# include # include # include # include using namespace std; # include "kronrod.hpp" int main ( ); void test01 ( ); void test02 ( ); void test03 ( ); double f ( double x ); //****************************************************************************80 int main ( ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for KRONROD_PRB. // // Discussion: // // KRONROD_PRB tests the KRONROD library. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 August 2010 // // Author: // // John Burkardt // { timestamp ( ); cout << "\n"; cout << "KRONROD_PRB:\n"; cout << " C++ version.\n"; cout << " Test the KRONROD library.\n"; test01 ( ); test02 ( ); test03 ( ); // // Terminate. // cout << "\n"; cout << "KRONROD_PRB:\n"; cout << " Normal end of execution.\n"; cout << "\n"; timestamp ( ); return 0; } //****************************************************************************80 void test01 ( ) //****************************************************************************80 // // Purpose: // // TEST01 tests the code for the odd case N = 3. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 August 2010 // // Author: // // John Burkardt // { double eps; int i; int i2; int n = 3; double s; double *w1; double *w2; double wg[3] = { 0.555555555555555555556, 0.888888888888888888889, 0.555555555555555555556 }; double wk[7] = { 0.104656226026467265194, 0.268488089868333440729, 0.401397414775962222905, 0.450916538658474142345, 0.401397414775962222905, 0.268488089868333440729, 0.104656226026467265194 }; double *x; double xg[3] = { -0.77459666924148337704, 0.0, 0.77459666924148337704 }; double xk[7]= { -0.96049126870802028342, -0.77459666924148337704, -0.43424374934680255800, 0.0, 0.43424374934680255800, 0.77459666924148337704, 0.96049126870802028342 }; cout << "\n"; cout << "TEST01\n"; cout << " Request KRONROD to compute the Gauss rule\n"; cout << " of order 3, and the Kronrod extension of\n"; cout << " order 3+4=7.\n"; cout << "\n"; cout << " Compare to exact data.\n"; eps = 0.000001; w1 = new double[n+1]; w2 = new double[n+1]; x = new double[n+1]; kronrod ( n, eps, x, w1, w2 ); cout << "\n"; cout << " KRONROD returns 3 vectors of length " << n + 1 << "\n"; cout << "\n"; cout << " I X WK WG\n"; cout << "\n"; for ( i = 1; i <= n + 1; i++ ) { cout << " " << setw(4) << i << " " << setw(14) << x[i-1] << " " << setw(14) << w1[i-1] << " " << setw(14) << w2[i-1] << "\n"; } cout << "\n"; cout << " Gauss Abscissas\n"; cout << " Exact Computed\n"; cout << "\n"; for ( i = 1; i <= n; i++ ) { if ( 2 * i <= n + 1 ) { i2 = 2 * i; s = -1.0; } else { i2 = 2 * ( n + 1 ) - 2 * i; s = +1.0; } cout << " " << setw(4) << i << " " << setw(14) << xg[i-1] << " " << setw(14) << s * x[i2-1] << "\n"; } cout << "\n"; cout << " Gauss Weights\n"; cout << " Exact Computed\n"; cout << "\n"; for ( i = 1; i <= n; i++ ) { if ( 2 * i <= n + 1 ) { i2 = 2 * i; } else { i2 = 2 * ( n + 1 ) - 2 * i; } cout << " " << setw(4) << i << " " << setw(14) << wg[i-1] << " " << setw(14) << w2[i2-1] << "\n"; } cout << "\n"; cout << " Gauss Kronrod Abscissas\n"; cout << " Exact Computed\n"; cout << "\n"; for ( i = 1; i <= 2 * n + 1; i++ ) { if ( i <= n + 1 ) { i2 = i; s = -1.0; } else { i2 = 2 * ( n + 1 ) - i; s = +1.0; } cout << " " << setw(4) << i << " " << setw(14) << xk[i-1] << " " << setw(14) << s * x[i2-1] << "\n"; } cout << "\n"; cout << " Gauss Kronrod Weights\n"; cout << " Exact Computed\n"; cout << "\n"; for ( i = 1; i <= 2 * n + 1; i++ ) { if ( i <= n + 1 ) { i2 = i; } else { i2 = 2 * ( n + 1 ) - i; } cout << " " << setw(4) << i << " " << setw(14) << wk[i-1] << " " << setw(14) << w1[i2-1] << "\n"; } delete [] w1; delete [] w2; delete [] x; return; } //****************************************************************************80 void test02 ( ) //****************************************************************************80 // // Purpose: // // TEST02 tests the code for the even case N = 4. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 August 2010 // // Author: // // John Burkardt // { double eps; int i; int i2; int n = 4; double s; double *w1; double *w2; double *x; cout << "\n"; cout << "TEST02\n"; cout << " Request KRONROD to compute the Gauss rule\n"; cout << " of order 4, and the Kronrod extension of\n"; cout << " order 4+5=9.\n"; eps = 0.000001; w1 = new double[n+1]; w2 = new double[n+1]; x = new double[n+1]; kronrod ( n, eps, x, w1, w2 ); cout << "\n"; cout << " KRONROD returns 3 vectors of length " << n + 1 <<"\n"; cout << "\n"; cout << " I X WK WG\n"; cout << "\n"; for ( i = 1; i <= n + 1; i++ ) { cout << " " << setw(4) << i << " " << setw(14) << x[i-1] << " " << setw(14) << w1[i-1] << " " << setw(14) << w2[i-1] << "\n"; } delete [] w1; delete [] w2; delete [] x; return; } //****************************************************************************80 void test03 ( ) //****************************************************************************80 // // Purpose: // // TEST03 uses the program to estimate an integral. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 April 2012 // // Author: // // John Burkardt // { double eps; double exact = 1.5643964440690497731; int i; double i1; double i2; int n; double *w1; double *w2; double *x; cout << "\n"; cout << "TEST03\n"; cout << " Call Kronrod to estimate the integral of a function.\n"; cout << " Keep trying until the error is small.\n"; // // EPS just tells KRONROD how carefully it must compute X, W1 and W2. // It is NOT a statement about the accuracy of your integral estimate! // eps = 0.000001; // // Start the process with a 1 point rule. // n = 1; for ( ; ; ) { // // Make space. // w1 = new double[n+1]; w2 = new double[n+1]; x = new double[n+1]; kronrod ( n, eps, x, w1, w2 ); // // Compute the estimates. // There are two complications here: // // 1) Both rules use all the points. However, the lower order rule uses // a zero weight for the points it doesn't need. // // 2) The points X are all positive, and are listed in descending order. // this means that 0 is always in the list, and always occurs as the // last member. Therefore, the integral estimates should use the // function value at 0 once, and the function values at the other // X values "twice", that is, once at X and once at -X. // i1 = w1[n] * f ( x[n] ); i2 = w2[n] * f ( x[n] ); for ( i = 0; i < n; i++ ) { i1 = i1 + w1[i] * ( f ( - x[i] ) + f ( x[i] ) ); i2 = i2 + w2[i] * ( f ( - x[i] ) + f ( x[i] ) ); } delete [] w1; delete [] w2; delete [] x; if ( fabs ( i1 - i2 ) < 0.0001 ) { cout << "\n"; cout << " Error tolerance satisfied with N = " << n << "\n"; cout << " Coarse integral estimate = " << setprecision ( 8 ) << i1 << "\n"; cout << " Fine integral estimate = " << i2 << "\n"; cout << " Error estimate = " << fabs ( i2 - i1 ) << "\n"; cout << " Actual error = " << fabs ( exact - i2 ) << "\n"; break; } if ( 25 < n ) { cout << "\n"; cout << " Error tolerance failed even for n = " << n << "\n"; cout << " Canceling iteration, and accepting bad estimates!\n"; cout << " Coarse integral estimate = " << i1 << "\n"; cout << " Fine integral estimate = " << i2 << "\n"; cout << " Error estimate = " << fabs ( i2 - i1 ) << "\n"; cout << " Actual error = " << fabs ( exact - i2 ) << "\n"; break; } n = 2 * n + 1; } return; } //****************************************************************************80 double f ( double x ) //****************************************************************************80 // // Purpose: // // F is a function whose integral from -1 to +1 is to be estimated. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the argument. // // Output, double F, the value. // { double value; value = 1.0 / ( x * x + 1.005 ); return value; }