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/* integration/qag.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <config.h>
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_integration.h>
#include "initialise.c"
#include "set_initial.c"
#include "qpsrt.c"
#include "util.c"
static int
qag (const gsl_function *f,
const double a, const double b,
const double epsabs, const double epsrel,
const size_t limit,
gsl_integration_workspace * workspace,
double * result, double * abserr,
gsl_integration_rule * q) ;
int
gsl_integration_qag (const gsl_function *f,
double a, double b,
double epsabs, double epsrel, size_t limit,
int key,
gsl_integration_workspace * workspace,
double * result, double * abserr)
{
int status ;
gsl_integration_rule * integration_rule = gsl_integration_qk15 ;
if (key < GSL_INTEG_GAUSS15)
{
key = GSL_INTEG_GAUSS15 ;
}
else if (key > GSL_INTEG_GAUSS61)
{
key = GSL_INTEG_GAUSS61 ;
}
switch (key)
{
case GSL_INTEG_GAUSS15:
integration_rule = gsl_integration_qk15 ;
break ;
case GSL_INTEG_GAUSS21:
integration_rule = gsl_integration_qk21 ;
break ;
case GSL_INTEG_GAUSS31:
integration_rule = gsl_integration_qk31 ;
break ;
case GSL_INTEG_GAUSS41:
integration_rule = gsl_integration_qk41 ;
break ;
case GSL_INTEG_GAUSS51:
integration_rule = gsl_integration_qk51 ;
break ;
case GSL_INTEG_GAUSS61:
integration_rule = gsl_integration_qk61 ;
break ;
default:
GSL_ERROR("value of key does specify a known integration rule",
GSL_EINVAL) ;
}
status = qag (f, a, b, epsabs, epsrel, limit,
workspace,
result, abserr,
integration_rule) ;
return status ;
}
static int
qag (const gsl_function * f,
const double a, const double b,
const double epsabs, const double epsrel,
const size_t limit,
gsl_integration_workspace * workspace,
double *result, double *abserr,
gsl_integration_rule * q)
{
double area, errsum;
double result0, abserr0, resabs0, resasc0;
double tolerance;
size_t iteration = 0;
int roundoff_type1 = 0, roundoff_type2 = 0, error_type = 0;
double round_off;
/* Initialize results */
initialise (workspace, a, b);
*result = 0;
*abserr = 0;
if (limit > workspace->limit)
{
GSL_ERROR ("iteration limit exceeds available workspace", GSL_EINVAL) ;
}
if (epsabs <= 0 && (epsrel < 50 * GSL_DBL_EPSILON || epsrel < 0.5e-28))
{
GSL_ERROR ("tolerance cannot be achieved with given epsabs and epsrel",
GSL_EBADTOL);
}
/* perform the first integration */
q (f, a, b, &result0, &abserr0, &resabs0, &resasc0);
set_initial_result (workspace, result0, abserr0);
/* Test on accuracy */
tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (result0));
/* need IEEE rounding here to match original quadpack behavior */
round_off = GSL_COERCE_DBL (50 * GSL_DBL_EPSILON * resabs0);
if (abserr0 <= round_off && abserr0 > tolerance)
{
*result = result0;
*abserr = abserr0;
GSL_ERROR ("cannot reach tolerance because of roundoff error "
"on first attempt", GSL_EROUND);
}
else if ((abserr0 <= tolerance && abserr0 != resasc0) || abserr0 == 0.0)
{
*result = result0;
*abserr = abserr0;
return GSL_SUCCESS;
}
else if (limit == 1)
{
*result = result0;
*abserr = abserr0;
GSL_ERROR ("a maximum of one iteration was insufficient", GSL_EMAXITER);
}
area = result0;
errsum = abserr0;
iteration = 1;
do
{
double a1, b1, a2, b2;
double a_i, b_i, r_i, e_i;
double area1 = 0, area2 = 0, area12 = 0;
double error1 = 0, error2 = 0, error12 = 0;
double resasc1, resasc2;
double resabs1, resabs2;
/* Bisect the subinterval with the largest error estimate */
retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
a1 = a_i;
b1 = 0.5 * (a_i + b_i);
a2 = b1;
b2 = b_i;
q (f, a1, b1, &area1, &error1, &resabs1, &resasc1);
q (f, a2, b2, &area2, &error2, &resabs2, &resasc2);
area12 = area1 + area2;
error12 = error1 + error2;
errsum += (error12 - e_i);
area += area12 - r_i;
if (resasc1 != error1 && resasc2 != error2)
{
double delta = r_i - area12;
if (fabs (delta) <= 1.0e-5 * fabs (area12) && error12 >= 0.99 * e_i)
{
roundoff_type1++;
}
if (iteration >= 10 && error12 > e_i)
{
roundoff_type2++;
}
}
tolerance = GSL_MAX_DBL (epsabs, epsrel * fabs (area));
if (errsum > tolerance)
{
if (roundoff_type1 >= 6 || roundoff_type2 >= 20)
{
error_type = 2; /* round off error */
}
/* set error flag in the case of bad integrand behaviour at
a point of the integration range */
if (subinterval_too_small (a1, a2, b2))
{
error_type = 3;
}
}
update (workspace, a1, b1, area1, error1, a2, b2, area2, error2);
retrieve (workspace, &a_i, &b_i, &r_i, &e_i);
iteration++;
}
while (iteration < limit && !error_type && errsum > tolerance);
*result = sum_results (workspace);
*abserr = errsum;
if (errsum <= tolerance)
{
return GSL_SUCCESS;
}
else if (error_type == 2)
{
GSL_ERROR ("roundoff error prevents tolerance from being achieved",
GSL_EROUND);
}
else if (error_type == 3)
{
GSL_ERROR ("bad integrand behavior found in the integration interval",
GSL_ESING);
}
else if (iteration == limit)
{
GSL_ERROR ("maximum number of subdivisions reached", GSL_EMAXITER);
}
else
{
GSL_ERROR ("could not integrate function", GSL_EFAILED);
}
}
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