07.05.2009 by Bochkanov Sergey
|
---|
723 |
|
---|
724 | *************************************************************************/
|
---|
725 | public static void autogkintegrate(autogkstate state, integrator1_func func, object obj)
|
---|
726 | {
|
---|
727 | if( func==null )
|
---|
728 | throw new alglibexception("ALGLIB: error in 'autogkintegrate()' (func is null)");
|
---|
729 | while( alglib.autogkiteration(state) )
|
---|
730 | {
|
---|
731 | if( state.needf )
|
---|
732 | {
|
---|
733 | func(state.innerobj.x, state.innerobj.xminusa, state.innerobj.bminusx, ref state.innerobj.f, obj);
|
---|
734 | continue;
|
---|
735 | }
|
---|
736 | throw new alglibexception("ALGLIB: unexpected error in 'autogksolve'");
|
---|
737 | }
|
---|
738 | }
|
---|
739 |
|
---|
740 | /*************************************************************************
|
---|
741 | Adaptive integration results
|
---|
742 |
|
---|
743 | Called after AutoGKIteration returned False.
|
---|
744 |
|
---|
745 | Input parameters:
|
---|
746 | State - algorithm state (used by AutoGKIteration).
|
---|
747 |
|
---|
748 | Output parameters:
|
---|
749 | V - integral(f(x)dx,a,b)
|
---|
750 | Rep - optimization report (see AutoGKReport description)
|
---|
751 |
|
---|
752 | -- ALGLIB --
|
---|
753 | Copyright 14.11.2007 by Bochkanov Sergey
|
---|
754 | *************************************************************************/
|
---|
755 | public static void autogkresults(autogkstate state, out double v, out autogkreport rep)
|
---|
756 | {
|
---|
757 | v = 0;
|
---|
758 | rep = new autogkreport();
|
---|
759 | autogk.autogkresults(state.innerobj, ref v, rep.innerobj);
|
---|
760 | return;
|
---|
761 | }
|
---|
762 |
|
---|
763 | }
|
---|
764 | public partial class alglib
|
---|
765 | {
|
---|
766 | public class gq
|
---|
767 | {
|
---|
768 | /*************************************************************************
|
---|
769 | Computation of nodes and weights for a Gauss quadrature formula
|
---|
770 |
|
---|
771 | The algorithm generates the N-point Gauss quadrature formula with weight
|
---|
772 | function given by coefficients alpha and beta of a recurrence relation
|
---|
773 | which generates a system of orthogonal polynomials:
|
---|
774 |
|
---|
775 | P-1(x) = 0
|
---|
776 | P0(x) = 1
|
---|
777 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
|
---|
778 |
|
---|
779 | and zeroth moment Mu0
|
---|
780 |
|
---|
781 | Mu0 = integral(W(x)dx,a,b)
|
---|
782 |
|
---|
783 | INPUT PARAMETERS:
|
---|
784 | Alpha array[0..N-1], alpha coefficients
|
---|
785 | Beta array[0..N-1], beta coefficients
|
---|
786 | Zero-indexed element is not used and may be arbitrary.
|
---|
787 | Beta[I]>0.
|
---|
788 | Mu0 zeroth moment of the weight function.
|
---|
789 | N number of nodes of the quadrature formula, N>=1
|
---|
790 |
|
---|
791 | OUTPUT PARAMETERS:
|
---|
792 | Info - error code:
|
---|
793 | * -3 internal eigenproblem solver hasn't converged
|
---|
794 | * -2 Beta[i]<=0
|
---|
795 | * -1 incorrect N was passed
|
---|
796 | * 1 OK
|
---|
797 | X - array[0..N-1] - array of quadrature nodes,
|
---|
798 | in ascending order.
|
---|
799 | W - array[0..N-1] - array of quadrature weights.
|
---|
800 |
|
---|
801 | -- ALGLIB --
|
---|
802 | Copyright 2005-2009 by Bochkanov Sergey
|
---|
803 | *************************************************************************/
|
---|
804 | public static void gqgeneraterec(double[] alpha,
|
---|
805 | double[] beta,
|
---|
806 | double mu0,
|
---|
807 | int n,
|
---|
808 | ref int info,
|
---|
809 | ref double[] x,
|
---|
810 | ref double[] w)
|
---|
811 | {
|
---|
812 | int i = 0;
|
---|
813 | double[] d = new double[0];
|
---|
814 | double[] e = new double[0];
|
---|
815 | double[,] z = new double[0,0];
|
---|
816 |
|
---|
817 | info = 0;
|
---|
818 | x = new double[0];
|
---|
819 | w = new double[0];
|
---|
820 |
|
---|
821 | if( n<1 )
|
---|
822 | {
|
---|
823 | info = -1;
|
---|
824 | return;
|
---|
825 | }
|
---|
826 | info = 1;
|
---|
827 |
|
---|
828 | //
|
---|
829 | // Initialize
|
---|
830 | //
|
---|
831 | d = new double[n];
|
---|
832 | e = new double[n];
|
---|
833 | for(i=1; i<=n-1; i++)
|
---|
834 | {
|
---|
835 | d[i-1] = alpha[i-1];
|
---|
836 | if( (double)(beta[i])<=(double)(0) )
|
---|
837 | {
|
---|
838 | info = -2;
|
---|
839 | return;
|
---|
840 | }
|
---|
841 | e[i-1] = Math.Sqrt(beta[i]);
|
---|
842 | }
|
---|
843 | d[n-1] = alpha[n-1];
|
---|
844 |
|
---|
845 | //
|
---|
846 | // EVD
|
---|
847 | //
|
---|
848 | if( !evd.smatrixtdevd(ref d, e, n, 3, ref z) )
|
---|
849 | {
|
---|
850 | info = -3;
|
---|
851 | return;
|
---|
852 | }
|
---|
853 |
|
---|
854 | //
|
---|
855 | // Generate
|
---|
856 | //
|
---|
857 | x = new double[n];
|
---|
858 | w = new double[n];
|
---|
859 | for(i=1; i<=n; i++)
|
---|
860 | {
|
---|
861 | x[i-1] = d[i-1];
|
---|
862 | w[i-1] = mu0*math.sqr(z[0,i-1]);
|
---|
863 | }
|
---|
864 | }
|
---|
865 |
|
---|
866 |
|
---|
867 | /*************************************************************************
|
---|
868 | Computation of nodes and weights for a Gauss-Lobatto quadrature formula
|
---|
869 |
|
---|
870 | The algorithm generates the N-point Gauss-Lobatto quadrature formula with
|
---|
871 | weight function given by coefficients alpha and beta of a recurrence which
|
---|
872 | generates a system of orthogonal polynomials.
|
---|
873 |
|
---|
874 | P-1(x) = 0
|
---|
875 | P0(x) = 1
|
---|
876 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
|
---|
877 |
|
---|
878 | and zeroth moment Mu0
|
---|
879 |
|
---|
880 | Mu0 = integral(W(x)dx,a,b)
|
---|
881 |
|
---|
882 | INPUT PARAMETERS:
|
---|
883 | Alpha array[0..N-2], alpha coefficients
|
---|
884 | Beta array[0..N-2], beta coefficients.
|
---|
885 | Zero-indexed element is not used, may be arbitrary.
|
---|
886 | Beta[I]>0
|
---|
887 | Mu0 zeroth moment of the weighting function.
|
---|
888 | A left boundary of the integration interval.
|
---|
889 | B right boundary of the integration interval.
|
---|
890 | N number of nodes of the quadrature formula, N>=3
|
---|
891 | (including the left and right boundary nodes).
|
---|
892 |
|
---|
893 | OUTPUT PARAMETERS:
|
---|
894 | Info - error code:
|
---|
895 | * -3 internal eigenproblem solver hasn't converged
|
---|
896 | * -2 Beta[i]<=0
|
---|
897 | * -1 incorrect N was passed
|
---|
898 | * 1 OK
|
---|
899 | X - array[0..N-1] - array of quadrature nodes,
|
---|
900 | in ascending order.
|
---|
901 | W - array[0..N-1] - array of quadrature weights.
|
---|
902 |
|
---|
903 | -- ALGLIB --
|
---|
904 | Copyright 2005-2009 by Bochkanov Sergey
|
---|
905 | *************************************************************************/
|
---|
906 | public static void gqgenerategausslobattorec(double[] alpha,
|
---|
907 | double[] beta,
|
---|
908 | double mu0,
|
---|
909 | double a,
|
---|
910 | double b,
|
---|
911 | int n,
|
---|
912 | ref int info,
|
---|
913 | ref double[] x,
|
---|
914 | ref double[] w)
|
---|
915 | {
|
---|
916 | int i = 0;
|
---|
917 | double[] d = new double[0];
|
---|
918 | double[] e = new double[0];
|
---|
919 | double[,] z = new double[0,0];
|
---|
920 | double pim1a = 0;
|
---|
921 | double pia = 0;
|
---|
922 | double pim1b = 0;
|
---|
923 | double pib = 0;
|
---|
924 | double t = 0;
|
---|
925 | double a11 = 0;
|
---|
926 | double a12 = 0;
|
---|
927 | double a21 = 0;
|
---|
928 | double a22 = 0;
|
---|
929 | double b1 = 0;
|
---|
930 | double b2 = 0;
|
---|
931 | double alph = 0;
|
---|
932 | double bet = 0;
|
---|
933 |
|
---|
934 | alpha = (double[])alpha.Clone();
|
---|
935 | beta = (double[])beta.Clone();
|
---|
936 | info = 0;
|
---|
937 | x = new double[0];
|
---|
938 | w = new double[0];
|
---|
939 |
|
---|
940 | if( n<=2 )
|
---|
941 | {
|
---|
942 | info = -1;
|
---|
943 | return;
|
---|
944 | }
|
---|
945 | info = 1;
|
---|
946 |
|
---|
947 | //
|
---|
948 | // Initialize, D[1:N+1], E[1:N]
|
---|
949 | //
|
---|
950 | n = n-2;
|
---|
951 | d = new double[n+2];
|
---|
952 | e = new double[n+1];
|
---|
953 | for(i=1; i<=n+1; i++)
|
---|
954 | {
|
---|
955 | d[i-1] = alpha[i-1];
|
---|
956 | }
|
---|
957 | for(i=1; i<=n; i++)
|
---|
958 | {
|
---|
959 | if( (double)(beta[i])<=(double)(0) )
|
---|
960 | {
|
---|
961 | info = -2;
|
---|
962 | return;
|
---|
963 | }
|
---|
964 | e[i-1] = Math.Sqrt(beta[i]);
|
---|
965 | }
|
---|
966 |
|
---|
967 | //
|
---|
968 | // Caclulate Pn(a), Pn+1(a), Pn(b), Pn+1(b)
|
---|
969 | //
|
---|
970 | beta[0] = 0;
|
---|
971 | pim1a = 0;
|
---|
972 | pia = 1;
|
---|
973 | pim1b = 0;
|
---|
974 | pib = 1;
|
---|
975 | for(i=1; i<=n+1; i++)
|
---|
976 | {
|
---|
977 |
|
---|
978 | //
|
---|
979 | // Pi(a)
|
---|
980 | //
|
---|
981 | t = (a-alpha[i-1])*pia-beta[i-1]*pim1a;
|
---|
982 | pim1a = pia;
|
---|
983 | pia = t;
|
---|
984 |
|
---|
985 | //
|
---|
986 | // Pi(b)
|
---|
987 | //
|
---|
988 | t = (b-alpha[i-1])*pib-beta[i-1]*pim1b;
|
---|
989 | pim1b = pib;
|
---|
990 | pib = t;
|
---|
991 | }
|
---|
992 |
|
---|
993 | //
|
---|
994 | // Calculate alpha'(n+1), beta'(n+1)
|
---|
995 | //
|
---|
996 | a11 = pia;
|
---|
997 | a12 = pim1a;
|
---|
998 | a21 = pib;
|
---|
999 | a22 = pim1b;
|
---|
1000 | b1 = a*pia;
|
---|
1001 | b2 = b*pib;
|
---|
1002 | if( (double)(Math.Abs(a11))>(double)(Math.Abs(a21)) )
|
---|
1003 | {
|
---|
1004 | a22 = a22-a12*a21/a11;
|
---|
1005 | b2 = b2-b1*a21/a11;
|
---|
1006 | bet = b2/a22;
|
---|
1007 | alph = (b1-bet*a12)/a11;
|
---|
1008 | }
|
---|
1009 | else
|
---|
1010 | {
|
---|
1011 | a12 = a12-a22*a11/a21;
|
---|
1012 | b1 = b1-b2*a11/a21;
|
---|
1013 | bet = b1/a12;
|
---|
1014 | alph = (b2-bet*a22)/a21;
|
---|
1015 | }
|
---|
1016 | if( (double)(bet)<(double)(0) )
|
---|
1017 | {
|
---|
1018 | info = -3;
|
---|
1019 | return;
|
---|
1020 | }
|
---|
1021 | d[n+1] = alph;
|
---|
1022 | e[n] = Math.Sqrt(bet);
|
---|
1023 |
|
---|
1024 | //
|
---|
1025 | // EVD
|
---|
1026 | //
|
---|
1027 | if( !evd.smatrixtdevd(ref d, e, n+2, 3, ref z) )
|
---|
1028 | {
|
---|
1029 | info = -3;
|
---|
1030 | return;
|
---|
1031 | }
|
---|
1032 |
|
---|
1033 | //
|
---|
1034 | // Generate
|
---|
1035 | //
|
---|
1036 | x = new double[n+2];
|
---|
1037 | w = new double[n+2];
|
---|
1038 | for(i=1; i<=n+2; i++)
|
---|
1039 | {
|
---|
1040 | x[i-1] = d[i-1];
|
---|
1041 | w[i-1] = mu0*math.sqr(z[0,i-1]);
|
---|
1042 | }
|
---|
1043 | }
|
---|
1044 |
|
---|
1045 |
|
---|
1046 | /*************************************************************************
|
---|
1047 | Computation of nodes and weights for a Gauss-Radau quadrature formula
|
---|
1048 |
|
---|
1049 | The algorithm generates the N-point Gauss-Radau quadrature formula with
|
---|
1050 | weight function given by the coefficients alpha and beta of a recurrence
|
---|
1051 | which generates a system of orthogonal polynomials.
|
---|
1052 |
|
---|
1053 | P-1(x) = 0
|
---|
1054 | P0(x) = 1
|
---|
1055 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
|
---|
1056 |
|
---|
1057 | and zeroth moment Mu0
|
---|
1058 |
|
---|
1059 | Mu0 = integral(W(x)dx,a,b)
|
---|
1060 |
|
---|
1061 | INPUT PARAMETERS:
|
---|
1062 | Alpha array[0..N-2], alpha coefficients.
|
---|
1063 | Beta array[0..N-1], beta coefficients
|
---|
1064 | Zero-indexed element is not used.
|
---|
1065 | Beta[I]>0
|
---|
1066 | Mu0 zeroth moment of the weighting function.
|
---|
1067 | A left boundary of the integration interval.
|
---|
1068 | N number of nodes of the quadrature formula, N>=2
|
---|
1069 | (including the left boundary node).
|
---|
1070 |
|
---|
1071 | OUTPUT PARAMETERS:
|
---|
1072 | Info - error code:
|
---|
1073 | * -3 internal eigenproblem solver hasn't converged
|
---|
1074 | * -2 Beta[i]<=0
|
---|
1075 | * -1 incorrect N was passed
|
---|
1076 | * 1 OK
|
---|
1077 | X - array[0..N-1] - array of quadrature nodes,
|
---|
1078 | in ascending order.
|
---|
1079 | W - array[0..N-1] - array of quadrature weights.
