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1 | // Created on: 2005-12-08 |
2 | // Created by: Sergey KHROMOV |
3 | // Copyright (c) 2005-2012 OPEN CASCADE SAS |
4 | // |
5 | // The content of this file is subject to the Open CASCADE Technology Public |
6 | // License Version 6.5 (the "License"). You may not use the content of this file |
7 | // except in compliance with the License. Please obtain a copy of the License |
8 | // at http://www.opencascade.org and read it completely before using this file. |
9 | // |
10 | // The Initial Developer of the Original Code is Open CASCADE S.A.S., having its |
11 | // main offices at: 1, place des Freres Montgolfier, 78280 Guyancourt, France. |
12 | // |
13 | // The Original Code and all software distributed under the License is |
14 | // distributed on an "AS IS" basis, without warranty of any kind, and the |
15 | // Initial Developer hereby disclaims all such warranties, including without |
16 | // limitation, any warranties of merchantability, fitness for a particular |
17 | // purpose or non-infringement. Please see the License for the specific terms |
18 | // and conditions governing the rights and limitations under the License. |
19 | |
7fd59977 |
20 | |
21 | |
22 | #include <math_KronrodSingleIntegration.ixx> |
23 | #include <math_Vector.hxx> |
24 | #include <math.hxx> |
25 | #include <TColStd_SequenceOfReal.hxx> |
26 | |
27 | |
28 | //========================================================================== |
29 | //function : An empty constructor. |
7fd59977 |
30 | //========================================================================== |
31 | |
32 | math_KronrodSingleIntegration::math_KronrodSingleIntegration() : |
33 | myIsDone(Standard_False), |
34 | myValue(0.), |
35 | myErrorReached(0.), |
36 | myNbPntsReached(0), |
37 | myNbIterReached(0) |
38 | { |
39 | } |
40 | |
41 | //========================================================================== |
42 | //function : Constructor |
43 | // |
44 | //========================================================================== |
45 | |
46 | math_KronrodSingleIntegration::math_KronrodSingleIntegration |
47 | ( math_Function &theFunction, |
48 | const Standard_Real theLower, |
49 | const Standard_Real theUpper, |
50 | const Standard_Integer theNbPnts): |
51 | myIsDone(Standard_False), |
52 | myValue(0.), |
53 | myErrorReached(0.), |
54 | myNbPntsReached(0) |
55 | { |
56 | Perform(theFunction, theLower, theUpper, theNbPnts); |
57 | } |
58 | |
59 | //========================================================================== |
60 | //function : Constructor |
61 | // |
62 | //========================================================================== |
63 | |
64 | math_KronrodSingleIntegration::math_KronrodSingleIntegration |
65 | ( math_Function &theFunction, |
66 | const Standard_Real theLower, |
67 | const Standard_Real theUpper, |
68 | const Standard_Integer theNbPnts, |
69 | const Standard_Real theTolerance, |
70 | const Standard_Integer theMaxNbIter) : |
71 | myIsDone(Standard_False), |
72 | myValue(0.), |
73 | myErrorReached(0.), |
74 | myNbPntsReached(0) |
75 | { |
76 | Perform(theFunction, theLower, theUpper, theNbPnts, |
77 | theTolerance, theMaxNbIter); |
78 | } |
79 | |
80 | //========================================================================== |
81 | //function : Perform |
82 | // Computation of the integral. |
83 | //========================================================================== |
84 | |
85 | void math_KronrodSingleIntegration::Perform |
86 | ( math_Function &theFunction, |
87 | const Standard_Real theLower, |
88 | const Standard_Real theUpper, |
89 | const Standard_Integer theNbPnts) |
90 | { |
6e6cd5d9 |
91 | //const Standard_Real aMinVol = Epsilon(1.); |
7fd59977 |
92 | const Standard_Real aPtol = 1.e-9; |
93 | myNbIterReached = 0; |
94 | |
95 | if (theNbPnts < 3 ) { |
96 | myIsDone = Standard_False; |
97 | return; |
98 | } |
99 | |
100 | if(theUpper - theLower < aPtol) { |
101 | myIsDone = Standard_False; |
102 | return; |
103 | } |
104 | |
105 | // Get an odd value of number of initial points. |
