int main()
{
double xmin[3] = {-2,-2,-2}, xmax[3] = {2,2,2}, sigma = 0.5, val, err;
hcubature(1, f, &sigma, 3, xmin, xmax, 0, 0, 1e-4, ERROR_INDIVIDUAL, &val, &err);
//hcubature_v(1, f2, &sigma, 3, xmin, xmax, 0, 0, 1e-4, ERROR_INDIVIDUAL, &val, &err);
printf("Computed integral = %0.10g +/- %g\n", val, err);
cout << "finished algMosaic: " << clock()*1e-6 << endl;
return 0;
}
void integrateVector( int n,
double * y,
double kappa,
int m,
double * vertices,
double tol,
int fdim,
double * result ) {
double * val = new double[fdim];
double * err = new double[fdim];
double * xmin = new double[n ];
double * xmax = new double[n ];
for (int i = 0; i < n ; i++ ) {
xmin[i] = 0;
xmax[i] = 1;
}
double * fdata = new double[1 + 1 + n + m];
fdata[0] = kappa;
fdata[1] = detA( vertices, n );
memcpy( fdata + 2, y, n * sizeof(double) );
memcpy( fdata + 2 + n, vertices, m * sizeof(double) );
hcubature( fdim, //unsigned fdim
FUNCTION_NAME, //integrand f - need to replace this line, ow won't compile!!
fdata, //void *fdata
n, //unsigned dim
xmin, //const double *xmin
xmax, //const double *xmax
0, //size_t maxEval
tol, //double reqAbsError
tol, //double reqRelError
ERROR_INDIVIDUAL, //error_norm norm
val, //double *valx
err ); //double *err
for (int i = 0; i < fdim ; i++ ) {
result[i] = result[i] + val[i];
if isnan( val[i] ) {
printf( "NaN! Vertices = \n" );
printData( fdata, 2 );
}
}
delete[] fdata;
delete[] val;
delete[] err;
delete[] xmin;
delete[] xmax;
}
virtual int exec(double* integral,double* error){
cubature_integrand_wrapper c;
c.params = params;
c.integrand = integrand;
double xl[ndim];
double xu[ndim];
std::fill(xl,xl+ndim,0.); // unit cube!
std::fill(xu,xu+ndim,1.); // unit cube!
return hcubature(ncomp,cubature_integrand_wrapper::f,(void*) &c,
ndim,xl,xu,maxEval,epsabs,epsrel,err_norm,integral,error);
}
int c_magnus3sint(double wa, double wb, double *res){
const unsigned ndim=2;
const unsigned fdim=2;
const double xmin[2]={-1.0,-1.0};
const double xmax[2]={1.0,1.0};
double val[fdim];
double error[fdim];
double ws[2]={wa,wb};
const double maxEval=MAX_EVAL_INT;
const double reqAbsError=REQ_ABS_ERROR;
const double reqRelError=REQ_REL_ERROR;
hcubature(fdim,c_magnus3s,ws,ndim,xmin,xmax,(size_t)maxEval,reqAbsError,reqRelError,ERROR_L2,val,error);
res[0]=val[0];
res[1]=error[0];
res[2]=val[1];
res[3]=error[1];
return 0;
}
int c_magnus3int(double wa, double wb, double *res){
const unsigned ndim=4;
const unsigned fdim=2;
double xmin[4]={0.0,0.0,-1.0,-1.0};
double xmax[4]={1.0,1.0,1.0,1.0};
double val[fdim];
double error[fdim];
double ws[2];
ws[0]=wa;
ws[1]=wb;
const double maxEval=MAX_EVAL_INT;
const double reqAbsError=REQ_ABS_ERROR;
const double reqRelError=REQ_REL_ERROR;
hcubature(fdim,c_magnus3,ws,ndim,xmin,xmax,(size_t)maxEval,reqAbsError,reqRelError,ERROR_L2,val,error);
//HERE IMPORTANT this is the prefactor of 3 in the definition of the integrals.