|
---|
1080 |
|
---|
1081 |
|
---|
1082 | -- ALGLIB --
|
---|
1083 | Copyright 2005-2009 by Bochkanov Sergey
|
---|
1084 | *************************************************************************/
|
---|
1085 | public static void gqgenerategaussradaurec(double[] alpha,
|
---|
1086 | double[] beta,
|
---|
1087 | double mu0,
|
---|
1088 | double a,
|
---|
1089 | int n,
|
---|
1090 | ref int info,
|
---|
1091 | ref double[] x,
|
---|
1092 | ref double[] w)
|
---|
1093 | {
|
---|
1094 | int i = 0;
|
---|
1095 | double[] d = new double[0];
|
---|
1096 | double[] e = new double[0];
|
---|
1097 | double[,] z = new double[0,0];
|
---|
1098 | double polim1 = 0;
|
---|
1099 | double poli = 0;
|
---|
1100 | double t = 0;
|
---|
1101 |
|
---|
1102 | alpha = (double[])alpha.Clone();
|
---|
1103 | beta = (double[])beta.Clone();
|
---|
1104 | info = 0;
|
---|
1105 | x = new double[0];
|
---|
1106 | w = new double[0];
|
---|
1107 |
|
---|
1108 | if( n<2 )
|
---|
1109 | {
|
---|
1110 | info = -1;
|
---|
1111 | return;
|
---|
1112 | }
|
---|
1113 | info = 1;
|
---|
1114 |
|
---|
1115 | //
|
---|
1116 | // Initialize, D[1:N], E[1:N]
|
---|
1117 | //
|
---|
1118 | n = n-1;
|
---|
1119 | d = new double[n+1];
|
---|
1120 | e = new double[n];
|
---|
1121 | for(i=1; i<=n; i++)
|
---|
1122 | {
|
---|
1123 | d[i-1] = alpha[i-1];
|
---|
1124 | if( (double)(beta[i])<=(double)(0) )
|
---|
1125 | {
|
---|
1126 | info = -2;
|
---|
1127 | return;
|
---|
1128 | }
|
---|
1129 | e[i-1] = Math.Sqrt(beta[i]);
|
---|
1130 | }
|
---|
1131 |
|
---|
1132 | //
|
---|
1133 | // Caclulate Pn(a), Pn-1(a), and D[N+1]
|
---|
1134 | //
|
---|
1135 | beta[0] = 0;
|
---|
1136 | polim1 = 0;
|
---|
1137 | poli = 1;
|
---|
1138 | for(i=1; i<=n; i++)
|
---|
1139 | {
|
---|
1140 | t = (a-alpha[i-1])*poli-beta[i-1]*polim1;
|
---|
1141 | polim1 = poli;
|
---|
1142 | poli = t;
|
---|
1143 | }
|
---|
1144 | d[n] = a-beta[n]*polim1/poli;
|
---|
1145 |
|
---|
1146 | //
|
---|
1147 | // EVD
|
---|
1148 | //
|
---|
1149 | if( !evd.smatrixtdevd(ref d, e, n+1, 3, ref z) )
|
---|
1150 | {
|
---|
1151 | info = -3;
|
---|
1152 | return;
|
---|
1153 | }
|
---|
1154 |
|
---|
1155 | //
|
---|
1156 | // Generate
|
---|
1157 | //
|
---|
1158 | x = new double[n+1];
|
---|
1159 | w = new double[n+1];
|
---|
1160 | for(i=1; i<=n+1; i++)
|
---|
1161 | {
|
---|
1162 | x[i-1] = d[i-1];
|
---|
1163 | w[i-1] = mu0*math.sqr(z[0,i-1]);
|
---|
1164 | }
|
---|
1165 | }
|
---|
1166 |
|
---|
1167 |
|
---|
1168 | /*************************************************************************
|
---|
1169 | Returns nodes/weights for Gauss-Legendre quadrature on [-1,1] with N
|
---|
1170 | nodes.
|
---|
1171 |
|
---|
1172 | INPUT PARAMETERS:
|
---|
1173 | N - number of nodes, >=1
|
---|
1174 |
|
---|
1175 | OUTPUT PARAMETERS:
|
---|
1176 | Info - error code:
|
---|
1177 | * -4 an error was detected when calculating
|
---|
1178 | weights/nodes. N is too large to obtain
|
---|
1179 | weights/nodes with high enough accuracy.
|
---|
1180 | Try to use multiple precision version.
|
---|
1181 | * -3 internal eigenproblem solver hasn't converged
|
---|
1182 | * -1 incorrect N was passed
|
---|
1183 | * +1 OK
|
---|
1184 | X - array[0..N-1] - array of quadrature nodes,
|
---|
1185 | in ascending order.
|
---|
1186 | W - array[0..N-1] - array of quadrature weights.
|
---|
1187 |
|
---|
1188 |
|
---|
1189 | -- ALGLIB --
|
---|
1190 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1191 | *************************************************************************/
|
---|
1192 | public static void gqgenerategausslegendre(int n,
|
---|
1193 | ref int info,
|
---|
1194 | ref double[] x,
|
---|
1195 | ref double[] w)
|
---|
1196 | {
|
---|
1197 | double[] alpha = new double[0];
|
---|
1198 | double[] beta = new double[0];
|
---|
1199 | int i = 0;
|
---|
1200 |
|
---|
1201 | info = 0;
|
---|
1202 | x = new double[0];
|
---|
1203 | w = new double[0];
|
---|
1204 |
|
---|
1205 | if( n<1 )
|
---|
1206 | {
|
---|
1207 | info = -1;
|
---|
1208 | return;
|
---|
1209 | }
|
---|
1210 | alpha = new double[n];
|
---|
1211 | beta = new double[n];
|
---|
1212 | for(i=0; i<=n-1; i++)
|
---|
1213 | {
|
---|
1214 | alpha[i] = 0;
|
---|
1215 | }
|
---|
1216 | beta[0] = 2;
|
---|
1217 | for(i=1; i<=n-1; i++)
|
---|
1218 | {
|
---|
1219 | beta[i] = 1/(4-1/math.sqr(i));
|
---|
1220 | }
|
---|
1221 | gqgeneraterec(alpha, beta, beta[0], n, ref info, ref x, ref w);
|
---|
1222 |
|
---|
1223 | //
|
---|
1224 | // test basic properties to detect errors
|
---|
1225 | //
|
---|
1226 | if( info>0 )
|
---|
1227 | {
|
---|
1228 | if( (double)(x[0])<(double)(-1) | (double)(x[n-1])>(double)(1) )
|
---|
1229 | {
|
---|
1230 | info = -4;
|
---|
1231 | }
|
---|
1232 | for(i=0; i<=n-2; i++)
|
---|
1233 | {
|
---|
1234 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
1235 | {
|
---|
1236 | info = -4;
|
---|
1237 | }
|
---|
1238 | }
|
---|
1239 | }
|
---|
1240 | }
|
---|
1241 |
|
---|
1242 |
|
---|
1243 | /*************************************************************************
|
---|
1244 | Returns nodes/weights for Gauss-Jacobi quadrature on [-1,1] with weight
|
---|
1245 | function W(x)=Power(1-x,Alpha)*Power(1+x,Beta).
|
---|
1246 |
|
---|
1247 | INPUT PARAMETERS:
|
---|
1248 | N - number of nodes, >=1
|
---|
1249 | Alpha - power-law coefficient, Alpha>-1
|
---|
1250 | Beta - power-law coefficient, Beta>-1
|
---|
1251 |
|
---|
1252 | OUTPUT PARAMETERS:
|
---|
1253 | Info - error code:
|
---|
1254 | * -4 an error was detected when calculating
|
---|
1255 | weights/nodes. Alpha or Beta are too close
|
---|
1256 | to -1 to obtain weights/nodes with high enough
|
---|
1257 | accuracy, or, may be, N is too large. Try to
|
---|
1258 | use multiple precision version.
|
---|
1259 | * -3 internal eigenproblem solver hasn't converged
|
---|
1260 | * -1 incorrect N/Alpha/Beta was passed
|
---|
1261 | * +1 OK
|
---|
1262 | X - array[0..N-1] - array of quadrature nodes,
|
---|
1263 | in ascending order.
|
---|
1264 | W - array[0..N-1] - array of quadrature weights.
|
---|
1265 |
|
---|
1266 |
|
---|
1267 | -- ALGLIB --
|
---|
1268 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1269 | *************************************************************************/
|
---|
1270 | public static void gqgenerategaussjacobi(int n,
|
---|
1271 | double alpha,
|
---|
1272 | double beta,
|
---|
1273 | ref int info,
|
---|
1274 | ref double[] x,
|
---|
1275 | ref double[] w)
|
---|
1276 | {
|
---|
1277 | double[] a = new double[0];
|
---|
1278 | double[] b = new double[0];
|
---|
1279 | double alpha2 = 0;
|
---|
1280 | double beta2 = 0;
|
---|
1281 | double apb = 0;
|
---|
1282 | double t = 0;
|
---|
1283 | int i = 0;
|
---|
1284 | double s = 0;
|
---|
1285 |
|
---|
1286 | info = 0;
|
---|
1287 | x = new double[0];
|
---|
1288 | w = new double[0];
|
---|
1289 |
|
---|
1290 | if( (n<1 | (double)(alpha)<=(double)(-1)) | (double)(beta)<=(double)(-1) )
|
---|
1291 | {
|
---|
1292 | info = -1;
|
---|
1293 | return;
|
---|
1294 | }
|
---|
1295 | a = new double[n];
|
---|
1296 | b = new double[n];
|
---|
1297 | apb = alpha+beta;
|
---|
1298 | a[0] = (beta-alpha)/(apb+2);
|
---|
1299 | t = (apb+1)*Math.Log(2)+gammafunc.lngamma(alpha+1, ref s)+gammafunc.lngamma(beta+1, ref s)-gammafunc.lngamma(apb+2, ref s);
|
---|
1300 | if( (double)(t)>(double)(Math.Log(math.maxrealnumber)) )
|
---|
1301 | {
|
---|
1302 | info = -4;
|
---|
1303 | return;
|
---|
1304 | }
|
---|
1305 | b[0] = Math.Exp(t);
|
---|
1306 | if( n>1 )
|
---|
1307 | {
|
---|
1308 | alpha2 = math.sqr(alpha);
|
---|
1309 | beta2 = math.sqr(beta);
|
---|
1310 | a[1] = (beta2-alpha2)/((apb+2)*(apb+4));
|
---|
1311 | b[1] = 4*(alpha+1)*(beta+1)/((apb+3)*math.sqr(apb+2));
|
---|
1312 | for(i=2; i<=n-1; i++)
|
---|
1313 | {
|
---|
1314 | a[i] = 0.25*(beta2-alpha2)/(i*i*(1+0.5*apb/i)*(1+0.5*(apb+2)/i));
|
---|
1315 | b[i] = 0.25*(1+alpha/i)*(1+beta/i)*(1+apb/i)/((1+0.5*(apb+1)/i)*(1+0.5*(apb-1)/i)*math.sqr(1+0.5*apb/i));
|
---|
1316 | }
|
---|
1317 | }
|
---|
1318 | gqgeneraterec(a, b, b[0], n, ref info, ref x, ref w);
|
---|
1319 |
|
---|
1320 | //
|
---|
1321 | // test basic properties to detect errors
|
---|
1322 | //
|
---|
1323 | if( info>0 )
|
---|
1324 | {
|
---|
1325 | if( (double)(x[0])<(double)(-1) | (double)(x[n-1])>(double)(1) )
|
---|
1326 | {
|
---|
1327 | info = -4;
|
---|
1328 | }
|
---|
1329 | for(i=0; i<=n-2; i++)
|
---|
1330 | {
|
---|
1331 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
1332 | {
|
---|
1333 | info = -4;
|
---|
1334 | }
|
---|
1335 | }
|
---|
1336 | }
|
---|
1337 | }
|
---|
1338 |
|
---|
1339 |
|
---|
1340 | /*************************************************************************
|
---|
1341 | Returns nodes/weights for Gauss-Laguerre quadrature on [0,+inf) with
|
---|
1342 | weight function W(x)=Power(x,Alpha)*Exp(-x)
|
---|
1343 |
|
---|
1344 | INPUT PARAMETERS:
|
---|
1345 | N - number of nodes, >=1
|
---|
1346 | Alpha - power-law coefficient, Alpha>-1
|
---|
1347 |
|
---|
1348 | OUTPUT PARAMETERS:
|
---|
1349 | Info - error code:
|
---|
1350 | * -4 an error was detected when calculating
|
---|
1351 | weights/nodes. Alpha is too close to -1 to
|
---|
1352 | obtain weights/nodes with high enough accuracy
|
---|
1353 | or, may be, N is too large. Try to use
|
---|
1354 | multiple precision version.
|
---|
1355 | * -3 internal eigenproblem solver hasn't converged
|
---|
1356 | * -1 incorrect N/Alpha was passed
|
---|
1357 | * +1 OK
|
---|
1358 | X - array[0..N-1] - array of quadrature nodes,
|
---|
1359 | in ascending order.
|
---|
1360 | W - array[0..N-1] - array of quadrature weights.
|
---|
1361 |
|
---|
1362 |
|
---|
1363 | -- ALGLIB --
|
---|
1364 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1365 | *************************************************************************/
|
---|
1366 | public static void gqgenerategausslaguerre(int n,
|
---|
1367 | double alpha,
|
---|
1368 | ref int info,
|
---|
1369 | ref double[] x,
|
---|
1370 | ref double[] w)
|
---|
1371 | {
|
---|
1372 | double[] a = new double[0];
|
---|
1373 | double[] b = new double[0];
|
---|
1374 | double t = 0;
|
---|
1375 | int i = 0;
|
---|
1376 | double s = 0;
|
---|
1377 |
|
---|
1378 | info = 0;
|
---|
1379 | x = new double[0];
|
---|
1380 | w = new double[0];
|
---|
1381 |
|
---|
1382 | if( n<1 | (double)(alpha)<=(double)(-1) )
|
---|
1383 | {
|
---|
1384 | info = -1;
|
---|
1385 | return;
|
---|
1386 | }
|
---|
1387 | a = new double[n];
|
---|
1388 | b = new double[n];
|
---|
1389 | a[0] = alpha+1;
|
---|
1390 | t = gammafunc.lngamma(alpha+1, ref s);
|
---|
1391 | if( (double)(t)>=(double)(Math.Log(math.maxrealnumber)) )
|
---|
1392 | {
|
---|
1393 | info = -4;
|
---|
1394 | return;
|
---|
1395 | }
|
---|
1396 | b[0] = Math.Exp(t);
|
---|
1397 | if( n>1 )
|
---|
1398 | {
|
---|
1399 | for(i=1; i<=n-1; i++)
|
---|
1400 | {
|
---|
1401 | a[i] = 2*i+alpha+1;
|
---|
1402 | b[i] = i*(i+alpha);
|
---|
1403 | }
|
---|
1404 | }
|
---|
1405 | gqgeneraterec(a, b, b[0], n, ref info, ref x, ref w);
|
---|
1406 |
|
---|
1407 | //
|
---|
1408 | // test basic properties to detect errors
|
---|
1409 | //
|
---|
1410 | if( info>0 )
|
---|
1411 | {
|
---|
1412 | if( (double)(x[0])<(double)(0) )
|
---|
1413 | {
|
---|
1414 | info = -4;
|
---|
1415 | }
|
---|
1416 | for(i=0; i<=n-2; i++)
|
---|
1417 | {
|
---|
1418 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
1419 | {
|
---|
1420 | info = -4;
|
---|
1421 | }
|
---|
1422 | }
|
---|
1423 | }
|
---|
1424 | }
|
---|
1425 |
|
---|
1426 |
|
---|
1427 | /*************************************************************************
|
---|
1428 | Returns nodes/weights for Gauss-Hermite quadrature on (-inf,+inf) with
|
---|
1429 | weight function W(x)=Exp(-x*x)
|
---|
1430 |
|
---|
1431 | INPUT PARAMETERS:
|
---|
1432 | N - number of nodes, >=1
|
---|
1433 |
|
---|
1434 | OUTPUT PARAMETERS:
|
---|
1435 | Info - error code:
|
---|
1436 | * -4 an error was detected when calculating
|
---|
1437 | weights/nodes. May be, N is too large. Try to
|
---|
1438 | use multiple precision version.
|
---|
1439 | * -3 internal eigenproblem solver hasn't converged
|
---|
1440 | * -1 incorrect N/Alpha was passed
|
---|
1441 | * +1 OK
|
---|
1442 | X - array[0..N-1] - array of quadrature nodes,
|
---|
1443 | in ascending order.
|
---|
1444 | W - array[0..N-1] - array of quadrature weights.
|
---|
1445 |
|
---|
1446 |
|
---|
1447 | -- ALGLIB --
|
---|
1448 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1449 | *************************************************************************/
|
---|
1450 | public static void gqgenerategausshermite(int n,
|
---|
1451 | ref int info,
|
---|
1452 | ref double[] x,
|
---|
1453 | ref double[] w)
|
---|
1454 | {
|
---|
1455 | double[] a = new double[0];
|
---|
1456 | double[] b = new double[0];
|
---|
1457 | int i = 0;
|
---|
1458 |
|
---|
1459 | info = 0;
|
---|
1460 | x = new double[0];
|
---|
1461 | w = new double[0];
|
---|
1462 |
|
---|
1463 | if( n<1 )
|
---|
1464 | {
|
---|
1465 | info = -1;
|
---|
1466 | return;
|
---|
1467 | }
|
---|
1468 | a = new double[n];
|
---|
1469 | b = new double[n];
|
---|
1470 | for(i=0; i<=n-1; i++)
|
---|
1471 | {
|
---|
1472 | a[i] = 0;
|
---|
1473 | }
|
---|
1474 | b[0] = Math.Sqrt(4*Math.Atan(1));
|
---|
1475 | if( n>1 )
|
---|
1476 | {
|
---|
1477 | for(i=1; i<=n-1; i++)
|
---|
1478 | {
|
---|
1479 | b[i] = 0.5*i;
|
---|
1480 | }
|
---|
1481 | }
|
---|
1482 | gqgeneraterec(a, b, b[0], n, ref info, ref x, ref w);
|
---|
1483 |
|
---|
1484 | //
|
---|
1485 | // test basic properties to detect errors
|
---|
1486 | //
|
---|
1487 | if( info>0 )
|
---|
1488 | {
|
---|
1489 | for(i=0; i<=n-2; i++)
|
---|
1490 | {
|
---|
1491 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
1492 | {
|
---|
1493 | info = -4;
|
---|
1494 | }
|
---|
1495 | }
|
---|
1496 | }
|
---|
1497 | }
|
---|
1498 |
|
---|
1499 |
|
---|
1500 | }
|
---|
1501 | public class gkq
|
---|
1502 | {
|
---|
1503 | /*************************************************************************
|
---|
1504 | Computation of nodes and weights of a Gauss-Kronrod quadrature formula
|
---|
1505 |
|
---|
1506 | The algorithm generates the N-point Gauss-Kronrod quadrature formula with
|
---|
1507 | weight function given by coefficients alpha and beta of a recurrence
|
---|
1508 | relation which generates a system of orthogonal polynomials:
|
---|
1509 |
|
---|
1510 | P-1(x) = 0
|
---|
1511 | P0(x) = 1
|
---|
1512 | Pn+1(x) = (x-alpha(n))*Pn(x) - beta(n)*Pn-1(x)
|
---|
1513 |
|
---|
1514 | and zero moment Mu0
|
---|
1515 |
|
---|
1516 | Mu0 = integral(W(x)dx,a,b)
|
---|
1517 |
|
---|
1518 |
|
---|
1519 | INPUT PARAMETERS:
|
---|
1520 | Alpha alpha coefficients, array[0..floor(3*K/2)].
