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/* integration/qk.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <config.h>
#include <float.h>
#include <math.h>
#include <gsl/gsl_integration.h>
#include "err.c"
void
gsl_integration_qk (const int n,
const double xgk[], const double wg[], const double wgk[],
double fv1[], double fv2[],
const gsl_function * f, double a, double b,
double *result, double *abserr,
double *resabs, double *resasc)
{
const double center = 0.5 * (a + b);
const double half_length = 0.5 * (b - a);
const double abs_half_length = fabs (half_length);
const double f_center = GSL_FN_EVAL (f, center);
double result_gauss = 0;
double result_kronrod = f_center * wgk[n - 1];
double result_abs = fabs (result_kronrod);
double result_asc = 0;
double mean = 0, err = 0;
int j;
if (n % 2 == 0)
{
result_gauss = f_center * wg[n / 2 - 1];
}
for (j = 0; j < (n - 1) / 2; j++)
{
const int jtw = j * 2 + 1; /* j=1,2,3 jtw=2,4,6 */
const double abscissa = half_length * xgk[jtw];
const double fval1 = GSL_FN_EVAL (f, center - abscissa);
const double fval2 = GSL_FN_EVAL (f, center + abscissa);
const double fsum = fval1 + fval2;
fv1[jtw] = fval1;
fv2[jtw] = fval2;
result_gauss += wg[j] * fsum;
result_kronrod += wgk[jtw] * fsum;
result_abs += wgk[jtw] * (fabs (fval1) + fabs (fval2));
}
for (j = 0; j < n / 2; j++)
{
int jtwm1 = j * 2;
const double abscissa = half_length * xgk[jtwm1];
const double fval1 = GSL_FN_EVAL (f, center - abscissa);
const double fval2 = GSL_FN_EVAL (f, center + abscissa);
fv1[jtwm1] = fval1;
fv2[jtwm1] = fval2;
result_kronrod += wgk[jtwm1] * (fval1 + fval2);
result_abs += wgk[jtwm1] * (fabs (fval1) + fabs (fval2));
};
mean = result_kronrod * 0.5;
result_asc = wgk[n - 1] * fabs (f_center - mean);
for (j = 0; j < n - 1; j++)
{
result_asc += wgk[j] * (fabs (fv1[j] - mean) + fabs (fv2[j] - mean));
}
/* scale by the width of the integration region */
err = (result_kronrod - result_gauss) * half_length;
result_kronrod *= half_length;
result_abs *= abs_half_length;
result_asc *= abs_half_length;
*result = result_kronrod;
*resabs = result_abs;
*resasc = result_asc;
*abserr = rescale_error (err, result_abs, result_asc);
}