FM / quadrature

/usr/include/boost/math/quadrature

Name	Size	Mode	Actions
detail/	-	0755	rm
exp_sinh.hpp	3934	0644	edit dl rm
gauss.hpp	52383	0644	edit dl rm
gauss_kronrod.hpp	94026	0644	edit dl rm
naive_monte_carlo.hpp	18589	0644	edit dl rm
ooura_fourier_integrals.hpp	2280	0644	edit dl rm
sinh_sinh.hpp	1362	0644	edit dl rm
tanh_sinh.hpp	11285	0644	edit dl rm
trapezoidal.hpp	5016	0644	edit dl rm
wavelet_transforms.hpp	1574	0644	edit dl rm

Edit: /usr/include/boost/math/quadrature/sinh_sinh.hpp (1362B)

/*
 * This class performs sinh-sinh quadrature over the entire real line.
 *
 * References:
 *
 * 1) Tanaka, Ken'ichiro, et al. "Function classes for double exponential integration formulas." Numerische Mathematik 111.4 (2009): 631-655.
 */

#ifndef BOOST_MATH_QUADRATURE_SINH_SINH_HPP
#define BOOST_MATH_QUADRATURE_SINH_SINH_HPP

#include <cmath>
#include <limits>
#include <memory>
#include <boost/math/quadrature/detail/sinh_sinh_detail.hpp>

namespace boost{ namespace math{ namespace quadrature {

template<class Real, class Policy = boost::math::policies::policy<> >
class sinh_sinh
{
public:
    sinh_sinh(size_t max_refinements = 9)
        : m_imp(std::make_shared<detail::sinh_sinh_detail<Real, Policy> >(max_refinements)) {}

template<class F>
    auto integrate(const F f, Real tol = boost::math::tools::root_epsilon<Real>(), Real* error = nullptr, Real* L1 = nullptr, std::size_t* levels = nullptr)->decltype(std::declval<F>()(std::declval<Real>())) const
    {
        return m_imp->integrate(f, tol, error, L1, levels);
    }

private:
    std::shared_ptr<detail::sinh_sinh_detail<Real, Policy>> m_imp;
};

}}}
#endif

// Copyright Nick Thompson, 2017 // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. // (See accompanying file LICENSE_1_0.txt // or copy at http://www.boost.org/LICENSE_1_0.txt) /* * This class performs sinh-sinh quadrature over the entire real line. * * References: * * 1) Tanaka, Ken'ichiro, et al. "Function classes for double exponential integration formulas." Numerische Mathematik 111.4 (2009): 631-655. */ #ifndef BOOST_MATH_QUADRATURE_SINH_SINH_HPP #define BOOST_MATH_QUADRATURE_SINH_SINH_HPP #include #include #include #include namespace boost{ namespace math{ namespace quadrature { template > class sinh_sinh { public: sinh_sinh(size_t max_refinements = 9) : m_imp(std::make_shared >(max_refinements)) {} template auto integrate(const F f, Real tol = boost::math::tools::root_epsilon(), Real* error = nullptr, Real* L1 = nullptr, std::size_t* levels = nullptr)->decltype(std::declval()(std::declval())) const { return m_imp->integrate(f, tol, error, L1, levels); } private: std::shared_ptr> m_imp; }; }}} #endif