|
---|
1521 | Beta beta coefficients, array[0..ceil(3*K/2)].
|
---|
1522 | Beta[0] is not used and may be arbitrary.
|
---|
1523 | Beta[I]>0.
|
---|
1524 | Mu0 zeroth moment of the weight function.
|
---|
1525 | N number of nodes of the Gauss-Kronrod quadrature formula,
|
---|
1526 | N >= 3,
|
---|
1527 | N = 2*K+1.
|
---|
1528 |
|
---|
1529 | OUTPUT PARAMETERS:
|
---|
1530 | Info - error code:
|
---|
1531 | * -5 no real and positive Gauss-Kronrod formula can
|
---|
1532 | be created for such a weight function with a
|
---|
1533 | given number of nodes.
|
---|
1534 | * -4 N is too large, task may be ill conditioned -
|
---|
1535 | x[i]=x[i+1] found.
|
---|
1536 | * -3 internal eigenproblem solver hasn't converged
|
---|
1537 | * -2 Beta[i]<=0
|
---|
1538 | * -1 incorrect N was passed
|
---|
1539 | * +1 OK
|
---|
1540 | X - array[0..N-1] - array of quadrature nodes,
|
---|
1541 | in ascending order.
|
---|
1542 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
1543 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
1544 | corresponding to extended Kronrod nodes).
|
---|
1545 |
|
---|
1546 | -- ALGLIB --
|
---|
1547 | Copyright 08.05.2009 by Bochkanov Sergey
|
---|
1548 | *************************************************************************/
|
---|
1549 | public static void gkqgeneraterec(double[] alpha,
|
---|
1550 | double[] beta,
|
---|
1551 | double mu0,
|
---|
1552 | int n,
|
---|
1553 | ref int info,
|
---|
1554 | ref double[] x,
|
---|
1555 | ref double[] wkronrod,
|
---|
1556 | ref double[] wgauss)
|
---|
1557 | {
|
---|
1558 | double[] ta = new double[0];
|
---|
1559 | int i = 0;
|
---|
1560 | int j = 0;
|
---|
1561 | double[] t = new double[0];
|
---|
1562 | double[] s = new double[0];
|
---|
1563 | int wlen = 0;
|
---|
1564 | int woffs = 0;
|
---|
1565 | double u = 0;
|
---|
1566 | int m = 0;
|
---|
1567 | int l = 0;
|
---|
1568 | int k = 0;
|
---|
1569 | double[] xgtmp = new double[0];
|
---|
1570 | double[] wgtmp = new double[0];
|
---|
1571 | int i_ = 0;
|
---|
1572 |
|
---|
1573 | alpha = (double[])alpha.Clone();
|
---|
1574 | beta = (double[])beta.Clone();
|
---|
1575 | info = 0;
|
---|
1576 | x = new double[0];
|
---|
1577 | wkronrod = new double[0];
|
---|
1578 | wgauss = new double[0];
|
---|
1579 |
|
---|
1580 | if( n%2!=1 | n<3 )
|
---|
1581 | {
|
---|
1582 | info = -1;
|
---|
1583 | return;
|
---|
1584 | }
|
---|
1585 | for(i=0; i<=(int)Math.Ceiling((double)(3*(n/2))/(double)2); i++)
|
---|
1586 | {
|
---|
1587 | if( (double)(beta[i])<=(double)(0) )
|
---|
1588 | {
|
---|
1589 | info = -2;
|
---|
1590 | return;
|
---|
1591 | }
|
---|
1592 | }
|
---|
1593 | info = 1;
|
---|
1594 |
|
---|
1595 | //
|
---|
1596 | // from external conventions about N/Beta/Mu0 to internal
|
---|
1597 | //
|
---|
1598 | n = n/2;
|
---|
1599 | beta[0] = mu0;
|
---|
1600 |
|
---|
1601 | //
|
---|
1602 | // Calculate Gauss nodes/weights, save them for later processing
|
---|
1603 | //
|
---|
1604 | gq.gqgeneraterec(alpha, beta, mu0, n, ref info, ref xgtmp, ref wgtmp);
|
---|
1605 | if( info<0 )
|
---|
1606 | {
|
---|
1607 | return;
|
---|
1608 | }
|
---|
1609 |
|
---|
1610 | //
|
---|
1611 | // Resize:
|
---|
1612 | // * A from 0..floor(3*n/2) to 0..2*n
|
---|
1613 | // * B from 0..ceil(3*n/2) to 0..2*n
|
---|
1614 | //
|
---|
1615 | ta = new double[(int)Math.Floor((double)(3*n)/(double)2)+1];
|
---|
1616 | for(i_=0; i_<=(int)Math.Floor((double)(3*n)/(double)2);i_++)
|
---|
1617 | {
|
---|
1618 | ta[i_] = alpha[i_];
|
---|
1619 | }
|
---|
1620 | alpha = new double[2*n+1];
|
---|
1621 | for(i_=0; i_<=(int)Math.Floor((double)(3*n)/(double)2);i_++)
|
---|
1622 | {
|
---|
1623 | alpha[i_] = ta[i_];
|
---|
1624 | }
|
---|
1625 | for(i=(int)Math.Floor((double)(3*n)/(double)2)+1; i<=2*n; i++)
|
---|
1626 | {
|
---|
1627 | alpha[i] = 0;
|
---|
1628 | }
|
---|
1629 | ta = new double[(int)Math.Ceiling((double)(3*n)/(double)2)+1];
|
---|
1630 | for(i_=0; i_<=(int)Math.Ceiling((double)(3*n)/(double)2);i_++)
|
---|
1631 | {
|
---|
1632 | ta[i_] = beta[i_];
|
---|
1633 | }
|
---|
1634 | beta = new double[2*n+1];
|
---|
1635 | for(i_=0; i_<=(int)Math.Ceiling((double)(3*n)/(double)2);i_++)
|
---|
1636 | {
|
---|
1637 | beta[i_] = ta[i_];
|
---|
1638 | }
|
---|
1639 | for(i=(int)Math.Ceiling((double)(3*n)/(double)2)+1; i<=2*n; i++)
|
---|
1640 | {
|
---|
1641 | beta[i] = 0;
|
---|
1642 | }
|
---|
1643 |
|
---|
1644 | //
|
---|
1645 | // Initialize T, S
|
---|
1646 | //
|
---|
1647 | wlen = 2+n/2;
|
---|
1648 | t = new double[wlen];
|
---|
1649 | s = new double[wlen];
|
---|
1650 | ta = new double[wlen];
|
---|
1651 | woffs = 1;
|
---|
1652 | for(i=0; i<=wlen-1; i++)
|
---|
1653 | {
|
---|
1654 | t[i] = 0;
|
---|
1655 | s[i] = 0;
|
---|
1656 | }
|
---|
1657 |
|
---|
1658 | //
|
---|
1659 | // Algorithm from Dirk P. Laurie, "Calculation of Gauss-Kronrod quadrature rules", 1997.
|
---|
1660 | //
|
---|
1661 | t[woffs+0] = beta[n+1];
|
---|
1662 | for(m=0; m<=n-2; m++)
|
---|
1663 | {
|
---|
1664 | u = 0;
|
---|
1665 | for(k=(m+1)/2; k>=0; k--)
|
---|
1666 | {
|
---|
1667 | l = m-k;
|
---|
1668 | u = u+(alpha[k+n+1]-alpha[l])*t[woffs+k]+beta[k+n+1]*s[woffs+k-1]-beta[l]*s[woffs+k];
|
---|
1669 | s[woffs+k] = u;
|
---|
1670 | }
|
---|
1671 | for(i_=0; i_<=wlen-1;i_++)
|
---|
1672 | {
|
---|
1673 | ta[i_] = t[i_];
|
---|
1674 | }
|
---|
1675 | for(i_=0; i_<=wlen-1;i_++)
|
---|
1676 | {
|
---|
1677 | t[i_] = s[i_];
|
---|
1678 | }
|
---|
1679 | for(i_=0; i_<=wlen-1;i_++)
|
---|
1680 | {
|
---|
1681 | s[i_] = ta[i_];
|
---|
1682 | }
|
---|
1683 | }
|
---|
1684 | for(j=n/2; j>=0; j--)
|
---|
1685 | {
|
---|
1686 | s[woffs+j] = s[woffs+j-1];
|
---|
1687 | }
|
---|
1688 | for(m=n-1; m<=2*n-3; m++)
|
---|
1689 | {
|
---|
1690 | u = 0;
|
---|
1691 | for(k=m+1-n; k<=(m-1)/2; k++)
|
---|
1692 | {
|
---|
1693 | l = m-k;
|
---|
1694 | j = n-1-l;
|
---|
1695 | u = u-(alpha[k+n+1]-alpha[l])*t[woffs+j]-beta[k+n+1]*s[woffs+j]+beta[l]*s[woffs+j+1];
|
---|
1696 | s[woffs+j] = u;
|
---|
1697 | }
|
---|
1698 | if( m%2==0 )
|
---|
1699 | {
|
---|
1700 | k = m/2;
|
---|
1701 | alpha[k+n+1] = alpha[k]+(s[woffs+j]-beta[k+n+1]*s[woffs+j+1])/t[woffs+j+1];
|
---|
1702 | }
|
---|
1703 | else
|
---|
1704 | {
|
---|
1705 | k = (m+1)/2;
|
---|
1706 | beta[k+n+1] = s[woffs+j]/s[woffs+j+1];
|
---|
1707 | }
|
---|
1708 | for(i_=0; i_<=wlen-1;i_++)
|
---|
1709 | {
|
---|
1710 | ta[i_] = t[i_];
|
---|
1711 | }
|
---|
1712 | for(i_=0; i_<=wlen-1;i_++)
|
---|
1713 | {
|
---|
1714 | t[i_] = s[i_];
|
---|
1715 | }
|
---|
1716 | for(i_=0; i_<=wlen-1;i_++)
|
---|
1717 | {
|
---|
1718 | s[i_] = ta[i_];
|
---|
1719 | }
|
---|
1720 | }
|
---|
1721 | alpha[2*n] = alpha[n-1]-beta[2*n]*s[woffs+0]/t[woffs+0];
|
---|
1722 |
|
---|
1723 | //
|
---|
1724 | // calculation of Kronrod nodes and weights, unpacking of Gauss weights
|
---|
1725 | //
|
---|
1726 | gq.gqgeneraterec(alpha, beta, mu0, 2*n+1, ref info, ref x, ref wkronrod);
|
---|
1727 | if( info==-2 )
|
---|
1728 | {
|
---|
1729 | info = -5;
|
---|
1730 | }
|
---|
1731 | if( info<0 )
|
---|
1732 | {
|
---|
1733 | return;
|
---|
1734 | }
|
---|
1735 | for(i=0; i<=2*n-1; i++)
|
---|
1736 | {
|
---|
1737 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
1738 | {
|
---|
1739 | info = -4;
|
---|
1740 | }
|
---|
1741 | }
|
---|
1742 | if( info<0 )
|
---|
1743 | {
|
---|
1744 | return;
|
---|
1745 | }
|
---|
1746 | wgauss = new double[2*n+1];
|
---|
1747 | for(i=0; i<=2*n; i++)
|
---|
1748 | {
|
---|
1749 | wgauss[i] = 0;
|
---|
1750 | }
|
---|
1751 | for(i=0; i<=n-1; i++)
|
---|
1752 | {
|
---|
1753 | wgauss[2*i+1] = wgtmp[i];
|
---|
1754 | }
|
---|
1755 | }
|
---|
1756 |
|
---|
1757 |
|
---|
1758 | /*************************************************************************
|
---|
1759 | Returns Gauss and Gauss-Kronrod nodes/weights for Gauss-Legendre
|
---|
1760 | quadrature with N points.
|
---|
1761 |
|
---|
1762 | GKQLegendreCalc (calculation) or GKQLegendreTbl (precomputed table) is
|
---|
1763 | used depending on machine precision and number of nodes.
|
---|
1764 |
|
---|
1765 | INPUT PARAMETERS:
|
---|
1766 | N - number of Kronrod nodes, must be odd number, >=3.
|
---|
1767 |
|
---|
1768 | OUTPUT PARAMETERS:
|
---|
1769 | Info - error code:
|
---|
1770 | * -4 an error was detected when calculating
|
---|
1771 | weights/nodes. N is too large to obtain
|
---|
1772 | weights/nodes with high enough accuracy.
|
---|
1773 | Try to use multiple precision version.
|
---|
1774 | * -3 internal eigenproblem solver hasn't converged
|
---|
1775 | * -1 incorrect N was passed
|
---|
1776 | * +1 OK
|
---|
1777 | X - array[0..N-1] - array of quadrature nodes, ordered in
|
---|
1778 | ascending order.
|
---|
1779 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
1780 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
1781 | corresponding to extended Kronrod nodes).
|
---|
1782 |
|
---|
1783 |
|
---|
1784 | -- ALGLIB --
|
---|
1785 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1786 | *************************************************************************/
|
---|
1787 | public static void gkqgenerategausslegendre(int n,
|
---|
1788 | ref int info,
|
---|
1789 | ref double[] x,
|
---|
1790 | ref double[] wkronrod,
|
---|
1791 | ref double[] wgauss)
|
---|
1792 | {
|
---|
1793 | double eps = 0;
|
---|
1794 |
|
---|
1795 | info = 0;
|
---|
1796 | x = new double[0];
|
---|
1797 | wkronrod = new double[0];
|
---|
1798 | wgauss = new double[0];
|
---|
1799 |
|
---|
1800 | if( (double)(math.machineepsilon)>(double)(1.0E-32) & (((((n==15 | n==21) | n==31) | n==41) | n==51) | n==61) )
|
---|
1801 | {
|
---|
1802 | info = 1;
|
---|
1803 | gkqlegendretbl(n, ref x, ref wkronrod, ref wgauss, ref eps);
|
---|
1804 | }
|
---|
1805 | else
|
---|
1806 | {
|
---|
1807 | gkqlegendrecalc(n, ref info, ref x, ref wkronrod, ref wgauss);
|
---|
1808 | }
|
---|
1809 | }
|
---|
1810 |
|
---|
1811 |
|
---|
1812 | /*************************************************************************
|
---|
1813 | Returns Gauss and Gauss-Kronrod nodes/weights for Gauss-Jacobi
|
---|
1814 | quadrature on [-1,1] with weight function
|
---|
1815 |
|
---|
1816 | W(x)=Power(1-x,Alpha)*Power(1+x,Beta).
|
---|
1817 |
|
---|
1818 | INPUT PARAMETERS:
|
---|
1819 | N - number of Kronrod nodes, must be odd number, >=3.
|
---|
1820 | Alpha - power-law coefficient, Alpha>-1
|
---|
1821 | Beta - power-law coefficient, Beta>-1
|
---|
1822 |
|
---|
1823 | OUTPUT PARAMETERS:
|
---|
1824 | Info - error code:
|
---|
1825 | * -5 no real and positive Gauss-Kronrod formula can
|
---|
1826 | be created for such a weight function with a
|
---|
1827 | given number of nodes.
|
---|
1828 | * -4 an error was detected when calculating
|
---|
1829 | weights/nodes. Alpha or Beta are too close
|
---|
1830 | to -1 to obtain weights/nodes with high enough
|
---|
1831 | accuracy, or, may be, N is too large. Try to
|
---|
1832 | use multiple precision version.
|
---|
1833 | * -3 internal eigenproblem solver hasn't converged
|
---|
1834 | * -1 incorrect N was passed
|
---|
1835 | * +1 OK
|
---|
1836 | * +2 OK, but quadrature rule have exterior nodes,
|
---|
1837 | x[0]<-1 or x[n-1]>+1
|
---|
1838 | X - array[0..N-1] - array of quadrature nodes, ordered in
|
---|
1839 | ascending order.
|
---|
1840 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
1841 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
1842 | corresponding to extended Kronrod nodes).
