# include # include # include # include using namespace std; # include "kronrod.hpp" //****************************************************************************80 void abwe1 ( int n, int m, double eps, double coef2, bool even, double b[], double *x, double *w ) //****************************************************************************80 // // Purpose: // // ABWE1 calculates a Kronrod abscissa and weight. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 August 2010 // // Author: // // Original FORTRAN77 version by Robert Piessens, Maria Branders. // C++ version by John Burkardt. // // Reference: // // Robert Piessens, Maria Branders, // A Note on the Optimal Addition of Abscissas to Quadrature Formulas // of Gauss and Lobatto, // Mathematics of Computation, // Volume 28, Number 125, January 1974, pages 135-139. // // Parameters: // // Input, int N, the order of the Gauss rule. // // Input, int M, the value of ( N + 1 ) / 2. // // Input, double EPS, the requested absolute accuracy of the // abscissas. // // Input, double COEF2, a value needed to compute weights. // // Input, bool EVEN, is TRUE if N is even. // // Input, double B[M+1], the Chebyshev coefficients. // // Input/output, double *X; on input, an estimate for // the abscissa, and on output, the computed abscissa. // // Output, double *W, the weight. // { double ai; double b0; double b1; double b2; double d0; double d1; double d2; double delta; double dif; double f; double fd; int i; int iter; int k; int ka; double yy; if ( *x == 0.0 ) { ka = 1; } else { ka = 0; } // // Iterative process for the computation of a Kronrod abscissa. // for ( iter = 1; iter <= 50; iter++ ) { b1 = 0.0; b2 = b[m]; yy = 4.0 * (*x) * (*x) - 2.0; d1 = 0.0; if ( even ) { ai = m + m + 1; d2 = ai * b[m]; dif = 2.0; } else { ai = m + 1; d2 = 0.0; dif = 1.0; } for ( k = 1; k <= m; k++ ) { ai = ai - dif; i = m - k + 1; b0 = b1; b1 = b2; d0 = d1; d1 = d2; b2 = yy * b1 - b0 + b[i-1]; if ( !even ) { i = i + 1; } d2 = yy * d1 - d0 + ai * b[i-1]; } if ( even ) { f = ( *x ) * ( b2 - b1 ); fd = d2 + d1; } else { f = 0.5 * ( b2 - b0 ); fd = 4.0 * ( *x ) * d2; } // // Newton correction. // delta = f / fd; *x = *x - delta; if ( ka == 1 ) { break; } if ( fabs ( delta ) <= eps ) { ka = 1; } } // // Catch non-convergence. // if ( ka != 1 ) { cout << "\n"; cout << "ABWE1 - Fatal error!\n"; cout << " Iteration limit reached.\n"; cout << " EPS is " << eps << "\n"; cout << " Last DELTA was " << delta << "\n"; exit ( 1 ); } // // Computation of the weight. // d0 = 1.0; d1 = *x; ai = 0.0; for ( k = 2; k <= n; k++ ) { ai = ai + 1.0; d2 = ( ( ai + ai + 1.0 ) * ( *x ) * d1 - ai * d0 ) / ( ai + 1.0 ); d0 = d1; d1 = d2; } *w = coef2 / ( fd * d2 ); return; } //****************************************************************************80 void abwe2 ( int n, int m, double eps, double coef2, bool even, double b[], double *x, double *w1, double *w2 ) //****************************************************************************80 // // Purpose: // // ABWE2 calculates a Gaussian abscissa and two weights. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 30 April 2013 // // Author: // // Original FORTRAN77 version by Robert Piessens, Maria Branders. // C++ version by John Burkardt. // // Reference: // // Robert Piessens, Maria Branders, // A Note on the Optimal Addition of Abscissas to Quadrature Formulas // of Gauss and Lobatto, // Mathematics of Computation, // Volume 28, Number 125, January 1974, pages 135-139. // // Parameters: // // Input, int N, the order of the Gauss rule. // // Input, int M, the value of ( N + 1 ) / 2. // // Input, double EPS, the requested absolute accuracy of the // abscissas. // // Input, double COEF2, a value needed to compute