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ccgsl 2.7.2
C++wrappersforGnuScientificLibrary
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Namespace for numerical integration functions. More...
Classes | |
| class | cquad_workspace |
| Workspace for CQUAD quadrature routine. More... | |
| class | fixed_workspace |
| Workspace for integration_fixed. More... | |
| class | glfixed_table |
| Workspace for glfixed_table: used for Gauss–Legendre integration. More... | |
| class | qawo_table |
| A precomputed table of Chebychev moments. More... | |
| class | qaws_table |
| A precomputed table of Chebychev moments. More... | |
| class | romberg_workspace |
| Workspace for integration. More... | |
| class | workspace |
| Workspace for integration. More... | |
Enumerations | |
| enum | qawo_enum { SINE = GSL_INTEG_SINE , COSINE = GSL_INTEG_COSINE } |
| Enumerated type. More... | |
| enum | qag_key { GAUSS15 = 1 , GAUSS21 = 2 , GAUSS31 = 3 , GAUSS41 = 4 , GAUSS51 = 5 , GAUSS61 = 6 } |
| Keys used for qaq(). More... | |
Functions | |
| int | qaws_table_set (qaws_table &t, double const alpha, double const beta, int const mu, int const nu) |
| C++ version of gsl_integration_qaws_table_set(). More... | |
| int | qawo_table_set (qawo_table &t, double const omega, double const L, qawo_enum const sine) |
| C++ version of gsl_integration_qawo_table_set(). More... | |
| int | qawo_table_set_length (qawo_table &t, double L) |
| C++ version of gsl_integration_qawo_table_set_length(). More... | |
| void | qk15 (function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk15(). More... | |
| void | qk21 (function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk21(). More... | |
| void | qk31 (function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk31(). More... | |
| void | qk41 (function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk41(). More... | |
| void | qk51 (function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk51(). More... | |
| void | qk61 (function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk61(). More... | |
| template<typename T > | |
| void | qcheb (function_scl &f, double a, double b, T &cheb12, T &cheb24) |
| C++ version of gsl_integration_qcheb(). More... | |
| void | qk (int const n, double const xgk[], double const wg[], double const wgk[], double fv1[], double fv2[], function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk(). More... | |
| template<typename T > | |
| void | qk (T const &xgk, T const &wg, T const &wgk, T &fv1, T &fv2, function_scl const &f, double a, double b, double &result, double &abserr, double &resabs, double &resasc) |
| C++ version of gsl_integration_qk(). More... | |
| int | qng (function_scl const &f, double a, double b, double epsabs, double epsrel, double &result, double &abserr, size_t &neval) |
| C++ version of gsl_integration_qng(). More... | |
| int | qag (function_scl &f, double const a, double const b, double const epsabs, double const epsrel, size_t const limit, qag_key const key, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qag(). More... | |
| int | qagi (function_scl &f, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qagi(). More... | |
| int | qagiu (function_scl &f, double const a, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qagiu(). More... | |
| int | qagil (function_scl &f, double const b, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qagil(). More... | |
| int | qags (function_scl &f, double const a, double const b, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qags(). More... | |
| int | qagp (function_scl &f, double const *pts, size_t const npts, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qagp(). More... | |
| template<typename T > | |
| int | qagp (function_scl &f, T const &pts, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qagp(). More... | |
| int | qawc (function_scl &f, double const a, double const b, double const c, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qawc(). More... | |
| int | qaws (function_scl &f, double const a, double const b, qaws_table &t, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, double &result, double &abserr) |
| C++ version of gsl_integration_qaws(). More... | |
| int | qawo (function_scl &f, double const a, double const epsabs, double const epsrel, size_t const limit, workspace &workspace, qawo_table &wf, double &result, double &abserr) |
| C++ version of gsl_integration_qawo(). More... | |
| int | qawf (function_scl &f, double const a, double const epsabs, size_t const limit, integration::workspace &workspace, integration::workspace &cycle_workspace, qawo_table &wf, double &result, double &abserr) |
| C++ version of gsl_integration_qawf(). More... | |
| double | glfixed (function_scl const &f, double const a, double const b, glfixed_table const &t) |
| C++ version of gsl_integration_glfixed(). More... | |
| int | glfixed_point (double const a, double const b, size_t const i, double &xi, double &wi, glfixed_table const &t) |
| C++ version of gsl_integration_glfixed_point(). More... | |
| int | cquad (function_scl const &f, double const a, double const b, double const epsabs, double const epsrel, cquad_workspace &ws, double &result, double &abserr, size_t &nevals) |
| C++ version of gsl_integration_cquad(). More... | |
| int | romberg (function_scl const &f, double const a, double const b, double const epsabs, double const epsrel, double &result, size_t &neval, romberg_workspace &w) |
| C++ version of gsl_integration_romberg(). More... | |
| size_t | fixed_n (fixed_workspace const &w) |
| Get the number of quadrature nodes and weights. More... | |
| double * | fixed_nodes (fixed_workspace const &w) |
| Get a pointer to an array of nodes. More... | |
| double * | fixed_weights (fixed_workspace const &w) |
| Get a pointer to an array of weights. More... | |
| int | fixed (function_scl const &func, double *result, fixed_workspace &w) |
| C++ version of gsl_integration_fixed(). More... | |
Namespace for numerical integration functions.