|
---|
1843 |
|
---|
1844 |
|
---|
1845 | -- ALGLIB --
|
---|
1846 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1847 | *************************************************************************/
|
---|
1848 | public static void gkqgenerategaussjacobi(int n,
|
---|
1849 | double alpha,
|
---|
1850 | double beta,
|
---|
1851 | ref int info,
|
---|
1852 | ref double[] x,
|
---|
1853 | ref double[] wkronrod,
|
---|
1854 | ref double[] wgauss)
|
---|
1855 | {
|
---|
1856 | int clen = 0;
|
---|
1857 | double[] a = new double[0];
|
---|
1858 | double[] b = new double[0];
|
---|
1859 | double alpha2 = 0;
|
---|
1860 | double beta2 = 0;
|
---|
1861 | double apb = 0;
|
---|
1862 | double t = 0;
|
---|
1863 | int i = 0;
|
---|
1864 | double s = 0;
|
---|
1865 |
|
---|
1866 | info = 0;
|
---|
1867 | x = new double[0];
|
---|
1868 | wkronrod = new double[0];
|
---|
1869 | wgauss = new double[0];
|
---|
1870 |
|
---|
1871 | if( n%2!=1 | n<3 )
|
---|
1872 | {
|
---|
1873 | info = -1;
|
---|
1874 | return;
|
---|
1875 | }
|
---|
1876 | if( (double)(alpha)<=(double)(-1) | (double)(beta)<=(double)(-1) )
|
---|
1877 | {
|
---|
1878 | info = -1;
|
---|
1879 | return;
|
---|
1880 | }
|
---|
1881 | clen = (int)Math.Ceiling((double)(3*(n/2))/(double)2)+1;
|
---|
1882 | a = new double[clen];
|
---|
1883 | b = new double[clen];
|
---|
1884 | for(i=0; i<=clen-1; i++)
|
---|
1885 | {
|
---|
1886 | a[i] = 0;
|
---|
1887 | }
|
---|
1888 | apb = alpha+beta;
|
---|
1889 | a[0] = (beta-alpha)/(apb+2);
|
---|
1890 | t = (apb+1)*Math.Log(2)+gammafunc.lngamma(alpha+1, ref s)+gammafunc.lngamma(beta+1, ref s)-gammafunc.lngamma(apb+2, ref s);
|
---|
1891 | if( (double)(t)>(double)(Math.Log(math.maxrealnumber)) )
|
---|
1892 | {
|
---|
1893 | info = -4;
|
---|
1894 | return;
|
---|
1895 | }
|
---|
1896 | b[0] = Math.Exp(t);
|
---|
1897 | if( clen>1 )
|
---|
1898 | {
|
---|
1899 | alpha2 = math.sqr(alpha);
|
---|
1900 | beta2 = math.sqr(beta);
|
---|
1901 | a[1] = (beta2-alpha2)/((apb+2)*(apb+4));
|
---|
1902 | b[1] = 4*(alpha+1)*(beta+1)/((apb+3)*math.sqr(apb+2));
|
---|
1903 | for(i=2; i<=clen-1; i++)
|
---|
1904 | {
|
---|
1905 | a[i] = 0.25*(beta2-alpha2)/(i*i*(1+0.5*apb/i)*(1+0.5*(apb+2)/i));
|
---|
1906 | b[i] = 0.25*(1+alpha/i)*(1+beta/i)*(1+apb/i)/((1+0.5*(apb+1)/i)*(1+0.5*(apb-1)/i)*math.sqr(1+0.5*apb/i));
|
---|
1907 | }
|
---|
1908 | }
|
---|
1909 | gkqgeneraterec(a, b, b[0], n, ref info, ref x, ref wkronrod, ref wgauss);
|
---|
1910 |
|
---|
1911 | //
|
---|
1912 | // test basic properties to detect errors
|
---|
1913 | //
|
---|
1914 | if( info>0 )
|
---|
1915 | {
|
---|
1916 | if( (double)(x[0])<(double)(-1) | (double)(x[n-1])>(double)(1) )
|
---|
1917 | {
|
---|
1918 | info = 2;
|
---|
1919 | }
|
---|
1920 | for(i=0; i<=n-2; i++)
|
---|
1921 | {
|
---|
1922 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
1923 | {
|
---|
1924 | info = -4;
|
---|
1925 | }
|
---|
1926 | }
|
---|
1927 | }
|
---|
1928 | }
|
---|
1929 |
|
---|
1930 |
|
---|
1931 | /*************************************************************************
|
---|
1932 | Returns Gauss and Gauss-Kronrod nodes for quadrature with N points.
|
---|
1933 |
|
---|
1934 | Reduction to tridiagonal eigenproblem is used.
|
---|
1935 |
|
---|
1936 | INPUT PARAMETERS:
|
---|
1937 | N - number of Kronrod nodes, must be odd number, >=3.
|
---|
1938 |
|
---|
1939 | OUTPUT PARAMETERS:
|
---|
1940 | Info - error code:
|
---|
1941 | * -4 an error was detected when calculating
|
---|
1942 | weights/nodes. N is too large to obtain
|
---|
1943 | weights/nodes with high enough accuracy.
|
---|
1944 | Try to use multiple precision version.
|
---|
1945 | * -3 internal eigenproblem solver hasn't converged
|
---|
1946 | * -1 incorrect N was passed
|
---|
1947 | * +1 OK
|
---|
1948 | X - array[0..N-1] - array of quadrature nodes, ordered in
|
---|
1949 | ascending order.
|
---|
1950 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
1951 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
1952 | corresponding to extended Kronrod nodes).
|
---|
1953 |
|
---|
1954 | -- ALGLIB --
|
---|
1955 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
1956 | *************************************************************************/
|
---|
1957 | public static void gkqlegendrecalc(int n,
|
---|
1958 | ref int info,
|
---|
1959 | ref double[] x,
|
---|
1960 | ref double[] wkronrod,
|
---|
1961 | ref double[] wgauss)
|
---|
1962 | {
|
---|
1963 | double[] alpha = new double[0];
|
---|
1964 | double[] beta = new double[0];
|
---|
1965 | int alen = 0;
|
---|
1966 | int blen = 0;
|
---|
1967 | double mu0 = 0;
|
---|
1968 | int k = 0;
|
---|
1969 | int i = 0;
|
---|
1970 |
|
---|
1971 | info = 0;
|
---|
1972 | x = new double[0];
|
---|
1973 | wkronrod = new double[0];
|
---|
1974 | wgauss = new double[0];
|
---|
1975 |
|
---|
1976 | if( n%2!=1 | n<3 )
|
---|
1977 | {
|
---|
1978 | info = -1;
|
---|
1979 | return;
|
---|
1980 | }
|
---|
1981 | mu0 = 2;
|
---|
1982 | alen = (int)Math.Floor((double)(3*(n/2))/(double)2)+1;
|
---|
1983 | blen = (int)Math.Ceiling((double)(3*(n/2))/(double)2)+1;
|
---|
1984 | alpha = new double[alen];
|
---|
1985 | beta = new double[blen];
|
---|
1986 | for(k=0; k<=alen-1; k++)
|
---|
1987 | {
|
---|
1988 | alpha[k] = 0;
|
---|
1989 | }
|
---|
1990 | beta[0] = 2;
|
---|
1991 | for(k=1; k<=blen-1; k++)
|
---|
1992 | {
|
---|
1993 | beta[k] = 1/(4-1/math.sqr(k));
|
---|
1994 | }
|
---|
1995 | gkqgeneraterec(alpha, beta, mu0, n, ref info, ref x, ref wkronrod, ref wgauss);
|
---|
1996 |
|
---|
1997 | //
|
---|
1998 | // test basic properties to detect errors
|
---|
1999 | //
|
---|
2000 | if( info>0 )
|
---|
2001 | {
|
---|
2002 | if( (double)(x[0])<(double)(-1) | (double)(x[n-1])>(double)(1) )
|
---|
2003 | {
|
---|
2004 | info = -4;
|
---|
2005 | }
|
---|
2006 | for(i=0; i<=n-2; i++)
|
---|
2007 | {
|
---|
2008 | if( (double)(x[i])>=(double)(x[i+1]) )
|
---|
2009 | {
|
---|
2010 | info = -4;
|
---|
2011 | }
|
---|
2012 | }
|
---|
2013 | }
|
---|
2014 | }
|
---|
2015 |
|
---|
2016 |
|
---|
2017 | /*************************************************************************
|
---|
2018 | Returns Gauss and Gauss-Kronrod nodes for quadrature with N points using
|
---|
2019 | pre-calculated table. Nodes/weights were computed with accuracy up to
|
---|
2020 | 1.0E-32 (if MPFR version of ALGLIB is used). In standard double precision
|
---|
2021 | accuracy reduces to something about 2.0E-16 (depending on your compiler's
|
---|
2022 | handling of long floating point constants).
|
---|
2023 |
|
---|
2024 | INPUT PARAMETERS:
|
---|
2025 | N - number of Kronrod nodes.
|
---|
2026 | N can be 15, 21, 31, 41, 51, 61.
|
---|
2027 |
|
---|
2028 | OUTPUT PARAMETERS:
|
---|
2029 | X - array[0..N-1] - array of quadrature nodes, ordered in
|
---|
2030 | ascending order.
|
---|
2031 | WKronrod - array[0..N-1] - Kronrod weights
|
---|
2032 | WGauss - array[0..N-1] - Gauss weights (interleaved with zeros
|
---|
2033 | corresponding to extended Kronrod nodes).
|
---|
2034 |
|
---|
2035 |
|
---|
2036 | -- ALGLIB --
|
---|
2037 | Copyright 12.05.2009 by Bochkanov Sergey
|
---|
2038 | *************************************************************************/
|
---|
2039 | public static void gkqlegendretbl(int n,
|
---|
2040 | ref double[] x,
|
---|
2041 | ref double[] wkronrod,
|
---|
2042 | ref double[] wgauss,
|
---|
2043 | ref double eps)
|
---|
2044 | {
|
---|
2045 | int i = 0;
|
---|
2046 | int ng = 0;
|
---|
2047 | int[] p1 = new int[0];
|
---|
2048 | int[] p2 = new int[0];
|
---|
2049 | double tmp = 0;
|
---|
2050 |
|
---|
2051 | x = new double[0];
|
---|
2052 | wkronrod = new double[0];
|
---|
2053 | wgauss = new double[0];
|
---|
2054 | eps = 0;
|
---|
2055 |
|
---|
2056 |
|
---|
2057 | //
|
---|
2058 | // these initializers are not really necessary,
|
---|
2059 | // but without them compiler complains about uninitialized locals
|
---|
2060 | //
|
---|
2061 | ng = 0;
|
---|
2062 |
|
---|
2063 | //
|
---|
2064 | // Process
|
---|
2065 | //
|
---|
2066 | ap.assert(((((n==15 | n==21) | n==31) | n==41) | n==51) | n==61, "GKQNodesTbl: incorrect N!");
|
---|
2067 | x = new double[n];
|
---|
2068 | wkronrod = new double[n];
|
---|
2069 | wgauss = new double[n];
|
---|
2070 | for(i=0; i<=n-1; i++)
|
---|
2071 | {
|
---|
2072 | x[i] = 0;
|
---|
2073 | wkronrod[i] = 0;
|
---|
2074 | wgauss[i] = 0;
|
---|
2075 | }
|
---|
2076 | eps = Math.Max(math.machineepsilon, 1.0E-32);
|
---|
2077 | if( n==15 )
|
---|
2078 | {
|
---|
2079 | ng = 4;
|
---|
2080 | wgauss[0] = 0.129484966168869693270611432679082;
|
---|
2081 | wgauss[1] = 0.279705391489276667901467771423780;
|
---|
2082 | wgauss[2] = 0.381830050505118944950369775488975;
|
---|
2083 | wgauss[3] = 0.417959183673469387755102040816327;
|
---|
2084 | x[0] = 0.991455371120812639206854697526329;
|
---|
2085 | x[1] = 0.949107912342758524526189684047851;
|
---|
2086 | x[2] = 0.864864423359769072789712788640926;
|
---|
2087 | x[3] = 0.741531185599394439863864773280788;
|
---|
2088 | x[4] = 0.586087235467691130294144838258730;
|
---|
2089 | x[5] = 0.405845151377397166906606412076961;
|
---|
2090 | x[6] = 0.207784955007898467600689403773245;
|
---|
2091 | x[7] = 0.000000000000000000000000000000000;
|
---|
2092 | wkronrod[0] = 0.022935322010529224963732008058970;
|
---|
2093 | wkronrod[1] = 0.063092092629978553290700663189204;
|
---|
2094 | wkronrod[2] = 0.104790010322250183839876322541518;
|
---|
2095 | wkronrod[3] = 0.140653259715525918745189590510238;
|
---|
2096 | wkronrod[4] = 0.169004726639267902826583426598550;
|
---|
2097 | wkronrod[5] = 0.190350578064785409913256402421014;
|
---|
2098 | wkronrod[6] = 0.204432940075298892414161999234649;
|
---|
2099 | wkronrod[7] = 0.209482141084727828012999174891714;
|
---|
2100 | }
|
---|
2101 | if( n==21 )
|
---|
2102 | {
|
---|
2103 | ng = 5;
|
---|
2104 | wgauss[0] = 0.066671344308688137593568809893332;
|
---|
2105 | wgauss[1] = 0.149451349150580593145776339657697;
|
---|
2106 | wgauss[2] = 0.219086362515982043995534934228163;
|
---|
2107 | wgauss[3] = 0.269266719309996355091226921569469;
|
---|
2108 | wgauss[4] = 0.295524224714752870173892994651338;
|
---|
2109 | x[0] = 0.995657163025808080735527280689003;
|
---|
2110 | x[1] = 0.973906528517171720077964012084452;
|
---|
2111 | x[2] = 0.930157491355708226001207180059508;
|
---|
2112 | x[3] = 0.865063366688984510732096688423493;
|
---|
2113 | x[4] = 0.780817726586416897063717578345042;
|
---|
2114 | x[5] = 0.679409568299024406234327365114874;
|
---|
2115 | x[6] = 0.562757134668604683339000099272694;
|
---|
2116 | x[7] = 0.433395394129247190799265943165784;
|
---|
2117 | x[8] = 0.294392862701460198131126603103866;
|
---|
2118 | x[9] = 0.148874338981631210884826001129720;
|
---|
2119 | x[10] = 0.000000000000000000000000000000000;
|
---|
2120 | wkronrod[0] = 0.011694638867371874278064396062192;
|
---|
2121 | wkronrod[1] = 0.032558162307964727478818972459390;
|
---|
2122 | wkronrod[2] = 0.054755896574351996031381300244580;
|
---|
2123 | wkronrod[3] = 0.075039674810919952767043140916190;
|
---|
2124 | wkronrod[4] = 0.093125454583697605535065465083366;
|
---|
2125 | wkronrod[5] = 0.109387158802297641899210590325805;
|
---|
2126 | wkronrod[6] = 0.123491976262065851077958109831074;
|
---|
2127 | wkronrod[7] = 0.134709217311473325928054001771707;
|
---|
2128 | wkronrod[8] = 0.142775938577060080797094273138717;
|
---|
2129 | wkronrod[9] = 0.147739104901338491374841515972068;
|
---|
2130 | wkronrod[10] = 0.149445554002916905664936468389821;
|
---|
2131 | }
|
---|
2132 | if( n==31 )
|
---|
2133 | {
|
---|
2134 | ng = 8;
|
---|
2135 | wgauss[0] = 0.030753241996117268354628393577204;
|
---|
2136 | wgauss[1] = 0.070366047488108124709267416450667;
|
---|
2137 | wgauss[2] = 0.107159220467171935011869546685869;
|
---|
2138 | wgauss[3] = 0.139570677926154314447804794511028;
|
---|
2139 | wgauss[4] = 0.166269205816993933553200860481209;
|
---|
2140 | wgauss[5] = 0.186161000015562211026800561866423;
|
---|
2141 | wgauss[6] = 0.198431485327111576456118326443839;
|
---|
2142 | wgauss[7] = 0.202578241925561272880620199967519;
|
---|
2143 | x[0] = 0.998002298693397060285172840152271;
|
---|
2144 | x[1] = 0.987992518020485428489565718586613;
|
---|
2145 | x[2] = 0.967739075679139134257347978784337;
|
---|
2146 | x[3] = 0.937273392400705904307758947710209;
|
---|
2147 | x[4] = 0.897264532344081900882509656454496;
|
---|
2148 | x[5] = 0.848206583410427216200648320774217;
|
---|
2149 | x[6] = 0.790418501442465932967649294817947;
|
---|
2150 | x[7] = 0.724417731360170047416186054613938;
|
---|
2151 | x[8] = 0.650996741297416970533735895313275;
|
---|
2152 | x[9] = 0.570972172608538847537226737253911;
|
---|
2153 | x[10] = 0.485081863640239680693655740232351;
|
---|
2154 | x[11] = 0.394151347077563369897207370981045;
|
---|
2155 | x[12] = 0.299180007153168812166780024266389;
|
---|
2156 | x[13] = 0.201194093997434522300628303394596;
|
---|
2157 | x[14] = 0.101142066918717499027074231447392;
|
---|
2158 | x[15] = 0.000000000000000000000000000000000;
|
---|
2159 | wkronrod[0] = 0.005377479872923348987792051430128;
|
---|
2160 | wkronrod[1] = 0.015007947329316122538374763075807;
|
---|
2161 | wkronrod[2] = 0.025460847326715320186874001019653;
|
---|
2162 | wkronrod[3] = 0.035346360791375846222037948478360;
|
---|
2163 | wkronrod[4] = 0.044589751324764876608227299373280;
|
---|
2164 | wkronrod[5] = 0.053481524690928087265343147239430;
|
---|
2165 | wkronrod[6] = 0.062009567800670640285139230960803;
|
---|
2166 | wkronrod[7] = 0.069854121318728258709520077099147;
|
---|
2167 | wkronrod[8] = 0.076849680757720378894432777482659;
|
---|
2168 | wkronrod[9] = 0.083080502823133021038289247286104;
|
---|
2169 | wkronrod[10] = 0.088564443056211770647275443693774;
|
---|
2170 | wkronrod[11] = 0.093126598170825321225486872747346;
|
---|
2171 | wkronrod[12] = 0.096642726983623678505179907627589;
|
---|
2172 | wkronrod[13] = 0.099173598721791959332393173484603;
|
---|
2173 | wkronrod[14] = 0.100769845523875595044946662617570;