weights. // // Input, bool EVEN, is TRUE if N is even. // // Input, double B[M+1], the Chebyshev coefficients. // // Input/output, double *X; on input, an estimate for // the abscissa, and on output, the computed abscissa. // // Output, double *W1, the Gauss-Kronrod weight. // // Output, double *W2, the Gauss weight. // { double ai; double an; double delta; int i; int iter; int k; int ka; double p0; double p1; double p2; double pd0; double pd1; double pd2; double yy; if ( *x == 0.0 ) { ka = 1; } else { ka = 0; } // // Iterative process for the computation of a Gaussian abscissa. // for ( iter = 1; iter <= 50; iter++ ) { p0 = 1.0; p1 = *x; pd0 = 0.0; pd1 = 1.0; // // When N is 1, we need to initialize P2 and PD2 to avoid problems with DELTA. // if ( n <= 1 ) { if ( r8_epsilon ( ) < fabs ( *x ) ) { p2 = ( 3.0 * ( *x ) * ( *x ) - 1.0 ) / 2.0; pd2 = 3.0 * ( *x ); } else { p2 = 3.0 * ( *x ); pd2 = 3.0; } } ai = 0.0; for ( k = 2; k <= n; k++ ) { ai = ai + 1.0; p2 = ( ( ai + ai + 1.0 ) * (*x) * p1 - ai * p0 ) / ( ai + 1.0 ); pd2 = ( ( ai + ai + 1.0 ) * ( p1 + (*x) * pd1 ) - ai * pd0 ) / ( ai + 1.0 ); p0 = p1; p1 = p2; pd0 = pd1; pd1 = pd2; } // // Newton correction. // delta = p2 / pd2; *x = *x - delta; if ( ka == 1 ) { break; } if ( fabs ( delta ) <= eps ) { ka = 1; } } // // Catch non-convergence. // if ( ka != 1 ) { cout << "\n"; cout << "ABWE2 - Fatal error!\n"; cout << " Iteration limit reached.\n"; cout << " EPS is " << eps << "\n"; cout << " Last DELTA was " << delta << "\n"; exit ( 1 ); } // // Computation of the weight. // an = n; *w2 = 2.0 / ( an * pd2 * p0 ); p1 = 0.0; p2 = b[m]; yy = 4.0 * (*x) * (*x) - 2.0; for ( k = 1; k <= m; k++ ) { i = m - k + 1; p0 = p1; p1 = p2; p2 = yy * p1 - p0 + b[i-1]; } if ( even ) { *w1 = *w2 + coef2 / ( pd2 * (*x) * ( p2 - p1 ) ); } else { *w1 = *w2 + 2.0 * coef2 / ( pd2 * ( p2 - p0 ) ); } return; } //****************************************************************************80 void kronrod ( int n, double eps, double x[], double w1[], double w2[] ) //****************************************************************************80 // // Purpose: // // KRONROD adds N+1 points to an N-point Gaussian rule. // // Discussion: // // This subroutine calculates the abscissas and weights of the 2N+1 // point Gauss Kronrod quadrature formula which is obtained from the // N point Gauss quadrature formula by the optimal addition of N+1 points. // // The optimally added points are called Kronrod abscissas. The // abscissas and weights for both the Gauss and Gauss Kronrod rules // are calculated for integration over the interval [-1,+1]. // // Since the quadrature formula is symmetric with respect to the origin, // only the nonnegative abscissas are calculated. // // Note that the code published in Mathematics of Computation // omitted the definition of the variable which is here called COEF2. // // Storage: // // Given N, let M = ( N + 1 ) / 2. // // The Gauss-Kronrod rule will include 2*N+1 points. However, by symmetry, // only N + 1 of them need to be listed. // // The arrays X, W1 and W2 contain the nonnegative abscissas in decreasing // order, and the weights of each abscissa in the Gauss-Kronrod and // Gauss rules respectively. This means that about half the entries // in W2 are zero. // // For instance, if N = 3, the output is: // // I X W1 W2 // // 1 0.960491 0.104656 0.000000 // 2 0.774597 0.268488 0.555556 // 3 0.434244 0.401397 0.000000 // 4 0.000000 0.450917 0.888889 // // and if N = 4, (notice that 0 is now a Kronrod abscissa) // the output is // // I X W1 W2 // // 1 0.976560 0.062977 0.000000 // 2 0.861136 0.170054 0.347855 // 3 0.640286 0.266798 0.000000 // 4 0.339981 0.326949 0.652145 // 5 0.000000 0.346443 0.000000 // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 02 September 2014 // // Author: // // Original FORTRAN77 version by Robert Piessens, Maria Branders. // C++ version by John Burkardt. // // Reference: // // Robert Piessens, Maria Branders, // A Note on the Optimal Addition of Abscissas to Quadrature Formulas // of Gauss and Lobatto, // Mathematics of Computation, // Volume 28, Number 125, January 1974, pages 135-139. // // Parameters: // // Input, int N, the order of the Gauss rule. // // Input, double EPS, the requested absolute accuracy of the // abscissas. // // Output, double X[N+1], the abscissas. // // Output, double W1[N+1], the weights for the Gauss-Kronrod rule. // // Output, double W2[N+1], the weights for // the Gauss rule. // { double ak; double an; double *b; double bb; double c; double coef; double coef2; double d; bool even; int i; int k; int l; int ll; int m; double s; double *tau; double x1; double xx; double y; b = new double[((n+1)/2)+1]; tau = new double[(n+1)/2]; m = ( n + 1 ) / 2; even = ( 2 * m == n ); d = 2.0; an = 0.0; for ( k = 1; k <= n; k++ ) { an = an + 1.0; d = d * an / ( an + 0.5 ); } // // Calculation of the Chebyshev coefficients of the orthogonal polynomial. // tau[0] = ( an + 2.0 ) / ( an + an + 3.0 ); b[m-1] = tau[0] - 1.0; ak = an; for ( l = 1; l < m; l++ ) { ak = ak + 2.0; tau[l] = ( ( ak - 1.0 ) * ak - an * ( an + 1.0 ) ) * ( ak + 2.0 ) * tau[l-1] / ( ak * ( ( ak + 3.0 ) * ( ak + 2.0 ) - an * ( an + 1.0 ) ) ); b[m-l-1] = tau[l]; for ( ll = 1; ll <= l; ll++ ) { b[m-l-1] = b[m-l-1] + tau[ll-1] * b[m-l+ll-1]; } } b[m] = 1.0; // // Calculation of approximate values for the abscissas. // bb = sin ( 1.570796 / ( an + an + 1.0 ) ); x1 = sqrt ( 1.0 - bb * bb ); s = 2.0 * bb * x1; c = sqrt ( 1.0 - s * s ); coef = 1.0 - ( 1.0 - 1.0 / an ) / ( 8.0 * an * an ); xx = coef * x1; // // Coefficient needed for weights. // // COEF2 = 2^(2*n+1) * n! * n! / (2n+1)! // = 2 * 4^n * n! / product( (n+1)*...*(2*n+1)) // coef2 = 2.0 / ( double ) ( 2 * n + 1 ); for ( i = 1; i <= n; i++ ) { coef2 = coef2 * 4.0 * ( double ) ( i ) / ( double ) ( n + i ); } // // Calculation of the K-th abscissa (a Kronrod abscissa) and the // corresponding weight. // for ( k = 1; k <= n; k = k + 2 ) { abwe1 ( n, m, eps, coef2, even, b, &xx, w1+k-1 ); w2[k-1] = 0.0; x[k-1] = xx; y = x1; x1 = y * c - bb * s; bb = y * s + bb * c; if ( k == n ) { xx = 0.0; } else { xx = coef * x1; } // // Calculation of the K+1 abscissa (a Gaussian abscissa) and the // corresponding weights. // abwe2 ( n, m, eps, coef2, even, b, &xx, w1+k, w2+k ); x[k] = xx; y = x1; x1 = y * c - bb * s; bb = y * s + bb * c; xx = coef * x1; } // // If N is even, we have one more Kronrod abscissa to compute, // namely the origin. // if ( even ) { xx = 0.0; abwe1 ( n, m, eps, coef2, even, b, &xx, w1+n ); w2[n] = 0.0; x[n] = xx; } delete [] b; delete [] tau; return; } //****************************************************************************80 double r8_epsilon ( ) //****************************************************************************80 // // Purpose: // // R8_EPSILON returns the R8 roundoff unit. // // Discussion: // // The roundoff unit is a number R which is a power of 2 with the // property that, to the precision of the computer's arithmetic, // 1 < 1 + R // but // 1 = ( 1 + R / 2 ) // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 01 September 2012 // // Author: // // John Burkardt // // Parameters: // // Output, double R8_EPSILON, the R8 round-off unit. // { static double value = 2.220446049250313E-016; return value; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; size_t len; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); len = std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }