File: romberg_one.cpp

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// SPDX-License-Identifier: EPL-2.0 OR GPL-2.0-or-later
// SPDX-FileCopyrightText: Bradley M. Bell <bradbell@seanet.com>
// SPDX-FileContributor: 2003-22 Bradley M. Bell
// ----------------------------------------------------------------------------

/*
old romberg_one.cpp example / test
$spell
   Romberg
$$

$section One Dimensional Romberg Integration: Example and Test$$

$index Romberg, example$$
$index example, Romberg$$
$index test, Romberg$$

old verbatim%example/romberg_one.cpp%0%// BEGIN C++%// END C++%1%$$

$end
*/
// BEGIN C++

# include <cppad/cppad.hpp>

namespace {
   class Fun {
   private:
      const size_t degree;
   public:
      // constructor
      Fun(size_t degree_) : degree(degree_)
      { }

      // function F(x) = x^degree
      template <class Float>
      Float operator () (const Float &x)
      {  size_t i;
         Float   f(1);
         for(i = 0; i < degree; i++)
            f *= x;
         return f;
      }
   };

   template <class Float>
   bool RombergOneCase(void)
   {  bool ok = true;
      size_t i;

      size_t degree = 4;
      Fun F(degree);

      // arguments to RombergOne
      Float a(0);
      Float b(1);
      Float r;
      size_t n = 4;
      Float e;
      size_t p;

      // int_a^b F(x) dx =
      //    [ b^(degree+1) - a^(degree+1) ] / (degree+1)
      Float bpow(1);
      Float apow(1);
      for(i = 0; i <= degree; i++)
      {  bpow *= b;
         apow *= a;
      }
      Float check = (bpow - apow) / Float(degree+1);

      // step size corresponding to r
      Float step = (b - a) / exp(log(Float(2.))*Float(n-1));
      // step size corresponding to error estimate
      step *= Float(2.);
      // step size raised to a power
      Float spow = Float(1);

      for(p = 0; p < n; p++)
      {  spow = spow * step * step;

         r = CppAD::RombergOne(F, a, b, n, p, e);

         ok  &= e < double(degree+1) * spow;
         ok  &= CppAD::NearEqual(check, r, Float(0.), e);
      }

      return ok;
   }
}

bool RombergOne(void)
{  bool ok = true;
   using CppAD::AD;

   ok     &= RombergOneCase<double>();
   ok     &= RombergOneCase< AD<double> >();
   ok     &= RombergOneCase< AD< AD<double> > >();
   return ok;
}

// END C++