|
---|
2174 | wkronrod[15] = 0.101330007014791549017374792767493;
|
---|
2175 | }
|
---|
2176 | if( n==41 )
|
---|
2177 | {
|
---|
2178 | ng = 10;
|
---|
2179 | wgauss[0] = 0.017614007139152118311861962351853;
|
---|
2180 | wgauss[1] = 0.040601429800386941331039952274932;
|
---|
2181 | wgauss[2] = 0.062672048334109063569506535187042;
|
---|
2182 | wgauss[3] = 0.083276741576704748724758143222046;
|
---|
2183 | wgauss[4] = 0.101930119817240435036750135480350;
|
---|
2184 | wgauss[5] = 0.118194531961518417312377377711382;
|
---|
2185 | wgauss[6] = 0.131688638449176626898494499748163;
|
---|
2186 | wgauss[7] = 0.142096109318382051329298325067165;
|
---|
2187 | wgauss[8] = 0.149172986472603746787828737001969;
|
---|
2188 | wgauss[9] = 0.152753387130725850698084331955098;
|
---|
2189 | x[0] = 0.998859031588277663838315576545863;
|
---|
2190 | x[1] = 0.993128599185094924786122388471320;
|
---|
2191 | x[2] = 0.981507877450250259193342994720217;
|
---|
2192 | x[3] = 0.963971927277913791267666131197277;
|
---|
2193 | x[4] = 0.940822633831754753519982722212443;
|
---|
2194 | x[5] = 0.912234428251325905867752441203298;
|
---|
2195 | x[6] = 0.878276811252281976077442995113078;
|
---|
2196 | x[7] = 0.839116971822218823394529061701521;
|
---|
2197 | x[8] = 0.795041428837551198350638833272788;
|
---|
2198 | x[9] = 0.746331906460150792614305070355642;
|
---|
2199 | x[10] = 0.693237656334751384805490711845932;
|
---|
2200 | x[11] = 0.636053680726515025452836696226286;
|
---|
2201 | x[12] = 0.575140446819710315342946036586425;
|
---|
2202 | x[13] = 0.510867001950827098004364050955251;
|
---|
2203 | x[14] = 0.443593175238725103199992213492640;
|
---|
2204 | x[15] = 0.373706088715419560672548177024927;
|
---|
2205 | x[16] = 0.301627868114913004320555356858592;
|
---|
2206 | x[17] = 0.227785851141645078080496195368575;
|
---|
2207 | x[18] = 0.152605465240922675505220241022678;
|
---|
2208 | x[19] = 0.076526521133497333754640409398838;
|
---|
2209 | x[20] = 0.000000000000000000000000000000000;
|
---|
2210 | wkronrod[0] = 0.003073583718520531501218293246031;
|
---|
2211 | wkronrod[1] = 0.008600269855642942198661787950102;
|
---|
2212 | wkronrod[2] = 0.014626169256971252983787960308868;
|
---|
2213 | wkronrod[3] = 0.020388373461266523598010231432755;
|
---|
2214 | wkronrod[4] = 0.025882133604951158834505067096153;
|
---|
2215 | wkronrod[5] = 0.031287306777032798958543119323801;
|
---|
2216 | wkronrod[6] = 0.036600169758200798030557240707211;
|
---|
2217 | wkronrod[7] = 0.041668873327973686263788305936895;
|
---|
2218 | wkronrod[8] = 0.046434821867497674720231880926108;
|
---|
2219 | wkronrod[9] = 0.050944573923728691932707670050345;
|
---|
2220 | wkronrod[10] = 0.055195105348285994744832372419777;
|
---|
2221 | wkronrod[11] = 0.059111400880639572374967220648594;
|
---|
2222 | wkronrod[12] = 0.062653237554781168025870122174255;
|
---|
2223 | wkronrod[13] = 0.065834597133618422111563556969398;
|
---|
2224 | wkronrod[14] = 0.068648672928521619345623411885368;
|
---|
2225 | wkronrod[15] = 0.071054423553444068305790361723210;
|
---|
2226 | wkronrod[16] = 0.073030690332786667495189417658913;
|
---|
2227 | wkronrod[17] = 0.074582875400499188986581418362488;
|
---|
2228 | wkronrod[18] = 0.075704497684556674659542775376617;
|
---|
2229 | wkronrod[19] = 0.076377867672080736705502835038061;
|
---|
2230 | wkronrod[20] = 0.076600711917999656445049901530102;
|
---|
2231 | }
|
---|
2232 | if( n==51 )
|
---|
2233 | {
|
---|
2234 | ng = 13;
|
---|
2235 | wgauss[0] = 0.011393798501026287947902964113235;
|
---|
2236 | wgauss[1] = 0.026354986615032137261901815295299;
|
---|
2237 | wgauss[2] = 0.040939156701306312655623487711646;
|
---|
2238 | wgauss[3] = 0.054904695975835191925936891540473;
|
---|
2239 | wgauss[4] = 0.068038333812356917207187185656708;
|
---|
2240 | wgauss[5] = 0.080140700335001018013234959669111;
|
---|
2241 | wgauss[6] = 0.091028261982963649811497220702892;
|
---|
2242 | wgauss[7] = 0.100535949067050644202206890392686;
|
---|
2243 | wgauss[8] = 0.108519624474263653116093957050117;
|
---|
2244 | wgauss[9] = 0.114858259145711648339325545869556;
|
---|
2245 | wgauss[10] = 0.119455763535784772228178126512901;
|
---|
2246 | wgauss[11] = 0.122242442990310041688959518945852;
|
---|
2247 | wgauss[12] = 0.123176053726715451203902873079050;
|
---|
2248 | x[0] = 0.999262104992609834193457486540341;
|
---|
2249 | x[1] = 0.995556969790498097908784946893902;
|
---|
2250 | x[2] = 0.988035794534077247637331014577406;
|
---|
2251 | x[3] = 0.976663921459517511498315386479594;
|
---|
2252 | x[4] = 0.961614986425842512418130033660167;
|
---|
2253 | x[5] = 0.942974571228974339414011169658471;
|
---|
2254 | x[6] = 0.920747115281701561746346084546331;
|
---|
2255 | x[7] = 0.894991997878275368851042006782805;
|
---|
2256 | x[8] = 0.865847065293275595448996969588340;
|
---|
2257 | x[9] = 0.833442628760834001421021108693570;
|
---|
2258 | x[10] = 0.797873797998500059410410904994307;
|
---|
2259 | x[11] = 0.759259263037357630577282865204361;
|
---|
2260 | x[12] = 0.717766406813084388186654079773298;
|
---|
2261 | x[13] = 0.673566368473468364485120633247622;
|
---|
2262 | x[14] = 0.626810099010317412788122681624518;
|
---|
2263 | x[15] = 0.577662930241222967723689841612654;
|
---|
2264 | x[16] = 0.526325284334719182599623778158010;
|
---|
2265 | x[17] = 0.473002731445714960522182115009192;
|
---|
2266 | x[18] = 0.417885382193037748851814394594572;
|
---|
2267 | x[19] = 0.361172305809387837735821730127641;
|
---|
2268 | x[20] = 0.303089538931107830167478909980339;
|
---|
2269 | x[21] = 0.243866883720988432045190362797452;
|
---|
2270 | x[22] = 0.183718939421048892015969888759528;
|
---|
2271 | x[23] = 0.122864692610710396387359818808037;
|
---|
2272 | x[24] = 0.061544483005685078886546392366797;
|
---|
2273 | x[25] = 0.000000000000000000000000000000000;
|
---|
2274 | wkronrod[0] = 0.001987383892330315926507851882843;
|
---|
2275 | wkronrod[1] = 0.005561932135356713758040236901066;
|
---|
2276 | wkronrod[2] = 0.009473973386174151607207710523655;
|
---|
2277 | wkronrod[3] = 0.013236229195571674813656405846976;
|
---|
2278 | wkronrod[4] = 0.016847817709128298231516667536336;
|
---|
2279 | wkronrod[5] = 0.020435371145882835456568292235939;
|
---|
2280 | wkronrod[6] = 0.024009945606953216220092489164881;
|
---|
2281 | wkronrod[7] = 0.027475317587851737802948455517811;
|
---|
2282 | wkronrod[8] = 0.030792300167387488891109020215229;
|
---|
2283 | wkronrod[9] = 0.034002130274329337836748795229551;
|
---|
2284 | wkronrod[10] = 0.037116271483415543560330625367620;
|
---|
2285 | wkronrod[11] = 0.040083825504032382074839284467076;
|
---|
2286 | wkronrod[12] = 0.042872845020170049476895792439495;
|
---|
2287 | wkronrod[13] = 0.045502913049921788909870584752660;
|
---|
2288 | wkronrod[14] = 0.047982537138836713906392255756915;
|
---|
2289 | wkronrod[15] = 0.050277679080715671963325259433440;
|
---|
2290 | wkronrod[16] = 0.052362885806407475864366712137873;
|
---|
2291 | wkronrod[17] = 0.054251129888545490144543370459876;
|
---|
2292 | wkronrod[18] = 0.055950811220412317308240686382747;
|
---|
2293 | wkronrod[19] = 0.057437116361567832853582693939506;
|
---|
2294 | wkronrod[20] = 0.058689680022394207961974175856788;
|
---|
2295 | wkronrod[21] = 0.059720340324174059979099291932562;
|
---|
2296 | wkronrod[22] = 0.060539455376045862945360267517565;
|
---|
2297 | wkronrod[23] = 0.061128509717053048305859030416293;
|
---|
2298 | wkronrod[24] = 0.061471189871425316661544131965264;
|
---|
2299 | wkronrod[25] = 0.061580818067832935078759824240055;
|
---|
2300 | }
|
---|
2301 | if( n==61 )
|
---|
2302 | {
|
---|
2303 | ng = 15;
|
---|
2304 | wgauss[0] = 0.007968192496166605615465883474674;
|
---|
2305 | wgauss[1] = 0.018466468311090959142302131912047;
|
---|
2306 | wgauss[2] = 0.028784707883323369349719179611292;
|
---|
2307 | wgauss[3] = 0.038799192569627049596801936446348;
|
---|
2308 | wgauss[4] = 0.048402672830594052902938140422808;
|
---|
2309 | wgauss[5] = 0.057493156217619066481721689402056;
|
---|
2310 | wgauss[6] = 0.065974229882180495128128515115962;
|
---|
2311 | wgauss[7] = 0.073755974737705206268243850022191;
|
---|
2312 | wgauss[8] = 0.080755895229420215354694938460530;
|
---|
2313 | wgauss[9] = 0.086899787201082979802387530715126;
|
---|
2314 | wgauss[10] = 0.092122522237786128717632707087619;
|
---|
2315 | wgauss[11] = 0.096368737174644259639468626351810;
|
---|
2316 | wgauss[12] = 0.099593420586795267062780282103569;
|
---|
2317 | wgauss[13] = 0.101762389748405504596428952168554;
|
---|
2318 | wgauss[14] = 0.102852652893558840341285636705415;
|
---|
2319 | x[0] = 0.999484410050490637571325895705811;
|
---|
2320 | x[1] = 0.996893484074649540271630050918695;
|
---|
2321 | x[2] = 0.991630996870404594858628366109486;
|
---|
2322 | x[3] = 0.983668123279747209970032581605663;
|
---|
2323 | x[4] = 0.973116322501126268374693868423707;
|
---|
2324 | x[5] = 0.960021864968307512216871025581798;
|
---|
2325 | x[6] = 0.944374444748559979415831324037439;
|
---|
2326 | x[7] = 0.926200047429274325879324277080474;
|
---|
2327 | x[8] = 0.905573307699907798546522558925958;
|
---|
2328 | x[9] = 0.882560535792052681543116462530226;
|
---|
2329 | x[10] = 0.857205233546061098958658510658944;
|
---|
2330 | x[11] = 0.829565762382768397442898119732502;
|
---|
2331 | x[12] = 0.799727835821839083013668942322683;
|
---|
2332 | x[13] = 0.767777432104826194917977340974503;
|
---|
2333 | x[14] = 0.733790062453226804726171131369528;
|
---|
2334 | x[15] = 0.697850494793315796932292388026640;
|
---|
2335 | x[16] = 0.660061064126626961370053668149271;
|
---|
2336 | x[17] = 0.620526182989242861140477556431189;
|
---|
2337 | x[18] = 0.579345235826361691756024932172540;
|
---|
2338 | x[19] = 0.536624148142019899264169793311073;
|
---|
2339 | x[20] = 0.492480467861778574993693061207709;
|
---|
2340 | x[21] = 0.447033769538089176780609900322854;
|
---|
2341 | x[22] = 0.400401254830394392535476211542661;
|
---|
2342 | x[23] = 0.352704725530878113471037207089374;
|
---|
2343 | x[24] = 0.304073202273625077372677107199257;
|
---|
2344 | x[25] = 0.254636926167889846439805129817805;
|
---|
2345 | x[26] = 0.204525116682309891438957671002025;
|
---|
2346 | x[27] = 0.153869913608583546963794672743256;
|
---|
2347 | x[28] = 0.102806937966737030147096751318001;
|
---|
2348 | x[29] = 0.051471842555317695833025213166723;
|
---|
2349 | x[30] = 0.000000000000000000000000000000000;
|
---|
2350 | wkronrod[0] = 0.001389013698677007624551591226760;
|
---|
2351 | wkronrod[1] = 0.003890461127099884051267201844516;
|
---|
2352 | wkronrod[2] = 0.006630703915931292173319826369750;
|
---|
2353 | wkronrod[3] = 0.009273279659517763428441146892024;
|
---|
2354 | wkronrod[4] = 0.011823015253496341742232898853251;
|
---|
2355 | wkronrod[5] = 0.014369729507045804812451432443580;
|
---|
2356 | wkronrod[6] = 0.016920889189053272627572289420322;
|
---|
2357 | wkronrod[7] = 0.019414141193942381173408951050128;
|
---|
2358 | wkronrod[8] = 0.021828035821609192297167485738339;
|
---|
2359 | wkronrod[9] = 0.024191162078080601365686370725232;
|
---|
2360 | wkronrod[10] = 0.026509954882333101610601709335075;
|
---|
2361 | wkronrod[11] = 0.028754048765041292843978785354334;
|
---|
2362 | wkronrod[12] = 0.030907257562387762472884252943092;
|
---|
2363 | wkronrod[13] = 0.032981447057483726031814191016854;
|
---|
2364 | wkronrod[14] = 0.034979338028060024137499670731468;
|
---|
2365 | wkronrod[15] = 0.036882364651821229223911065617136;
|
---|
2366 | wkronrod[16] = 0.038678945624727592950348651532281;
|
---|
2367 | wkronrod[17] = 0.040374538951535959111995279752468;
|
---|
2368 | wkronrod[18] = 0.041969810215164246147147541285970;
|
---|
2369 | wkronrod[19] = 0.043452539701356069316831728117073;
|
---|
2370 | wkronrod[20] = 0.044814800133162663192355551616723;
|
---|
2371 | wkronrod[21] = 0.046059238271006988116271735559374;
|
---|
2372 | wkronrod[22] = 0.047185546569299153945261478181099;
|
---|
2373 | wkronrod[23] = 0.048185861757087129140779492298305;
|
---|
2374 | wkronrod[24] = 0.049055434555029778887528165367238;
|
---|
2375 | wkronrod[25] = 0.049795683427074206357811569379942;
|
---|
2376 | wkronrod[26] = 0.050405921402782346840893085653585;
|
---|
2377 | wkronrod[27] = 0.050881795898749606492297473049805;
|
---|
2378 | wkronrod[28] = 0.051221547849258772170656282604944;
|
---|
2379 | wkronrod[29] = 0.051426128537459025933862879215781;
|
---|
2380 | wkronrod[30] = 0.051494729429451567558340433647099;
|
---|
2381 | }
|
---|
2382 |
|
---|
2383 | //
|
---|
2384 | // copy nodes
|
---|
2385 | //
|
---|
2386 | for(i=n-1; i>=n/2; i--)
|
---|
2387 | {
|
---|
2388 | x[i] = -x[n-1-i];
|
---|
2389 | }
|
---|
2390 |
|
---|
2391 | //
|
---|
2392 | // copy Kronrod weights
|
---|
2393 | //
|
---|
2394 | for(i=n-1; i>=n/2; i--)
|
---|
2395 | {
|
---|
2396 | wkronrod[i] = wkronrod[n-1-i];
|
---|
2397 | }
|
---|
2398 |
|
---|
2399 | //
|
---|
2400 | // copy Gauss weights
|
---|
2401 | //
|
---|
2402 | for(i=ng-1; i>=0; i--)
|
---|
2403 | {
|
---|
2404 | wgauss[n-2-2*i] = wgauss[i];
|
---|
2405 | wgauss[1+2*i] = wgauss[i];
|
---|
2406 | }
|
---|
2407 | for(i=0; i<=n/2; i++)
|
---|
2408 | {
|
---|
2409 | wgauss[2*i] = 0;
|
---|
2410 | }
|
---|
2411 |
|
---|
2412 | //
|
---|
2413 | // reorder
|
---|
2414 | //
|
---|
2415 | tsort.tagsort(ref x, n, ref p1, ref p2);
|
---|
2416 | for(i=0; i<=n-1; i++)
|
---|
2417 | {
|
---|
2418 | tmp = wkronrod[i];
|
---|
2419 | wkronrod[i] = wkronrod[p2[i]];
|
---|
2420 | wkronrod[p2[i]] = tmp;
|
---|
2421 | tmp = wgauss[i];
|
---|
2422 | wgauss[i] = wgauss[p2[i]];
|
---|
2423 | wgauss[p2[i]] = tmp;
|
---|
2424 | }
|
---|
2425 | }
|
---|
2426 |
|
---|
2427 |
|
---|
2428 | }
|
---|
2429 | public class autogk
|
---|
2430 | {
|
---|
2431 | /*************************************************************************
|
---|
2432 | Integration report:
|
---|
2433 | * TerminationType = completetion code:
|
---|
2434 | * -5 non-convergence of Gauss-Kronrod nodes
|
---|
2435 | calculation subroutine.