Keys used for qaq().
Definition at line 1329 of file integration.hpp.
Enumerated type.
| Enumerator | |
|---|---|
| SINE | use sine function in qawo_table |
| COSINE | use cosine function in qawo_table |
Definition at line 670 of file integration.hpp.
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C++ version of gsl_integration_cquad().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| ws | The cquad workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
| nevals | The number of evaluations required. |
Definition at line 2274 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::integration::cquad_workspace::get().
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C++ version of gsl_integration_fixed().
| func | A function. |
| result | The result [returned] |
| w | A gsl::integration::romberg_workspace. |
Definition at line 2560 of file integration.hpp.
References gsl::sf::hermite::func(), and gsl::integration::fixed_workspace::get().
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Get the number of quadrature nodes and weights.
| w | A gsl::integration::fixed_workspace. |
Definition at line 2537 of file integration.hpp.
References gsl::integration::fixed_workspace::get().
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Get a pointer to an array of nodes.
| w | A gsl::integration::fixed_workspace. |
Definition at line 2544 of file integration.hpp.
References gsl::integration::fixed_workspace::get().
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Get a pointer to an array of weights.
| w | A gsl::integration::fixed_workspace. |
Definition at line 2551 of file integration.hpp.
References gsl::integration::fixed_workspace::get().
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C++ version of gsl_integration_glfixed().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| t | The glfixed_table. |
Definition at line 2012 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::integration::glfixed_table::get().
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C++ version of gsl_integration_glfixed_point().
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| i | Index i. |
| xi | ith Gauss–Legendre point. |
| wi | ith Gauss–Legendre weight. |
| t | The glfixed_table. |
Definition at line 2055 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::integration::glfixed_table::get().
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C++ version of gsl_integration_qag().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals: limited to and typically identical to workspace.size() |
| key | A qag_key to determine the rule. |
| workspace | An integration::workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1353 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), gsl::integration::workspace::get(), and gsl::exception::GSL_EFAILED.
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C++ version of gsl_integration_qagi().
| f | A function. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1404 of file integration.hpp.
References gsl::integration::workspace::get().
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C++ version of gsl_integration_qagil().
| f | A function. |
| b | Upper limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1471 of file integration.hpp.
References gsl::sf::mathieu::b(), and gsl::integration::workspace::get().
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C++ version of gsl_integration_qagiu().
| f | A function. |
| a | Lower limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1437 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::integration::workspace::get().
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C++ version of gsl_integration_qagp().
| f | A function. |
| pts | An array of known singular points: the first and last elements should be the lower and upper integration limits |
| npts | The number of singular points |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1549 of file integration.hpp.
References gsl::integration::workspace::get().
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C++ version of gsl_integration_qagp().
This version works with std::vector<double> and gsl::vector.
| f | A function. |
| pts | An array of known singular points: the first and last elements should be the lower and upper integration limits |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1592 of file integration.hpp.
References gsl::integration::workspace::get(), and gsl::exception::GSL_EFAILED.
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C++ version of gsl_integration_qags().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1508 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::integration::workspace::get().
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C++ version of gsl_integration_qawc().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| c | Singularity point. |
| epsabs | Required absolute error in Cauchy principal value. |
| epsrel | Required relative error in Cauchy principal value. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the Cauchy principal value of the integral. |
| abserr | An estimate of the absolute error in the estimate of the Cauchy principal value. |
Definition at line 1651 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::integration::workspace::get().