106 | myNbPntsReached = (theNbPnts%2 == 0) ? theNbPnts + 1 : theNbPnts; |
107 | myErrorReached = RealLast(); |
108 | |
109 | Standard_Integer aNGauss = myNbPntsReached/2; |
110 | math_Vector aKronrodP(1, myNbPntsReached); |
111 | math_Vector aKronrodW(1, myNbPntsReached); |
112 | math_Vector aGaussP(1, aNGauss); |
113 | math_Vector aGaussW(1, aNGauss); |
114 | |
115 | |
116 | if (!math::KronrodPointsAndWeights(myNbPntsReached, aKronrodP, aKronrodW) || |
117 | !math::OrderedGaussPointsAndWeights(aNGauss, aGaussP, aGaussW)) { |
118 | myIsDone = Standard_False; |
119 | return; |
120 | } |
121 | |
122 | myIsDone = GKRule(theFunction, theLower, theUpper, aGaussP, aGaussW, aKronrodP, aKronrodW, |
123 | myValue, myErrorReached); |
124 | |
125 | if(!myIsDone) return; |
126 | |
6e6cd5d9 |
127 | //Standard_Real anAbsVal = Abs(myValue); |
7fd59977 |
128 | |
129 | myAbsolutError = myErrorReached; |
130 | |
131 | //if (anAbsVal > aMinVol) |
132 | //myErrorReached /= anAbsVal; |
133 | |
134 | myNbIterReached++; |
135 | |
136 | } |
137 | |
138 | //======================================================================= |
139 | //function : Perform |
140 | |
141 | //purpose : |
142 | //======================================================================= |
143 | |
144 | void math_KronrodSingleIntegration::Perform |
145 | ( math_Function &theFunction, |
146 | const Standard_Real theLower, |
147 | const Standard_Real theUpper, |
148 | const Standard_Integer theNbPnts, |
149 | const Standard_Real theTolerance, |
150 | const Standard_Integer theMaxNbIter) |
151 | { |
152 | Standard_Real aMinVol = Epsilon(1.); |
153 | myNbIterReached = 0; |
154 | |
155 | // Check prerequisites. |
156 | if (theNbPnts < 3 || |
157 | theTolerance <= 0.) { |
158 | myIsDone = Standard_False; |
159 | return; |
160 | } |
161 | // Get an odd value of number of initial points. |
162 | myNbPntsReached = (theNbPnts%2 == 0) ? theNbPnts + 1 : theNbPnts; |
163 | |
164 | Standard_Integer aNGauss = myNbPntsReached/2; |
165 | math_Vector aKronrodP(1, myNbPntsReached); |
166 | math_Vector aKronrodW(1, myNbPntsReached); |
167 | math_Vector aGaussP(1, aNGauss); |
168 | math_Vector aGaussW(1, aNGauss); |
169 | |
170 | if (!math::KronrodPointsAndWeights(myNbPntsReached, aKronrodP, aKronrodW) || |
171 | !math::OrderedGaussPointsAndWeights(aNGauss, aGaussP, aGaussW)) { |
172 | myIsDone = Standard_False; |
173 | return; |
174 | } |
175 | |
176 | //First iteration |
177 | myIsDone = GKRule(theFunction, theLower, theUpper, aGaussP, aGaussW, aKronrodP, aKronrodW, |
178 | myValue, myErrorReached); |
179 | |
180 | if(!myIsDone) return; |
181 | |
182 | Standard_Real anAbsVal = Abs(myValue); |
183 | |
184 | myAbsolutError = myErrorReached; |
185 | if (anAbsVal > aMinVol) |
186 | myErrorReached /= anAbsVal; |
187 | |
188 | myNbIterReached++; |
189 | |
190 | if(myErrorReached <= theTolerance) return; |
191 | if(myNbIterReached >= theMaxNbIter) return; |
192 | |
193 | TColStd_SequenceOfReal anIntervals; |
194 | TColStd_SequenceOfReal anErrors; |
195 | TColStd_SequenceOfReal aValues; |
196 | |
197 | anIntervals.Append(theLower); |
198 | anIntervals.Append(theUpper); |
199 | |
200 | |
201 | anErrors.Append(myAbsolutError); |
202 | aValues.Append(myValue); |
203 | |
204 | Standard_Integer i, nint, nbints; |
205 | |
206 | Standard_Real maxerr; |
207 | Standard_Integer count = 0; |
208 | |
209 | while(myErrorReached > theTolerance && myNbIterReached < theMaxNbIter) { |
210 | //Searching interval with max error |
211 | nbints = anIntervals.Length() - 1; |
212 | nint = 0; |
213 | maxerr = 0.; |
214 | for(i = 1; i <= nbints; ++i) { |
215 | if(anErrors(i) > maxerr) { |
216 | maxerr = anErrors(i); |
217 | nint = i; |
218 | } |
219 | } |
220 | |
221 | Standard_Real a = anIntervals(nint); |
222 | Standard_Real b = anIntervals(nint+1); |
223 | Standard_Real c = 0.5*(a + b); |
224 | |
225 | Standard_Real v1, v2, e1, e2; |
226 | |
227 | myIsDone = GKRule(theFunction, a, c, aGaussP, aGaussW, aKronrodP, aKronrodW, |
228 | v1, e1); |
229 | |
230 | if(!myIsDone) return; |
231 | |