|
---|
2436 | * -1 incorrect parameters were specified
|
---|
2437 | * 1 OK
|
---|
2438 | * Rep.NFEV countains number of function calculations
|
---|
2439 | * Rep.NIntervals contains number of intervals [a,b]
|
---|
2440 | was partitioned into.
|
---|
2441 | *************************************************************************/
|
---|
2442 | public class autogkreport
|
---|
2443 | {
|
---|
2444 | public int terminationtype;
|
---|
2445 | public int nfev;
|
---|
2446 | public int nintervals;
|
---|
2447 | };
|
---|
2448 |
|
---|
2449 |
|
---|
2450 | public class autogkinternalstate
|
---|
2451 | {
|
---|
2452 | public double a;
|
---|
2453 | public double b;
|
---|
2454 | public double eps;
|
---|
2455 | public double xwidth;
|
---|
2456 | public double x;
|
---|
2457 | public double f;
|
---|
2458 | public int info;
|
---|
2459 | public double r;
|
---|
2460 | public double[,] heap;
|
---|
2461 | public int heapsize;
|
---|
2462 | public int heapwidth;
|
---|
2463 | public int heapused;
|
---|
2464 | public double sumerr;
|
---|
2465 | public double sumabs;
|
---|
2466 | public double[] qn;
|
---|
2467 | public double[] wg;
|
---|
2468 | public double[] wk;
|
---|
2469 | public double[] wr;
|
---|
2470 | public int n;
|
---|
2471 | public rcommstate rstate;
|
---|
2472 | public autogkinternalstate()
|
---|
2473 | {
|
---|
2474 | heap = new double[0,0];
|
---|
2475 | qn = new double[0];
|
---|
2476 | wg = new double[0];
|
---|
2477 | wk = new double[0];
|
---|
2478 | wr = new double[0];
|
---|
2479 | rstate = new rcommstate();
|
---|
2480 | }
|
---|
2481 | };
|
---|
2482 |
|
---|
2483 |
|
---|
2484 | /*************************************************************************
|
---|
2485 | This structure stores state of the integration algorithm.
|
---|
2486 |
|
---|
2487 | Although this class has public fields, they are not intended for external
|
---|
2488 | use. You should use ALGLIB functions to work with this class:
|
---|
2489 | * autogksmooth()/AutoGKSmoothW()/... to create objects
|
---|
2490 | * autogkintegrate() to begin integration
|
---|
2491 | * autogkresults() to get results
|
---|
2492 | *************************************************************************/
|
---|
2493 | public class autogkstate
|
---|
2494 | {
|
---|
2495 | public double a;
|
---|
2496 | public double b;
|
---|
2497 | public double alpha;
|
---|
2498 | public double beta;
|
---|
2499 | public double xwidth;
|
---|
2500 | public double x;
|
---|
2501 | public double xminusa;
|
---|
2502 | public double bminusx;
|
---|
2503 | public bool needf;
|
---|
2504 | public double f;
|
---|
2505 | public int wrappermode;
|
---|
2506 | public autogkinternalstate internalstate;
|
---|
2507 | public rcommstate rstate;
|
---|
2508 | public double v;
|
---|
2509 | public int terminationtype;
|
---|
2510 | public int nfev;
|
---|
2511 | public int nintervals;
|
---|
2512 | public autogkstate()
|
---|
2513 | {
|
---|
2514 | internalstate = new autogkinternalstate();
|
---|
2515 | rstate = new rcommstate();
|
---|
2516 | }
|
---|
2517 | };
|
---|
2518 |
|
---|
2519 |
|
---|
2520 |
|
---|
2521 |
|
---|
2522 | public const int maxsubintervals = 10000;
|
---|
2523 |
|
---|
2524 |
|
---|
2525 | /*************************************************************************
|
---|
2526 | Integration of a smooth function F(x) on a finite interval [a,b].
|
---|
2527 |
|
---|
2528 | Fast-convergent algorithm based on a Gauss-Kronrod formula is used. Result
|
---|
2529 | is calculated with accuracy close to the machine precision.
|
---|
2530 |
|
---|
2531 | Algorithm works well only with smooth integrands. It may be used with
|
---|
2532 | continuous non-smooth integrands, but with less performance.
|
---|
2533 |
|
---|
2534 | It should never be used with integrands which have integrable singularities
|
---|
2535 | at lower or upper limits - algorithm may crash. Use AutoGKSingular in such
|
---|
2536 | cases.
|
---|
2537 |
|
---|
2538 | INPUT PARAMETERS:
|
---|
2539 | A, B - interval boundaries (A<B, A=B or A>B)
|
---|
2540 |
|
---|
2541 | OUTPUT PARAMETERS
|
---|
2542 | State - structure which stores algorithm state
|
---|
2543 |
|
---|
2544 | SEE ALSO
|
---|
2545 | AutoGKSmoothW, AutoGKSingular, AutoGKResults.
|
---|
2546 |
|
---|
2547 |
|
---|
2548 | -- ALGLIB --
|
---|
2549 | Copyright 06.05.2009 by Bochkanov Sergey
|
---|
2550 | *************************************************************************/
|
---|
2551 | public static void autogksmooth(double a,
|
---|
2552 | double b,
|
---|
2553 | autogkstate state)
|
---|
2554 | {
|
---|
2555 | ap.assert(math.isfinite(a), "AutoGKSmooth: A is not finite!");
|
---|
2556 | ap.assert(math.isfinite(b), "AutoGKSmooth: B is not finite!");
|
---|
2557 | autogksmoothw(a, b, 0.0, state);
|
---|
2558 | }
|
---|
2559 |
|
---|
2560 |
|
---|
2561 | /*************************************************************************
|
---|
2562 | Integration of a smooth function F(x) on a finite interval [a,b].
|
---|
2563 |
|
---|
2564 | This subroutine is same as AutoGKSmooth(), but it guarantees that interval
|
---|
2565 | [a,b] is partitioned into subintervals which have width at most XWidth.
|
---|
2566 |
|
---|
2567 | Subroutine can be used when integrating nearly-constant function with
|
---|
2568 | narrow "bumps" (about XWidth wide). If "bumps" are too narrow, AutoGKSmooth
|
---|
2569 | subroutine can overlook them.
|
---|
2570 |
|
---|
2571 | INPUT PARAMETERS:
|
---|
2572 | A, B - interval boundaries (A<B, A=B or A>B)
|
---|
2573 |
|
---|
2574 | OUTPUT PARAMETERS
|
---|
2575 | State - structure which stores algorithm state
|
---|
2576 |
|
---|
2577 | SEE ALSO
|
---|
2578 | AutoGKSmooth, AutoGKSingular, AutoGKResults.
|
---|
2579 |
|
---|
2580 |
|
---|
2581 | -- ALGLIB --
|
---|
2582 | Copyright 06.05.2009 by Bochkanov Sergey
|
---|
2583 | *************************************************************************/
|
---|
2584 | public static void autogksmoothw(double a,
|
---|
2585 | double b,
|
---|
2586 | double xwidth,
|
---|
2587 | autogkstate state)
|
---|
2588 | {
|
---|
2589 | ap.assert(math.isfinite(a), "AutoGKSmoothW: A is not finite!");
|
---|
2590 | ap.assert(math.isfinite(b), "AutoGKSmoothW: B is not finite!");
|
---|
2591 | ap.assert(math.isfinite(xwidth), "AutoGKSmoothW: XWidth is not finite!");
|
---|
2592 | state.wrappermode = 0;
|
---|
2593 | state.a = a;
|
---|
2594 | state.b = b;
|
---|
2595 | state.xwidth = xwidth;
|
---|
2596 | state.needf = false;
|
---|
2597 | state.rstate.ra = new double[10+1];
|
---|
2598 | state.rstate.stage = -1;
|
---|
2599 | }
|
---|
2600 |
|
---|
2601 |
|
---|
2602 | /*************************************************************************
|
---|
2603 | Integration on a finite interval [A,B].
|
---|
2604 | Integrand have integrable singularities at A/B.
|
---|
2605 |
|
---|
2606 | F(X) must diverge as "(x-A)^alpha" at A, as "(B-x)^beta" at B, with known
|
---|
2607 | alpha/beta (alpha>-1, beta>-1). If alpha/beta are not known, estimates
|
---|
2608 | from below can be used (but these estimates should be greater than -1 too).
|
---|
2609 |
|
---|
2610 | One of alpha/beta variables (or even both alpha/beta) may be equal to 0,
|
---|
2611 | which means than function F(x) is non-singular at A/B. Anyway (singular at
|
---|
2612 | bounds or not), function F(x) is supposed to be continuous on (A,B).
|
---|
2613 |
|
---|
2614 | Fast-convergent algorithm based on a Gauss-Kronrod formula is used. Result
|
---|
2615 | is calculated with accuracy close to the machine precision.
|
---|
2616 |
|
---|
2617 | INPUT PARAMETERS:
|
---|
2618 | A, B - interval boundaries (A<B, A=B or A>B)
|
---|
2619 | Alpha - power-law coefficient of the F(x) at A,
|
---|
2620 | Alpha>-1
|
---|
2621 | Beta - power-law coefficient of the F(x) at B,
|
---|
2622 | Beta>-1
|
---|
2623 |
|
---|
2624 | OUTPUT PARAMETERS
|
---|
2625 | State - structure which stores algorithm state
|
---|
2626 |
|
---|
2627 | SEE ALSO
|
---|
2628 | AutoGKSmooth, AutoGKSmoothW, AutoGKResults.
|
---|
2629 |
|
---|
2630 |
|
---|
2631 | -- ALGLIB --
|
---|
2632 | Copyright 06.05.2009 by Bochkanov Sergey
|
---|
2633 | *************************************************************************/
|
---|
2634 | public static void autogksingular(double a,
|
---|
2635 | double b,
|
---|
2636 | double alpha,
|
---|
2637 | double beta,
|
---|
2638 | autogkstate state)
|
---|
2639 | {
|
---|
2640 | ap.assert(math.isfinite(a), "AutoGKSingular: A is not finite!");
|
---|
2641 | ap.assert(math.isfinite(b), "AutoGKSingular: B is not finite!");
|
---|
2642 | ap.assert(math.isfinite(alpha), "AutoGKSingular: Alpha is not finite!");
|
---|
2643 | ap.assert(math.isfinite(beta), "AutoGKSingular: Beta is not finite!");
|
---|
2644 | state.wrappermode = 1;
|
---|
2645 | state.a = a;
|
---|
2646 | state.b = b;
|
---|
2647 | state.alpha = alpha;
|
---|
2648 | state.beta = beta;
|
---|
2649 | state.xwidth = 0.0;
|
---|
2650 | state.needf = false;
|
---|
2651 | state.rstate.ra = new double[10+1];
|
---|
2652 | state.rstate.stage = -1;
|
---|
2653 | }
|
---|
2654 |
|
---|
2655 |
|
---|
2656 | /*************************************************************************
|
---|
2657 |
|
---|
2658 | -- ALGLIB --
|
---|
2659 | Copyright 07.05.2009 by Bochkanov Sergey
|
---|
2660 | *************************************************************************/
|
---|
2661 | public static bool autogkiteration(autogkstate state)
|
---|
2662 | {
|
---|
2663 | bool result = new bool();
|
---|
2664 | double s = 0;
|
---|
2665 | double tmp = 0;
|
---|
2666 | double eps = 0;
|
---|
2667 | double a = 0;
|
---|
2668 | double b = 0;
|
---|
2669 | double x = 0;
|
---|
2670 | double t = 0;
|
---|
2671 | double alpha = 0;
|
---|
2672 | double beta = 0;
|
---|
2673 | double v1 = 0;
|
---|
2674 | double v2 = 0;
|
---|
2675 |
|
---|
2676 |
|
---|
2677 | //
|
---|
2678 | // Reverse communication preparations
|
---|
2679 | // I know it looks ugly, but it works the same way
|
---|
2680 | // anywhere from C++ to Python.
|
---|
2681 | //
|
---|
2682 | // This code initializes locals by:
|
---|
2683 | // * random values determined during code
|
---|
2684 | // generation - on first subroutine call
|
---|
2685 | // * values from previous call - on subsequent calls
|
---|
2686 | //
|
---|
2687 | if( state.rstate.stage>=0 )
|
---|
2688 | {
|
---|
2689 | s = state.rstate.ra[0];
|
---|
2690 | tmp = state.rstate.ra[1];
|
---|
2691 | eps = state.rstate.ra[2];
|
---|
2692 | a = state.rstate.ra[3];
|
---|
2693 | b = state.rstate.ra[4];
|
---|
2694 | x = state.rstate.ra[5];
|
---|
2695 | t = state.rstate.ra[6];
|
---|
2696 | alpha = state.rstate.ra[7];
|
---|
2697 | beta = state.rstate.ra[8];
|
---|
2698 | v1 = state.rstate.ra[9];
|
---|
2699 | v2 = state.rstate.ra[10];
|
---|
2700 | }
|
---|
2701 | else
|
---|
2702 | {
|
---|
2703 | s = -983;
|
---|
2704 | tmp = -989;
|
---|
2705 | eps = -834;
|
---|
2706 | a = 900;
|
---|
2707 | b = -287;
|
---|
2708 | x = 364;
|
---|
2709 | t = 214;
|
---|
2710 | alpha = -338;
|
---|
2711 | beta = -686;
|
---|
2712 | v1 = 912;
|
---|
2713 | v2 = 585;
|
---|
2714 | }
|
---|
2715 | if( state.rstate.stage==0 )
|
---|
2716 | {
|
---|
2717 | goto lbl_0;
|
---|
2718 | }
|
---|
2719 | if( state.rstate.stage==1 )
|
---|
2720 | {
|
---|
2721 | goto lbl_1;
|
---|
2722 | }
|
---|
2723 | if( state.rstate.stage==2 )
|
---|
2724 | {
|
---|
2725 | goto lbl_2;
|
---|
2726 | }
|
---|
2727 |
|
---|
2728 | //
|
---|
2729 | // Routine body
|
---|
2730 | //
|
---|
2731 | eps = 0;
|
---|
2732 | a = state.a;
|
---|
2733 | b = state.b;
|
---|
2734 | alpha = state.alpha;
|
---|
2735 | beta = state.beta;
|
---|
2736 | state.terminationtype = -1;
|
---|
2737 | state.nfev = 0;
|
---|
2738 | state.nintervals = 0;
|
---|
2739 |
|
---|
2740 | //
|
---|
2741 | // smooth function at a finite interval
|
---|
2742 | //
|
---|
2743 | if( state.wrappermode!=0 )
|
---|
2744 | {
|
---|
2745 | goto lbl_3;
|
---|
2746 | }
|
---|
2747 |
|
---|
2748 | //
|
---|
2749 | // special case
|
---|
2750 | //
|
---|
2751 | if( (double)(a)==(double)(b) )
|
---|
2752 | {
|
---|
2753 | state.terminationtype = 1;
|
---|
2754 | state.v = 0;
|
---|
2755 | result = false;
|
---|
2756 | return result;
|
---|
2757 | }
|
---|
2758 |
|
---|
2759 | //
|
---|
2760 | // general case
|
---|
2761 | //
|
---|
2762 | autogkinternalprepare(a, b, eps, state.xwidth, state.internalstate);
|
---|
2763 | lbl_5:
|
---|
2764 | if( !autogkinternaliteration(state.internalstate) )
|
---|
2765 | {
|
---|
2766 | goto lbl_6;
|
---|
2767 | }
|
---|
2768 | x = state.internalstate.x;
|
---|
2769 | state.x = x;
|
---|
2770 | state.xminusa = x-a;
|
---|
2771 | state.bminusx = b-x;
|
---|
2772 | state.needf = true;
|
---|
2773 | state.rstate.stage = 0;
|
---|
2774 | goto lbl_rcomm;
|
---|
2775 | lbl_0:
|
---|
2776 | state.needf = false;
|
---|
2777 | state.nfev = state.nfev+1;
|
---|
2778 | state.internalstate.f = state.f;
|
---|
2779 | goto lbl_5;
|
---|
2780 | lbl_6:
|
---|
2781 | state.v = state.internalstate.r;
|
---|
2782 | state.terminationtype = state.internalstate.info;
|
---|
2783 | state.nintervals = state.internalstate.heapused;
|
---|
2784 | result = false;
|
---|
2785 | return result;
|
---|
2786 | lbl_3:
|
---|
2787 |
|
---|
2788 | //
|
---|
2789 | // function with power-law singularities at the ends of a finite interval
|
---|
2790 | //
|
---|
2791 | if( state.wrappermode!=1 )
|
---|
2792 | {
|
---|
2793 | goto lbl_7;
|
---|
2794 | }
|
---|
2795 |
|
---|
2796 | //
|
---|
2797 | // test coefficients
|
---|
2798 | //
|
---|
2799 | if( (double)(alpha)<=(double)(-1) | (double)(beta)<=(double)(-1) )
|
---|
2800 | {
|
---|
2801 | state.terminationtype = -1;
|
---|
2802 | state.v = 0;
|
---|
2803 | result = false;
|
---|
2804 | return result;
|
---|
2805 | }
|
---|
2806 |
|
---|
2807 | //
|
---|
2808 | // special cases
|
---|
2809 | //
|
---|
2810 | if( (double)(a)==(double)(b) )
|
---|
2811 | {
|
---|
2812 | state.terminationtype = 1;
|
---|
2813 | state.v = 0;
|
---|
2814 | result = false;
|
---|
2815 | return result;
|
---|
2816 | }
|
---|
2817 |
|
---|
2818 | //
|
---|
2819 | // reduction to general form
|
---|
2820 | //
|
---|
2821 | if( (double)(a)<(double)(b) )
|
---|
2822 | {
|
---|
2823 | s = 1;
|
---|
2824 | }
|
---|
2825 | else
|
---|
2826 | {
|
---|
2827 | s = -1;
|
---|
2828 | tmp = a;
|
---|
2829 | a = b;
|
---|
2830 | b = tmp;
|
---|
2831 | tmp = alpha;
|
---|
2832 | alpha = beta;
|
---|
2833 | beta = tmp;
|
---|
2834 | }
|
---|
2835 | alpha = Math.Min(alpha, 0);
|
---|
2836 | beta = Math.Min(beta, 0);
|
---|
2837 |
|
---|
2838 | //
|
---|
2839 | // first, integrate left half of [a,b]:
|
---|
2840 | // integral(f(x)dx, a, (b+a)/2) =
|
---|
2841 | // = 1/(1+alpha) * integral(t^(-alpha/(1+alpha))*f(a+t^(1/(1+alpha)))dt, 0, (0.5*(b-a))^(1+alpha))
|
---|
2842 | //
|
---|
2843 | autogkinternalprepare(0, Math.Pow(0.5*(b-a), 1+alpha), eps, state.xwidth, state.internalstate);
|
---|
2844 | lbl_9:
|
---|
2845 | if( !autogkinternaliteration(state.internalstate) )
|
---|
2846 | {
|
---|
2847 | goto lbl_10;
|
---|
2848 | }
|
---|
2849 |
|
---|
2850 | //
|
---|
2851 | // Fill State.X, State.XMinusA, State.BMinusX.