res[0]=val[0];
res[1]=error[0];
res[2]=val[1];
res[3]=error[1];
return 0;
}
scalar SASFITqrombIQdR(Tcl_Interp *interp,
int *dF_dpar,
scalar l[],
scalar s[],
scalar Q,
scalar a[],
sasfit_function* SD,
sasfit_function* FF,
sasfit_function* SQ,
int distr,
scalar Len_start,
scalar Len_end,
bool *error)
{
scalar *aw, res,err;
scalar cubxmin[1], cubxmax[1], fval[1], ferr[1];
gsl_integration_workspace * w;
gsl_integration_cquad_workspace * wcquad;
gsl_integration_glfixed_table * wglfixed;
gsl_function F;
size_t neval;
int lenaw=4000;
sasfit_param4int param4int;
param4int.dF_dpar=dF_dpar;
param4int.l=l;
param4int.s=s;
param4int.Q=Q;
param4int.a=a;
param4int.SD=SD;
param4int.FF=FF;
param4int.SQ=SQ;
param4int.distr=distr;
param4int.error=error;
switch(sasfit_get_int_strategy()) {
case OOURA_DOUBLE_EXP_QUADRATURE: {
aw = (scalar *)malloc((lenaw)*sizeof(scalar));
sasfit_intdeini(lenaw, GSL_DBL_MIN, sasfit_eps_get_nriq(), aw);
sasfit_intde(&IQ_IntdLen, Len_start,Len_end, aw, &res, &err,¶m4int);
free(aw);
break;
}
case OOURA_CLENSHAW_CURTIS_QUADRATURE: {
aw = (scalar *)malloc((lenaw+1)*sizeof(scalar));
sasfit_intccini(lenaw, aw);
sasfit_intcc(&IQ_IntdLen, Len_start,Len_end, sasfit_eps_get_nriq(), lenaw, aw, &res, &err,¶m4int);
free(aw);
break;
}
case GSL_CQUAD: {
wcquad = gsl_integration_cquad_workspace_alloc(lenaw);
F.function=&IQ_IntdLen;
F.params = ¶m4int;
gsl_integration_cquad (&F, Len_start, Len_end, 0, sasfit_eps_get_nriq(), wcquad, &res, &err,&neval);
gsl_integration_cquad_workspace_free(wcquad);
break;
}
case GSL_QAG: {
w = gsl_integration_workspace_alloc(lenaw);
F.function=&IQ_IntdLen;
F.params = ¶m4int;
gsl_integration_qag (&F, Len_start, Len_end, 0, sasfit_eps_get_nriq(), lenaw, 3,
w, &res, &err);
gsl_integration_workspace_free (w);
break;
}
case H_CUBATURE: {
param4int.function=&IQ_IntdLen;
cubxmin[0]=Len_start;
cubxmax[0]=Len_end;
hcubature(1, &f1D_cubature,¶m4int,1, cubxmin, cubxmax,
10000, 0.0, sasfit_eps_get_nriq(),
ERROR_INDIVIDUAL, fval, ferr);
res = fval[0];
break;
}
case P_CUBATURE: {
param4int.function=&IQ_IntdLen;
cubxmin[0]=Len_start;
cubxmax[0]=Len_end;
pcubature(1, &f1D_cubature, ¶m4int,1, cubxmin, cubxmax,
10000,0.0, sasfit_eps_get_nriq(),
ERROR_INDIVIDUAL, fval, ferr);
res = fval[0];
break;
}
case NR_QROMB: {
res = SASFITqrombIQdR_old(interp,dF_dpar,l,s,Q,a,
SD,FF,SQ,
distr,Len_start, Len_end,error);
break;
}
default: {
sasfit_err("Unknown integration strategy\n");
break;
}
}
if (err < 0) {
sasfit_err("Integration Int[N(R)I(Q,R),R=0,Infty] did not converged for Q=%lf",Q);
}
return res;
}