/usr/include/openturns/GaussKronrod.hxx is in libopenturns-dev 1.5-7build2.
This file is owned by root:root, with mode 0o644.
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/**
* @file GaussKronrod.hxx
* @brief This class allows to compute integrals of a function over an interval
* using GaussKronrod method for 1D scalar function
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-04-18 17:56:46 +0200 (Wed, 18 Apr 2012)
*/
#ifndef OPENTURNS_GAUSSKRONROD_HXX
#define OPENTURNS_GAUSSKRONROD_HXX
#include "IntegrationAlgorithmImplementation.hxx"
#include "GaussKronrodRule.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class GaussKronrod
*/
class OT_API GaussKronrod
: public IntegrationAlgorithmImplementation
{
CLASSNAME;
public:
/** Default constructor without parameters */
GaussKronrod();
/** Parameter constructor */
GaussKronrod(const UnsignedInteger maximumSubIntervals,
const NumericalScalar maximumError,
const GaussKronrodRule & rule);
/** Virtual copy constructor */
virtual GaussKronrod * clone() const;
/** Compute an approximation of \int_{[a,b]}f(x)dx, where [a,b]
* is an 1D interval
*/
using IntegrationAlgorithmImplementation::integrate;
#ifndef SWIG
virtual NumericalPoint integrate(const NumericalMathFunction & function,
const Interval & interval,
NumericalScalar & error) const;
// This method allows to get the estimated integration error as a scalar
virtual NumericalPoint integrate(const NumericalMathFunction & function,
const NumericalScalar a,
const NumericalScalar b,
NumericalScalar & error,
NumericalPoint & ai,
NumericalPoint & bi,
NumericalSample & fi,
NumericalPoint & ei) const;
#endif
// This method allows to get the estimated integration error as a NumericalPoint,
// needed by Python
virtual NumericalPoint integrate(const NumericalMathFunction & function,
const NumericalScalar a,
const NumericalScalar b,
NumericalPoint & error,
NumericalPoint & ai,
NumericalPoint & bi,
NumericalSample & fi,
NumericalPoint & ei) const;
/** Maximum sub-intervals accessor */
UnsignedInteger getMaximumSubIntervals() const;
void setMaximumSubIntervals(const UnsignedInteger maximumSubIntervals);
/** Maximum error accessor */
NumericalScalar getMaximumError() const;
void setMaximumError(const NumericalScalar maximumError);
/** Rule accessor */
GaussKronrodRule getRule() const;
void setRule(const GaussKronrodRule & rule);
/** String converter */
virtual String __repr__() const;
/** String converter */
virtual String __str__(const String & offset = "") const;
private:
/** Compute the local GaussKronrod rule over [a, b] */
NumericalPoint computeRule(const NumericalMathFunction & function,
const NumericalScalar a,
const NumericalScalar b,
NumericalScalar & localError) const;
/* Maximum number of sub-intervals */
UnsignedInteger maximumSubIntervals_;
/* Maximum estimated error */
NumericalScalar maximumError_;
/* Local integration rule */
GaussKronrodRule rule_;
} ; /* class GaussKronrod */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_GAUSSKRONROD_HXX */
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