|
---|
2852 | // Latter two are filled correctly even if B<A.
|
---|
2853 | //
|
---|
2854 | x = state.internalstate.x;
|
---|
2855 | t = Math.Pow(x, 1/(1+alpha));
|
---|
2856 | state.x = a+t;
|
---|
2857 | if( (double)(s)>(double)(0) )
|
---|
2858 | {
|
---|
2859 | state.xminusa = t;
|
---|
2860 | state.bminusx = b-(a+t);
|
---|
2861 | }
|
---|
2862 | else
|
---|
2863 | {
|
---|
2864 | state.xminusa = a+t-b;
|
---|
2865 | state.bminusx = -t;
|
---|
2866 | }
|
---|
2867 | state.needf = true;
|
---|
2868 | state.rstate.stage = 1;
|
---|
2869 | goto lbl_rcomm;
|
---|
2870 | lbl_1:
|
---|
2871 | state.needf = false;
|
---|
2872 | if( (double)(alpha)!=(double)(0) )
|
---|
2873 | {
|
---|
2874 | state.internalstate.f = state.f*Math.Pow(x, -(alpha/(1+alpha)))/(1+alpha);
|
---|
2875 | }
|
---|
2876 | else
|
---|
2877 | {
|
---|
2878 | state.internalstate.f = state.f;
|
---|
2879 | }
|
---|
2880 | state.nfev = state.nfev+1;
|
---|
2881 | goto lbl_9;
|
---|
2882 | lbl_10:
|
---|
2883 | v1 = state.internalstate.r;
|
---|
2884 | state.nintervals = state.nintervals+state.internalstate.heapused;
|
---|
2885 |
|
---|
2886 | //
|
---|
2887 | // then, integrate right half of [a,b]:
|
---|
2888 | // integral(f(x)dx, (b+a)/2, b) =
|
---|
2889 | // = 1/(1+beta) * integral(t^(-beta/(1+beta))*f(b-t^(1/(1+beta)))dt, 0, (0.5*(b-a))^(1+beta))
|
---|
2890 | //
|
---|
2891 | autogkinternalprepare(0, Math.Pow(0.5*(b-a), 1+beta), eps, state.xwidth, state.internalstate);
|
---|
2892 | lbl_11:
|
---|
2893 | if( !autogkinternaliteration(state.internalstate) )
|
---|
2894 | {
|
---|
2895 | goto lbl_12;
|
---|
2896 | }
|
---|
2897 |
|
---|
2898 | //
|
---|
2899 | // Fill State.X, State.XMinusA, State.BMinusX.
|
---|
2900 | // Latter two are filled correctly (X-A, B-X) even if B<A.
|
---|
2901 | //
|
---|
2902 | x = state.internalstate.x;
|
---|
2903 | t = Math.Pow(x, 1/(1+beta));
|
---|
2904 | state.x = b-t;
|
---|
2905 | if( (double)(s)>(double)(0) )
|
---|
2906 | {
|
---|
2907 | state.xminusa = b-t-a;
|
---|
2908 | state.bminusx = t;
|
---|
2909 | }
|
---|
2910 | else
|
---|
2911 | {
|
---|
2912 | state.xminusa = -t;
|
---|
2913 | state.bminusx = a-(b-t);
|
---|
2914 | }
|
---|
2915 | state.needf = true;
|
---|
2916 | state.rstate.stage = 2;
|
---|
2917 | goto lbl_rcomm;
|
---|
2918 | lbl_2:
|
---|
2919 | state.needf = false;
|
---|
2920 | if( (double)(beta)!=(double)(0) )
|
---|
2921 | {
|
---|
2922 | state.internalstate.f = state.f*Math.Pow(x, -(beta/(1+beta)))/(1+beta);
|
---|
2923 | }
|
---|
2924 | else
|
---|
2925 | {
|
---|
2926 | state.internalstate.f = state.f;
|
---|
2927 | }
|
---|
2928 | state.nfev = state.nfev+1;
|
---|
2929 | goto lbl_11;
|
---|
2930 | lbl_12:
|
---|
2931 | v2 = state.internalstate.r;
|
---|
2932 | state.nintervals = state.nintervals+state.internalstate.heapused;
|
---|
2933 |
|
---|
2934 | //
|
---|
2935 | // final result
|
---|
2936 | //
|
---|
2937 | state.v = s*(v1+v2);
|
---|
2938 | state.terminationtype = 1;
|
---|
2939 | result = false;
|
---|
2940 | return result;
|
---|
2941 | lbl_7:
|
---|
2942 | result = false;
|
---|
2943 | return result;
|
---|
2944 |
|
---|
2945 | //
|
---|
2946 | // Saving state
|
---|
2947 | //
|
---|
2948 | lbl_rcomm:
|
---|
2949 | result = true;
|
---|
2950 | state.rstate.ra[0] = s;
|
---|
2951 | state.rstate.ra[1] = tmp;
|
---|
2952 | state.rstate.ra[2] = eps;
|
---|
2953 | state.rstate.ra[3] = a;
|
---|
2954 | state.rstate.ra[4] = b;
|
---|
2955 | state.rstate.ra[5] = x;
|
---|
2956 | state.rstate.ra[6] = t;
|
---|
2957 | state.rstate.ra[7] = alpha;
|
---|
2958 | state.rstate.ra[8] = beta;
|
---|
2959 | state.rstate.ra[9] = v1;
|
---|
2960 | state.rstate.ra[10] = v2;
|
---|
2961 | return result;
|
---|
2962 | }
|
---|
2963 |
|
---|
2964 |
|
---|
2965 | /*************************************************************************
|
---|
2966 | Adaptive integration results
|
---|
2967 |
|
---|
2968 | Called after AutoGKIteration returned False.
|
---|
2969 |
|
---|
2970 | Input parameters:
|
---|
2971 | State - algorithm state (used by AutoGKIteration).
|
---|
2972 |
|
---|
2973 | Output parameters:
|
---|
2974 | V - integral(f(x)dx,a,b)
|
---|
2975 | Rep - optimization report (see AutoGKReport description)
|
---|
2976 |
|
---|
2977 | -- ALGLIB --
|
---|
2978 | Copyright 14.11.2007 by Bochkanov Sergey
|
---|
2979 | *************************************************************************/
|
---|
2980 | public static void autogkresults(autogkstate state,
|
---|
2981 | ref double v,
|
---|
2982 | autogkreport rep)
|
---|
2983 | {
|
---|
2984 | v = 0;
|
---|
2985 |
|
---|
2986 | v = state.v;
|
---|
2987 | rep.terminationtype = state.terminationtype;
|
---|
2988 | rep.nfev = state.nfev;
|
---|
2989 | rep.nintervals = state.nintervals;
|
---|
2990 | }
|
---|
2991 |
|
---|
2992 |
|
---|
2993 | /*************************************************************************
|
---|
2994 | Internal AutoGK subroutine
|
---|
2995 | eps<0 - error
|
---|
2996 | eps=0 - automatic eps selection
|
---|
2997 |
|
---|
2998 | width<0 - error
|
---|
2999 | width=0 - no width requirements
|
---|
3000 | *************************************************************************/
|
---|
3001 | private static void autogkinternalprepare(double a,
|
---|
3002 | double b,
|
---|
3003 | double eps,
|
---|
3004 | double xwidth,
|
---|
3005 | autogkinternalstate state)
|
---|
3006 | {
|
---|
3007 |
|
---|
3008 | //
|
---|
3009 | // Save settings
|
---|
3010 | //
|
---|
3011 | state.a = a;
|
---|
3012 | state.b = b;
|
---|
3013 | state.eps = eps;
|
---|
3014 | state.xwidth = xwidth;
|
---|
3015 |
|
---|
3016 | //
|
---|
3017 | // Prepare RComm structure
|
---|
3018 | //
|
---|
3019 | state.rstate.ia = new int[3+1];
|
---|
3020 | state.rstate.ra = new double[8+1];
|
---|
3021 | state.rstate.stage = -1;
|
---|
3022 | }
|
---|
3023 |
|
---|
3024 |
|
---|
3025 | /*************************************************************************
|
---|
3026 | Internal AutoGK subroutine
|
---|
3027 | *************************************************************************/
|
---|
3028 | private static bool autogkinternaliteration(autogkinternalstate state)
|
---|
3029 | {
|
---|
3030 | bool result = new bool();
|
---|
3031 | double c1 = 0;
|
---|
3032 | double c2 = 0;
|
---|
3033 | int i = 0;
|
---|
3034 | int j = 0;
|
---|
3035 | double intg = 0;
|
---|
3036 | double intk = 0;
|
---|
3037 | double inta = 0;
|
---|
3038 | double v = 0;
|
---|
3039 | double ta = 0;
|
---|
3040 | double tb = 0;
|
---|
3041 | int ns = 0;
|
---|
3042 | double qeps = 0;
|
---|
3043 | int info = 0;
|
---|
3044 |
|
---|
3045 |
|
---|
3046 | //
|
---|
3047 | // Reverse communication preparations
|
---|
3048 | // I know it looks ugly, but it works the same way
|
---|
3049 | // anywhere from C++ to Python.
|
---|
3050 | //
|
---|
3051 | // This code initializes locals by:
|
---|
3052 | // * random values determined during code
|
---|
3053 | // generation - on first subroutine call
|
---|
3054 | // * values from previous call - on subsequent calls
|
---|
3055 | //
|
---|
3056 | if( state.rstate.stage>=0 )
|
---|
3057 | {
|
---|
3058 | i = state.rstate.ia[0];
|
---|
3059 | j = state.rstate.ia[1];
|
---|
3060 | ns = state.rstate.ia[2];
|
---|
3061 | info = state.rstate.ia[3];
|
---|
3062 | c1 = state.rstate.ra[0];
|
---|
3063 | c2 = state.rstate.ra[1];
|
---|
3064 | intg = state.rstate.ra[2];
|
---|
3065 | intk = state.rstate.ra[3];
|
---|
3066 | inta = state.rstate.ra[4];
|
---|
3067 | v = state.rstate.ra[5];
|
---|
3068 | ta = state.rstate.ra[6];
|
---|
3069 | tb = state.rstate.ra[7];
|
---|
3070 | qeps = state.rstate.ra[8];
|
---|
3071 | }
|
---|
3072 | else
|
---|
3073 | {
|
---|
3074 | i = 497;
|
---|
3075 | j = -271;
|
---|
3076 | ns = -581;
|
---|
3077 | info = 745;
|
---|
3078 | c1 = -533;
|
---|
3079 | c2 = -77;
|
---|
3080 | intg = 678;
|
---|
3081 | intk = -293;
|
---|
3082 | inta = 316;
|
---|
3083 | v = 647;
|
---|
3084 | ta = -756;
|
---|
3085 | tb = 830;
|
---|
3086 | qeps = -871;
|
---|
3087 | }
|
---|
3088 | if( state.rstate.stage==0 )
|
---|
3089 | {
|
---|
3090 | goto lbl_0;
|
---|
3091 | }
|
---|
3092 | if( state.rstate.stage==1 )
|
---|
3093 | {
|
---|
3094 | goto lbl_1;
|
---|
3095 | }
|
---|
3096 | if( state.rstate.stage==2 )
|
---|
3097 | {
|
---|
3098 | goto lbl_2;
|
---|
3099 | }
|
---|
3100 |
|
---|
3101 | //
|
---|
3102 | // Routine body
|
---|
3103 | //
|
---|
3104 |
|
---|
3105 | //
|
---|
3106 | // initialize quadratures.
|
---|
3107 | // use 15-point Gauss-Kronrod formula.
|
---|
3108 | //
|
---|
3109 | state.n = 15;
|
---|
3110 | gkq.gkqgenerategausslegendre(state.n, ref info, ref state.qn, ref state.wk, ref state.wg);
|
---|
3111 | if( info<0 )
|
---|
3112 | {
|
---|
3113 | state.info = -5;
|
---|
3114 | state.r = 0;
|
---|
3115 | result = false;
|
---|
3116 | return result;
|
---|
3117 | }
|
---|
3118 | state.wr = new double[state.n];
|
---|
3119 | for(i=0; i<=state.n-1; i++)
|
---|
3120 | {
|
---|
3121 | if( i==0 )
|
---|
3122 | {
|
---|
3123 | state.wr[i] = 0.5*Math.Abs(state.qn[1]-state.qn[0]);
|
---|
3124 | continue;
|
---|
3125 | }
|
---|
3126 | if( i==state.n-1 )
|
---|
3127 | {
|
---|
3128 | state.wr[state.n-1] = 0.5*Math.Abs(state.qn[state.n-1]-state.qn[state.n-2]);
|
---|
3129 | continue;
|
---|
3130 | }
|
---|
3131 | state.wr[i] = 0.5*Math.Abs(state.qn[i-1]-state.qn[i+1]);
|
---|
3132 | }
|
---|
3133 |
|
---|
3134 | //
|
---|
3135 | // special case
|
---|
3136 | //
|
---|
3137 | if( (double)(state.a)==(double)(state.b) )
|
---|
3138 | {
|
---|
3139 | state.info = 1;
|
---|
3140 | state.r = 0;
|
---|
3141 | result = false;
|
---|
3142 | return result;
|
---|
3143 | }
|
---|
3144 |
|
---|
3145 | //
|
---|
3146 | // test parameters
|
---|
3147 | //
|
---|
3148 | if( (double)(state.eps)<(double)(0) | (double)(state.xwidth)<(double)(0) )
|
---|
3149 | {
|
---|
3150 | state.info = -1;
|
---|
3151 | state.r = 0;
|
---|
3152 | result = false;
|
---|
3153 | return result;
|
---|
3154 | }
|
---|
3155 | state.info = 1;
|
---|
3156 | if( (double)(state.eps)==(double)(0) )
|
---|
3157 | {
|
---|
3158 | state.eps = 100000*math.machineepsilon;
|
---|
3159 | }
|
---|
3160 |
|
---|
3161 | //
|
---|
3162 | // First, prepare heap
|
---|
3163 | // * column 0 - absolute error
|
---|
3164 | // * column 1 - integral of a F(x) (calculated using Kronrod extension nodes)
|
---|
3165 | // * column 2 - integral of a |F(x)| (calculated using modified rect. method)
|
---|
3166 | // * column 3 - left boundary of a subinterval
|
---|
3167 | // * column 4 - right boundary of a subinterval
|
---|
3168 | //
|
---|
3169 | if( (double)(state.xwidth)!=(double)(0) )
|
---|
3170 | {
|
---|
3171 | goto lbl_3;
|
---|
3172 | }
|
---|
3173 |
|
---|
3174 | //
|
---|
3175 | // no maximum width requirements
|
---|
3176 | // start from one big subinterval
|
---|
3177 | //
|
---|
3178 | state.heapwidth = 5;
|
---|
3179 | state.heapsize = 1;
|
---|
3180 | state.heapused = 1;
|
---|
3181 | state.heap = new double[state.heapsize, state.heapwidth];
|
---|
3182 | c1 = 0.5*(state.b-state.a);
|
---|
3183 | c2 = 0.5*(state.b+state.a);
|
---|
3184 | intg = 0;
|
---|
3185 | intk = 0;
|
---|
3186 | inta = 0;
|
---|
3187 | i = 0;
|
---|
3188 | lbl_5:
|
---|
3189 | if( i>state.n-1 )
|
---|
3190 | {
|
---|
3191 | goto lbl_7;
|
---|
3192 | }
|
---|
3193 |
|
---|
3194 | //
|
---|
3195 | // obtain F
|
---|
3196 | //
|
---|
3197 | state.x = c1*state.qn[i]+c2;
|
---|
3198 | state.rstate.stage = 0;
|
---|
3199 | goto lbl_rcomm;
|
---|
3200 | lbl_0:
|
---|
3201 | v = state.f;
|
---|
3202 |
|
---|
3203 | //
|
---|
3204 | // Gauss-Kronrod formula
|
---|
3205 | //
|
---|
3206 | intk = intk+v*state.wk[i];
|
---|
3207 | if( i%2==1 )
|
---|
3208 | {
|
---|
3209 | intg = intg+v*state.wg[i];
|
---|
3210 | }
|
---|
3211 |
|
---|
3212 | //
|
---|
3213 | // Integral |F(x)|
|
---|
3214 | // Use rectangles method
|
---|
3215 | //
|
---|
3216 | inta = inta+Math.Abs(v)*state.wr[i];
|
---|
3217 | i = i+1;
|
---|
3218 | goto lbl_5;
|
---|
3219 | lbl_7:
|
---|
3220 | intk = intk*(state.b-state.a)*0.5;
|
---|
3221 | intg = intg*(state.b-state.a)*0.5;
|
---|
3222 | inta = inta*(state.b-state.a)*0.5;
|
---|
3223 | state.heap[0,0] = Math.Abs(intg-intk);
|
---|
3224 | state.heap[0,1] = intk;
|
---|
3225 | state.heap[0,2] = inta;
|
---|
3226 | state.heap[0,3] = state.a;
|
---|
3227 | state.heap[0,4] = state.b;
|
---|
3228 | state.sumerr = state.heap[0,0];
|
---|
3229 | state.sumabs = Math.Abs(inta);
|
---|
3230 | goto lbl_4;
|
---|
3231 | lbl_3:
|
---|
3232 |
|
---|
3233 | //
|
---|
3234 | // maximum subinterval should be no more than XWidth.
