## File: converged.h

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cubature 1.0.4%2Bds-1
 `12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273` ``````/* Body of convergence test, shared between hcubature.c and pcubature.c. We use an #include file because the two routines use somewhat different data structures, and define macros ERR(j) and VAL(j) to get the error and value estimates, respectively, for integrand j. */ { unsigned j; # define SQR(x) ((x) * (x)) switch (norm) { case ERROR_INDIVIDUAL: for (j = 0; j < fdim; ++j) if (ERR(j) > reqAbsError && ERR(j) > fabs(VAL(j))*reqRelError) return 0; return 1; case ERROR_PAIRED: for (j = 0; j+1 < fdim; j += 2) { double maxerr, serr, err, maxval, sval, val; /* scale to avoid overflow/underflow */ maxerr = ERR(j) > ERR(j+1) ? ERR(j) : ERR(j+1); maxval = VAL(j) > VAL(j+1) ? VAL(j) : VAL(j+1); serr = maxerr > 0 ? 1/maxerr : 1; sval = maxval > 0 ? 1/maxval : 1; err = sqrt(SQR(ERR(j)*serr) + SQR(ERR(j+1)*serr)) * maxerr; val = sqrt(SQR(VAL(j)*sval) + SQR(VAL(j+1)*sval)) * maxval; if (err > reqAbsError && err > val*reqRelError) return 0; } if (j < fdim) /* fdim is odd, do last dimension individually */ if (ERR(j) > reqAbsError && ERR(j) > fabs(VAL(j))*reqRelError) return 0; return 1; case ERROR_L1: { double err = 0, val = 0; for (j = 0; j < fdim; ++j) { err += ERR(j); val += fabs(VAL(j)); } return err <= reqAbsError || err <= val*reqRelError; } case ERROR_LINF: { double err = 0, val = 0; for (j = 0; j < fdim; ++j) { double absval = fabs(VAL(j)); if (ERR(j) > err) err = ERR(j); if (absval > val) val = absval; } return err <= reqAbsError || err <= val*reqRelError; } case ERROR_L2: { double maxerr = 0, maxval = 0, serr, sval, err = 0, val = 0; /* scale values by 1/max to avoid overflow/underflow */ for (j = 0; j < fdim; ++j) { double absval = fabs(VAL(j)); if (ERR(j) > maxerr) maxerr = ERR(j); if (absval > maxval) maxval = absval; } serr = maxerr > 0 ? 1/maxerr : 1; sval = maxval > 0 ? 1/maxval : 1; for (j = 0; j < fdim; ++j) { err += SQR(ERR(j) * serr); val += SQR(fabs(VAL(j)) * sval); } err = sqrt(err) * maxerr; val = sqrt(val) * maxval; return err <= reqAbsError || err <= val*reqRelError; } } return 1; /* unreachable */ } ``````