static double probabilities(int n)
{
double tp, cinf, f0, Lamb, abserr;
cinf=sqrt(1.0-rho*rho)/sigma*(v+k*teta*T);
if(n==1)
{
f0=charact_funct1(0.0);
Lamb=(log(fabs(f0))+12.0*log(10.0))/cinf;
intg(0.0, Lamb, charact_funct1, 1e-14, 1e-10, &tp, &abserr);
tp=0.5+tp/M_PI;
return tp;
}
else
{
f0=charact_funct2(0.0);
Lamb=(log(fabs(f0))+12.0*log(10.0))/cinf;
intg(0.0, Lamb, charact_funct2, 1e-14, 1e-10, &tp, &abserr);
tp=0.5+tp/M_PI;
return tp;
}
}
int main(int arg, const int *argv[])
{
int i;
float li=0,lf=2;
float x[N+1];
printf("Integration of the parabola 4x-2xx between xi=0 and xf=2:\n");
for(i=0; i<=N; i++) x[i] = i/100.;
//for(i=0; i<=N; i++) printf("x[%d]: %f\n",i,x[i]);
printf("Integral: %.2f\n\n",intg(x,N,li,lf));
return 0;
}
void intg_multi(double a, double b, double (*f)(double []), double ea, double er, double *val, double *abserr, double x[], int n)
/* integral the function double f(double x[n]) with respect to x[0] in domain [a, b], while x[1]...x[n] is taken as given constants, modified by Xiao Wei, INRIA */
{
nconst=n;
xconst=(double *)calloc(nconst+1, sizeof (double));
for (int i=1; i<=nconst; i++)
{
xconst[i]=x[i];
}
fmulti_origin=f;
intg(a, b, f_new, ea, er, val, abserr);
free(xconst);
}