|
---|
3235 | // so we create Ceil((B-A)/XWidth)+1 small subintervals
|
---|
3236 | //
|
---|
3237 | ns = (int)Math.Ceiling(Math.Abs(state.b-state.a)/state.xwidth)+1;
|
---|
3238 | state.heapsize = ns;
|
---|
3239 | state.heapused = ns;
|
---|
3240 | state.heapwidth = 5;
|
---|
3241 | state.heap = new double[state.heapsize, state.heapwidth];
|
---|
3242 | state.sumerr = 0;
|
---|
3243 | state.sumabs = 0;
|
---|
3244 | j = 0;
|
---|
3245 | lbl_8:
|
---|
3246 | if( j>ns-1 )
|
---|
3247 | {
|
---|
3248 | goto lbl_10;
|
---|
3249 | }
|
---|
3250 | ta = state.a+j*(state.b-state.a)/ns;
|
---|
3251 | tb = state.a+(j+1)*(state.b-state.a)/ns;
|
---|
3252 | c1 = 0.5*(tb-ta);
|
---|
3253 | c2 = 0.5*(tb+ta);
|
---|
3254 | intg = 0;
|
---|
3255 | intk = 0;
|
---|
3256 | inta = 0;
|
---|
3257 | i = 0;
|
---|
3258 | lbl_11:
|
---|
3259 | if( i>state.n-1 )
|
---|
3260 | {
|
---|
3261 | goto lbl_13;
|
---|
3262 | }
|
---|
3263 |
|
---|
3264 | //
|
---|
3265 | // obtain F
|
---|
3266 | //
|
---|
3267 | state.x = c1*state.qn[i]+c2;
|
---|
3268 | state.rstate.stage = 1;
|
---|
3269 | goto lbl_rcomm;
|
---|
3270 | lbl_1:
|
---|
3271 | v = state.f;
|
---|
3272 |
|
---|
3273 | //
|
---|
3274 | // Gauss-Kronrod formula
|
---|
3275 | //
|
---|
3276 | intk = intk+v*state.wk[i];
|
---|
3277 | if( i%2==1 )
|
---|
3278 | {
|
---|
3279 | intg = intg+v*state.wg[i];
|
---|
3280 | }
|
---|
3281 |
|
---|
3282 | //
|
---|
3283 | // Integral |F(x)|
|
---|
3284 | // Use rectangles method
|
---|
3285 | //
|
---|
3286 | inta = inta+Math.Abs(v)*state.wr[i];
|
---|
3287 | i = i+1;
|
---|
3288 | goto lbl_11;
|
---|
3289 | lbl_13:
|
---|
3290 | intk = intk*(tb-ta)*0.5;
|
---|
3291 | intg = intg*(tb-ta)*0.5;
|
---|
3292 | inta = inta*(tb-ta)*0.5;
|
---|
3293 | state.heap[j,0] = Math.Abs(intg-intk);
|
---|
3294 | state.heap[j,1] = intk;
|
---|
3295 | state.heap[j,2] = inta;
|
---|
3296 | state.heap[j,3] = ta;
|
---|
3297 | state.heap[j,4] = tb;
|
---|
3298 | state.sumerr = state.sumerr+state.heap[j,0];
|
---|
3299 | state.sumabs = state.sumabs+Math.Abs(inta);
|
---|
3300 | j = j+1;
|
---|
3301 | goto lbl_8;
|
---|
3302 | lbl_10:
|
---|
3303 | lbl_4:
|
---|
3304 |
|
---|
3305 | //
|
---|
3306 | // method iterations
|
---|
3307 | //
|
---|
3308 | lbl_14:
|
---|
3309 | if( false )
|
---|
3310 | {
|
---|
3311 | goto lbl_15;
|
---|
3312 | }
|
---|
3313 |
|
---|
3314 | //
|
---|
3315 | // additional memory if needed
|
---|
3316 | //
|
---|
3317 | if( state.heapused==state.heapsize )
|
---|
3318 | {
|
---|
3319 | mheapresize(ref state.heap, ref state.heapsize, 4*state.heapsize, state.heapwidth);
|
---|
3320 | }
|
---|
3321 |
|
---|
3322 | //
|
---|
3323 | // TODO: every 20 iterations recalculate errors/sums
|
---|
3324 | //
|
---|
3325 | if( (double)(state.sumerr)<=(double)(state.eps*state.sumabs) | state.heapused>=maxsubintervals )
|
---|
3326 | {
|
---|
3327 | state.r = 0;
|
---|
3328 | for(j=0; j<=state.heapused-1; j++)
|
---|
3329 | {
|
---|
3330 | state.r = state.r+state.heap[j,1];
|
---|
3331 | }
|
---|
3332 | result = false;
|
---|
3333 | return result;
|
---|
3334 | }
|
---|
3335 |
|
---|
3336 | //
|
---|
3337 | // Exclude interval with maximum absolute error
|
---|
3338 | //
|
---|
3339 | mheappop(ref state.heap, state.heapused, state.heapwidth);
|
---|
3340 | state.sumerr = state.sumerr-state.heap[state.heapused-1,0];
|
---|
3341 | state.sumabs = state.sumabs-state.heap[state.heapused-1,2];
|
---|
3342 |
|
---|
3343 | //
|
---|
3344 | // Divide interval, create subintervals
|
---|
3345 | //
|
---|
3346 | ta = state.heap[state.heapused-1,3];
|
---|
3347 | tb = state.heap[state.heapused-1,4];
|
---|
3348 | state.heap[state.heapused-1,3] = ta;
|
---|
3349 | state.heap[state.heapused-1,4] = 0.5*(ta+tb);
|
---|
3350 | state.heap[state.heapused,3] = 0.5*(ta+tb);
|
---|
3351 | state.heap[state.heapused,4] = tb;
|
---|
3352 | j = state.heapused-1;
|
---|
3353 | lbl_16:
|
---|
3354 | if( j>state.heapused )
|
---|
3355 | {
|
---|
3356 | goto lbl_18;
|
---|
3357 | }
|
---|
3358 | c1 = 0.5*(state.heap[j,4]-state.heap[j,3]);
|
---|
3359 | c2 = 0.5*(state.heap[j,4]+state.heap[j,3]);
|
---|
3360 | intg = 0;
|
---|
3361 | intk = 0;
|
---|
3362 | inta = 0;
|
---|
3363 | i = 0;
|
---|
3364 | lbl_19:
|
---|
3365 | if( i>state.n-1 )
|
---|
3366 | {
|
---|
3367 | goto lbl_21;
|
---|
3368 | }
|
---|
3369 |
|
---|
3370 | //
|
---|
3371 | // F(x)
|
---|
3372 | //
|
---|
3373 | state.x = c1*state.qn[i]+c2;
|
---|
3374 | state.rstate.stage = 2;
|
---|
3375 | goto lbl_rcomm;
|
---|
3376 | lbl_2:
|
---|
3377 | v = state.f;
|
---|
3378 |
|
---|
3379 | //
|
---|
3380 | // Gauss-Kronrod formula
|
---|
3381 | //
|
---|
3382 | intk = intk+v*state.wk[i];
|
---|
3383 | if( i%2==1 )
|
---|
3384 | {
|
---|
3385 | intg = intg+v*state.wg[i];
|
---|
3386 | }
|
---|
3387 |
|
---|
3388 | //
|
---|
3389 | // Integral |F(x)|
|
---|
3390 | // Use rectangles method
|
---|
3391 | //
|
---|
3392 | inta = inta+Math.Abs(v)*state.wr[i];
|
---|
3393 | i = i+1;
|
---|
3394 | goto lbl_19;
|
---|
3395 | lbl_21:
|
---|
3396 | intk = intk*(state.heap[j,4]-state.heap[j,3])*0.5;
|
---|
3397 | intg = intg*(state.heap[j,4]-state.heap[j,3])*0.5;
|
---|
3398 | inta = inta*(state.heap[j,4]-state.heap[j,3])*0.5;
|
---|
3399 | state.heap[j,0] = Math.Abs(intg-intk);
|
---|
3400 | state.heap[j,1] = intk;
|
---|
3401 | state.heap[j,2] = inta;
|
---|
3402 | state.sumerr = state.sumerr+state.heap[j,0];
|
---|
3403 | state.sumabs = state.sumabs+state.heap[j,2];
|
---|
3404 | j = j+1;
|
---|
3405 | goto lbl_16;
|
---|
3406 | lbl_18:
|
---|
3407 | mheappush(ref state.heap, state.heapused-1, state.heapwidth);
|
---|
3408 | mheappush(ref state.heap, state.heapused, state.heapwidth);
|
---|
3409 | state.heapused = state.heapused+1;
|
---|
3410 | goto lbl_14;
|
---|
3411 | lbl_15:
|
---|
3412 | result = false;
|
---|
3413 | return result;
|
---|
3414 |
|
---|
3415 | //
|
---|
3416 | // Saving state
|
---|
3417 | //
|
---|
3418 | lbl_rcomm:
|
---|
3419 | result = true;
|
---|
3420 | state.rstate.ia[0] = i;
|
---|
3421 | state.rstate.ia[1] = j;
|
---|
3422 | state.rstate.ia[2] = ns;
|
---|
3423 | state.rstate.ia[3] = info;
|
---|
3424 | state.rstate.ra[0] = c1;
|
---|
3425 | state.rstate.ra[1] = c2;
|
---|
3426 | state.rstate.ra[2] = intg;
|
---|
3427 | state.rstate.ra[3] = intk;
|
---|
3428 | state.rstate.ra[4] = inta;
|
---|
3429 | state.rstate.ra[5] = v;
|
---|
3430 | state.rstate.ra[6] = ta;
|
---|
3431 | state.rstate.ra[7] = tb;
|
---|
3432 | state.rstate.ra[8] = qeps;
|
---|
3433 | return result;
|
---|
3434 | }
|
---|
3435 |
|
---|
3436 |
|
---|
3437 | private static void mheappop(ref double[,] heap,
|
---|
3438 | int heapsize,
|
---|
3439 | int heapwidth)
|
---|
3440 | {
|
---|
3441 | int i = 0;
|
---|
3442 | int p = 0;
|
---|
3443 | double t = 0;
|
---|
3444 | int maxcp = 0;
|
---|
3445 |
|
---|
3446 | if( heapsize==1 )
|
---|
3447 | {
|
---|
3448 | return;
|
---|
3449 | }
|
---|
3450 | for(i=0; i<=heapwidth-1; i++)
|
---|
3451 | {
|
---|
3452 | t = heap[heapsize-1,i];
|
---|
3453 | heap[heapsize-1,i] = heap[0,i];
|
---|
3454 | heap[0,i] = t;
|
---|
3455 | }
|
---|
3456 | p = 0;
|
---|
3457 | while( 2*p+1<heapsize-1 )
|
---|
3458 | {
|
---|
3459 | maxcp = 2*p+1;
|
---|
3460 | if( 2*p+2<heapsize-1 )
|
---|
3461 | {
|
---|
3462 | if( (double)(heap[2*p+2,0])>(double)(heap[2*p+1,0]) )
|
---|
3463 | {
|
---|
3464 | maxcp = 2*p+2;
|
---|
3465 | }
|
---|
3466 | }
|
---|
3467 | if( (double)(heap[p,0])<(double)(heap[maxcp,0]) )
|
---|
3468 | {
|
---|
3469 | for(i=0; i<=heapwidth-1; i++)
|
---|
3470 | {
|
---|
3471 | t = heap[p,i];
|
---|
3472 | heap[p,i] = heap[maxcp,i];
|
---|
3473 | heap[maxcp,i] = t;
|
---|
3474 | }
|
---|
3475 | p = maxcp;
|
---|
3476 | }
|
---|
3477 | else
|
---|
3478 | {
|
---|
3479 | break;
|
---|
3480 | }
|
---|
3481 | }
|
---|
3482 | }
|
---|
3483 |
|
---|
3484 |
|
---|
3485 | private static void mheappush(ref double[,] heap,
|
---|
3486 | int heapsize,
|
---|
3487 | int heapwidth)
|
---|
3488 | {
|
---|
3489 | int i = 0;
|
---|
3490 | int p = 0;
|
---|
3491 | double t = 0;
|
---|
3492 | int parent = 0;
|
---|
3493 |
|
---|
3494 | if( heapsize==0 )
|
---|
3495 | {
|
---|
3496 | return;
|
---|
3497 | }
|
---|
3498 | p = heapsize;
|
---|
3499 | while( p!=0 )
|
---|
3500 | {
|
---|
3501 | parent = (p-1)/2;
|
---|
3502 | if( (double)(heap[p,0])>(double)(heap[parent,0]) )
|
---|
3503 | {
|
---|
3504 | for(i=0; i<=heapwidth-1; i++)
|
---|
3505 | {
|
---|
3506 | t = heap[p,i];
|
---|
3507 | heap[p,i] = heap[parent,i];
|
---|
3508 | heap[parent,i] = t;
|
---|
3509 | }
|
---|
3510 | p = parent;
|
---|
3511 | }
|
---|
3512 | else
|
---|
3513 | {
|
---|
3514 | break;
|
---|
3515 | }
|
---|
3516 | }
|
---|
3517 | }
|
---|
3518 |
|
---|
3519 |
|
---|
3520 | private static void mheapresize(ref double[,] heap,
|
---|
3521 | ref int heapsize,
|
---|
3522 | int newheapsize,
|
---|
3523 | int heapwidth)
|
---|
3524 | {
|
---|
3525 | double[,] tmp = new double[0,0];
|
---|
3526 | int i = 0;
|
---|
3527 | int i_ = 0;
|
---|
3528 |
|
---|
3529 | tmp = new double[heapsize, heapwidth];
|
---|
3530 | for(i=0; i<=heapsize-1; i++)
|
---|
3531 | {
|
---|
3532 | for(i_=0; i_<=heapwidth-1;i_++)
|
---|
3533 | {
|
---|
3534 | tmp[i,i_] = heap[i,i_];
|
---|
3535 | }
|
---|
3536 | }
|
---|
3537 | heap = new double[newheapsize, heapwidth];
|
---|
3538 | for(i=0; i<=heapsize-1; i++)
|
---|
3539 | {
|
---|
3540 | for(i_=0; i_<=heapwidth-1;i_++)
|
---|
3541 | {
|
---|
3542 | heap[i,i_] = tmp[i,i_];
|
---|
3543 | }
|
---|
3544 | }
|
---|
3545 | heapsize = newheapsize;
|
---|
3546 | }
|
---|
3547 |
|
---|
3548 |
|
---|
3549 | }
|
---|
3550 | }
|
---|
3551 |
|
---|