Clenshaw-Curtis quadrature. More...

#include <clenshawcurtis.h>

Public Member Functions
	ClenshawCurtis (Functor const &f)

double	eps () const
	Get relative tolerance. More...

void	setEps (double epsrel)
	Set relative tolerance. More...

double	tol () const
	Get absolute tolerance. More...

void	setTol (double epsabs)
	Set absolute tolerance. More...

double	getRange () const
	Get compacification parameter. More...

void	setRange (double l)
	Set compacification parameter. More...

int	subdiv () const
	Get 2-log of maximal subdivision interval count. More...

void	setSubdiv (int nlevel)
	Set 2-log of maximal subdivision interval count. More...

int	stack () const
	Get subdivision level limit. More...

void	setStack (int nlevel)
	Set subdivision level limit. More...

bool	lim () const
	Get limit flag. More...

void	setLim (bool limit)
	Set limit flag. More...

bool	Rec () const
	Get recurrence flag. More...

void	setRec (bool recurrence)
	Set recurrence flag. More...

bool	verbose () const
	Get verbose flag. More...

void	setVerbose (bool verbose, std::string name="ClenshawCurtis_ff")
	Set verbose flag. More...

void	setThrowAll (bool t)
	Set warn flag. More...

bool	throwall () const
	Get warn flag. More...

FType	integrate (double x1, double x2, int *n=nullptr) const
	General integration. More...

FType	integrate_ff (double x1, double x2, int *n=nullptr) const
	Finite integration. More...

FType	integrate_ii (int *n=nullptr) const
	Improper integration. More...

Detailed Description

template<class Functor, typename FType>
class ClenshawCurtis< Functor, FType >

Clenshaw-Curtis integrator class. Constructor of the class accepts the function that will be integrated. The actual quadrature is done on the call to ClenshawCurtis::integrate. Clenshaw-Curtis quadrature evaluates the function in the Chebyshev nodes and uses sophisticated algorithm to extract the value of the quadrature. For more details see Numerical recipes (3rd ed.). The present implementation uses fast Fourier transform from FFTW for fast computation.

Constructor & Destructor Documentation

template<class Functor, typename FType>

ClenshawCurtis< Functor, FType >::ClenshawCurtis ( Functor const & f )

inline

Constructor.

Parameters

f	Function to integrate of the signature FType(*)(double x).

Member Function Documentation

template<class Functor, typename FType>

double ClenshawCurtis< Functor, FType >::eps ( ) const

inline

template<class Functor, typename FType>

double ClenshawCurtis< Functor, FType >::getRange ( ) const

inline

template<class Functor, typename FType>

FType ClenshawCurtis< Functor, FType >::integrate	(	double	x1,
		double	x2,
		int *	n = `nullptr`
	)		const

inline

Clenshaw-Curtis quadrature, main interface.

Parameters

x1	Left bound (allowed infinite).
x2	Right bound (allowed infinite).
n	On input, maximal subdivision for a single bisection. (No effect for double infinite intervals.) On output, evaluations needed for converged result.

template<class Functor, typename FType>

FType ClenshawCurtis< Functor, FType >::integrate_ff	(	double	x1,
		double	x2,
		int *	n = `nullptr`
	)		const

inline

Clenshaw-Curtis quadrature for finite interval (a,b).

Parameters

x1	Left bound (allowed infinite).
x2	Right bound (allowed infinite).
n	On output, evaluations needed for a converged result.

template<class Functor, typename FType>

FType ClenshawCurtis< Functor, FType >::integrate_ii ( int * n = nullptr ) const

inline

Clenshaw-Curtis quadrature for infinite-infinite interval (-∞,+∞).

Parameters

n	On output, evaluations needed for converged result.

template<class Functor, typename FType>

bool ClenshawCurtis< Functor, FType >::lim ( ) const

inline

template<class Functor, typename FType>

bool ClenshawCurtis< Functor, FType >::Rec ( ) const

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setEps ( double epsrel )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setLim ( bool limit )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setRange ( double l )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setRec ( bool recurrence )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setStack ( int nlevel )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setSubdiv ( int nlevel )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setThrowAll ( bool t )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setTol ( double epsabs )

inline

template<class Functor, typename FType>

void ClenshawCurtis< Functor, FType >::setVerbose	(	bool	verbose,
		std::string	name = `"ClenshawCurtis_ff"`
	)

inline

template<class Functor, typename FType>

int ClenshawCurtis< Functor, FType >::stack ( ) const

inline

template<class Functor, typename FType>

int ClenshawCurtis< Functor, FType >::subdiv ( ) const

inline

template<class Functor, typename FType>

bool ClenshawCurtis< Functor, FType >::throwall ( ) const

inline

template<class Functor, typename FType>

double ClenshawCurtis< Functor, FType >::tol ( ) const

inline

template<class Functor, typename FType>

bool ClenshawCurtis< Functor, FType >::verbose ( ) const

inline

The documentation for this class was generated from the following file:

src/clenshawcurtis.h

Public Member Functions

Detailed Description

template<class Functor, typename FType> class ClenshawCurtis< Functor, FType >

Constructor & Destructor Documentation

Member Function Documentation

template<class Functor, typename FType>
class ClenshawCurtis< Functor, FType >