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|
(* gsl-ocaml - OCaml interface to GSL *)
(* Copyright (©) 2002-2012 - Olivier Andrieu *)
(* Distributed under the terms of the GPL version 3 *)
open Fun
let () = Error.init ()
external qng :
gsl_fun -> a:float -> b:float -> epsabs:float -> epsrel:float ->
float * float * int
= "ml_gsl_integration_qng"
type workspace
external alloc_ws : int -> workspace
= "ml_gsl_integration_workspace_alloc"
external free_ws : workspace -> unit
= "ml_gsl_integration_workspace_free"
let make_ws size =
let ws = alloc_ws size in
Gc.finalise free_ws ws ;
ws
external size : workspace -> int
= "ml_gsl_integration_ws_size"
type key =
| GAUSS15
| GAUSS21
| GAUSS31
| GAUSS41
| GAUSS51
| GAUSS61
external qag :
gsl_fun -> a:float -> b:float -> epsabs:float -> epsrel:float ->
?limit:int -> key -> workspace -> result
= "ml_gsl_integration_qag_bc" "ml_gsl_integration_qag"
external qags :
gsl_fun -> a:float -> b:float -> epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qags_bc" "ml_gsl_integration_qags"
external qagp :
gsl_fun -> pts:float array -> epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qagp_bc" "ml_gsl_integration_qagp"
external qagi :
gsl_fun -> epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qagi"
external qagiu :
gsl_fun -> a:float -> epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qagiu_bc" "ml_gsl_integration_qagiu"
external qagil :
gsl_fun -> b:float -> epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qagil_bc" "ml_gsl_integration_qagil"
let qag_sing gslfun ~a ~b ?pts ?(limit=1000) ~epsabs ~epsrel () =
if b < a then invalid_arg "qag_sing" ;
let ws = make_ws limit in
begin
if b = infinity
then begin
if a = neg_infinity
then qagi gslfun ~epsabs ~epsrel ws
else qagiu gslfun ~a ~epsabs ~epsrel ws
end
else begin
if a = neg_infinity
then qagil gslfun ~b ~epsabs ~epsrel ws
else begin match pts with
| None -> qags gslfun ~a ~b ~epsabs ~epsrel ws
| Some farr ->
let len = Array.length farr in
let arr = Array.make (2 + len) a in
Array.blit farr 0 arr 1 len ;
arr.(len + 1) <- b ;
qagp gslfun ~pts:arr ~epsabs ~epsrel ws
end
end
end
external qawc :
gsl_fun -> a:float -> b:float -> c:float ->
epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qawc_bc" "ml_gsl_integration_qawc"
type qaws_table
external alloc_qaws : alpha:float -> beta:float ->
mu:int -> nu:int -> qaws_table
= "ml_gsl_integration_qaws_table_alloc"
external set_qaws : qaws_table -> alpha:float -> beta:float ->
mu:int -> nu:int -> unit
= "ml_gsl_integration_qaws_table_set"
external free_qaws : qaws_table -> unit
= "ml_gsl_integration_qaws_table_free"
external qaws :
gsl_fun -> a:float -> b:float -> qaws_table ->
epsabs:float -> epsrel:float ->
?limit:int -> workspace -> result
= "ml_gsl_integration_qaws_bc" "ml_gsl_integration_qaws"
type qawo_table
type qawo_sine =
| QAWO_COSINE
| QAWO_SINE
external alloc_qawo : omega:float -> l:float ->
qawo_sine -> n:int -> qawo_table
= "ml_gsl_integration_qawo_table_alloc"
external set_qawo : qawo_table -> omega:float -> l:float ->
qawo_sine -> unit
= "ml_gsl_integration_qawo_table_set"
external free_qawo : qawo_table -> unit
= "ml_gsl_integration_qawo_table_free"
external qawo :
gsl_fun -> a:float -> epsabs:float -> epsrel:float ->
?limit:int -> workspace -> qawo_table -> result
= "ml_gsl_integration_qawo_bc" "ml_gsl_integration_qawo"
external qawf :
gsl_fun -> a:float -> epsabs:float ->
?limit:int -> workspace -> workspace -> qawo_table -> result
= "ml_gsl_integration_qawf_bc" "ml_gsl_integration_qawf"
|