232 | myIsDone = GKRule(theFunction, c, b, aGaussP, aGaussW, aKronrodP, aKronrodW, |
233 | v2, e2); |
234 | |
235 | if(!myIsDone) return; |
236 | |
237 | myNbIterReached++; |
238 | |
239 | Standard_Real deltav = v1 + v2 - aValues(nint); |
240 | myValue += deltav; |
241 | if(Abs(deltav) <= Epsilon(Abs(myValue))) ++count; |
242 | |
243 | Standard_Real deltae = e1 + e2 - anErrors(nint); |
244 | myAbsolutError += deltae; |
245 | if(myAbsolutError <= Epsilon(Abs(myValue))) ++count; |
246 | |
247 | if(Abs(myValue) > aMinVol) myErrorReached = myAbsolutError/Abs(myValue); |
248 | else myErrorReached = myAbsolutError; |
249 | |
250 | |
251 | if(count > 50) return; |
252 | |
253 | //Inserting new interval |
254 | |
255 | anIntervals.InsertAfter(nint, c); |
256 | anErrors(nint) = e1; |
257 | anErrors.InsertAfter(nint, e2); |
258 | aValues(nint) = v1; |
259 | aValues.InsertAfter(nint, v2); |
260 | |
261 | } |
262 | |
263 | } |
264 | |
265 | //======================================================================= |
266 | //function : GKRule |
267 | //purpose : |
268 | //======================================================================= |
269 | |
270 | Standard_Boolean math_KronrodSingleIntegration::GKRule( |
271 | math_Function &theFunction, |
272 | const Standard_Real theLower, |
273 | const Standard_Real theUpper, |
274 | const math_Vector& theGaussP, |
275 | const math_Vector& theGaussW, |
276 | const math_Vector& theKronrodP, |
277 | const math_Vector& theKronrodW, |
278 | Standard_Real& theValue, |
279 | Standard_Real& theError) |
280 | { |
281 | |
282 | Standard_Boolean IsDone; |
283 | |
7fd59977 |
284 | Standard_Integer aNKronrod = theKronrodP.Length(); |
285 | |
286 | Standard_Real aGaussVal; |
287 | Standard_Integer aNPnt2 = (aNKronrod + 1)/2; |
288 | Standard_Integer i; |
289 | Standard_Real aDx; |
290 | Standard_Real aVal1; |
291 | Standard_Real aVal2; |
292 | |
293 | math_Vector f1(1, aNPnt2-1); |
294 | math_Vector f2(1, aNPnt2-1); |
295 | |
296 | Standard_Real aXm = 0.5*(theUpper + theLower); |
297 | Standard_Real aXr = 0.5*(theUpper - theLower); |
298 | |
299 | // Compute Gauss quadrature |
300 | aGaussVal = 0.; |
301 | theValue = 0.; |
302 | |
303 | for (i = 2; i < aNPnt2; i += 2) { |
304 | aDx = aXr*theKronrodP.Value(i); |
305 | |
306 | if (!theFunction.Value(aXm + aDx, aVal1) || |
307 | !theFunction.Value(aXm - aDx, aVal2)) { |
308 | IsDone = Standard_False; |
309 | return IsDone; |
310 | } |
311 | |
312 | f1(i) = aVal1; |
313 | f2(i) = aVal2; |
314 | aGaussVal += (aVal1 + aVal2)*theGaussW.Value(i/2); |
315 | theValue += (aVal1 + aVal2)*theKronrodW.Value(i); |
316 | } |
317 | |
318 | // Compute value in the middle point. |
319 | if (!theFunction.Value(aXm, aVal1)) { |
320 | IsDone = Standard_False; |
321 | return IsDone; |
322 | } |
323 | |
324 | Standard_Real fc = aVal1; |
325 | theValue += aVal1*theKronrodW.Value(aNPnt2); |
326 | |
327 | if (i == aNPnt2) |
328 | aGaussVal += aVal1*theGaussW.Value(aNPnt2/2); |
329 | |
330 | // Compute Kronrod quadrature |
331 | for (i = 1; i < aNPnt2; i += 2) { |
332 | aDx = aXr*theKronrodP.Value(i); |
333 | |
334 | if (!theFunction.Value(aXm + aDx, aVal1) || |
335 | !theFunction.Value(aXm - aDx, aVal2)) { |
336 | IsDone = Standard_False; |
337 | return IsDone; |
338 | } |
339 | |
340 | f1(i) = aVal1; |
341 | f2(i) = aVal2; |
342 | theValue += (aVal1 + aVal2)*theKronrodW.Value(i); |
343 | } |
344 | |
345 | Standard_Real mean = 0.5*theValue; |
346 | |
347 | Standard_Real asc = Abs(fc-mean)*theKronrodW.Value(aNPnt2); |
348 | for(i = 1; i < aNPnt2; ++i) { |
349 | asc += theKronrodW.Value(i)*(Abs(f1(i) - mean) + Abs(f2(i) - mean)); |
350 | } |
351 | |
352 | asc *= aXr; |
353 | theValue *= aXr; |
354 | aGaussVal *= aXr; |
355 | |
356 | // Compute the error and the new number of Kronrod points. |
357 | |
358 | theError = Abs(theValue - aGaussVal); |
359 | |
360 | Standard_Real scale =1.; |
361 | if(asc != 0. && theError != 0.) scale = Pow((200.*theError/asc), 1.5); |
362 | if(scale < 1.) theError = Min(theError, asc*scale); |
363 | |
364 | //theFunction.GetStateNumber(); |
365 | |
366 | return Standard_True; |
367 | |
368 | } |
369 | |