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C++ version of gsl_integration_qawf().
| f | A function. |
| a | Lower limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| cycle_workspace | A gsl::integration workspace for subintervals. |
| wf | The qawo_table. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1774 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::integration::workspace::get(), and gsl::integration::qawo_table::get().
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C++ version of gsl_integration_qawo().
| f | A function. |
| a | Lower limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| wf | A qawo_table. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1734 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::integration::workspace::get(), and gsl::integration::qawo_table::get().
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C++ version of gsl_integration_qawo_table_set().
| t | The qawo_table. |
| omega | \(\omega\). |
| L | length of the integral over which the function will be evaluated. |
| sine | gsl::integration::SINE or gsl::integration::COSINE. |
Definition at line 892 of file integration.hpp.
References gsl::integration::qawo_table::get().
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C++ version of gsl_integration_qawo_table_set_length().
| t | The qawo_table. |
| L | New interval length. |
Definition at line 903 of file integration.hpp.
References gsl::integration::qawo_table::get().
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C++ version of gsl_integration_qaws().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| t | The qaws_table. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| limit | The maximum number of subintervals. |
| workspace | A gsl::integration workspace. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
Definition at line 1693 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), gsl::integration::workspace::get(), and gsl::integration::qaws_table::get().
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C++ version of gsl_integration_qaws_table_set().
| t | The qaws_table |
| alpha | \(\alpha\). |
| beta | \(\beta\). |
| mu | \(\mu\). |
| nu | \(\nu\). |
Definition at line 663 of file integration.hpp.
References gsl::ran::beta(), and gsl::integration::qaws_table::get().
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C++ version of gsl_integration_qcheb().
This version works with std::vector<double> and gsl::vector.
| f | A function. |
| a | Lower limit. |
| b | Upper limit. |
| cheb12 | A vector of dimension 13 containing the Chebyshev coefficients for degree 12. |
| cheb24 | A vector of dimension 25 containing the Chebyshev coefficients for degree 24. |
Definition at line 1120 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::exception::GSL_EFAILED.
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C++ version of gsl_integration_qk().
| n | An integer |
| xgk | An array of length n. |
| wg | An array of length n. |
| wgk | An array of length n. |
| fv1 | An array of length n (return value). |
| fv2 | An array of length n (return value). |
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | The estimate of the integral. |
| abserr | An estimate of the absolute error in the estimate of the integral. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 1183 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rstat::n().
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C++ version of gsl_integration_qk().
This version works with std::vector<double> and gsl::vector of size n.
| xgk | An array of length n. |
| wg | An array of length n. |
| wgk | An array of length n. |
| fv1 | An array of length n (return value). |
| fv2 | An array of length n (return value). |
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 1231 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), gsl::exception::GSL_EFAILED, and gsl::rstat::n().
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C++ version of gsl_integration_qk15().
| f | Function to be integrated. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 916 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_qk21().
| f | Function to be integrated. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 946 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_qk31().
| f | Function to be integrated. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 976 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_qk41().
| f | Function to be integrated. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 1006 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_qk51().
| f | Function to be integrated. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 1036 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_qk61().
| f | Function to be integrated. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| result | Approximation to the integral. |
| abserr | Estimate of the absolute size of the absolute error. |
| resabs | Approximation to the integral of abs(f). |
| resasc | Approximation to the integral of abs(f - integral / (b - a) ). |
Definition at line 1066 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_qng().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| epsabs | Absolute error limit. |
| epsrel | Relative error limit. |
| result | Estimate of integral. |
| abserr | Estimate of absolute error (return value). |
| neval | Number of function evaluations used (return value). |
Definition at line 1304 of file integration.hpp.
References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().
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C++ version of gsl_integration_romberg().
| f | A function. |
| a | Lower limit of integration. |
| b | Upper limit of integration. |
| epsabs | Required absolute error in integral estimate. |
| epsrel | Required relative error in integral estimate. |
| result | The result [returned] |
| neval | The total number of function evaluations [returned] |
| w | A gsl::integration::romberg_workspace. |
Definition at line 2511 of file integration.hpp.
References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::integration::romberg_workspace::get().