# include # include # include # include # include using namespace std; # include "test_int_2d.hpp" //****************************************************************************80 void legendre_dr_compute ( int n, double x[], double w[] ) //****************************************************************************80 // // Purpose: // // LEGENDRE_DR_COMPUTE: Gauss-Legendre quadrature by Davis-Rabinowitz method. // // Discussion: // // The integral: // // Integral ( -1 <= X <= 1 ) F(X) dX // // The quadrature rule: // // Sum ( 1 <= I <= N ) W(I) * F ( X(I) ) // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 28 August 2007 // // Author: // // Original FORTRAN77 version by Philip Davis, Philip Rabinowitz. // C++ version by John Burkardt. // // Reference: // // Philip Davis, Philip Rabinowitz, // Methods of Numerical Integration, // Second Edition, // Dover, 2007, // ISBN: 0486453391, // LC: QA299.3.D28. // // Parameters: // // Input, int N, the order. // N must be greater than 0. // // Output, double X[N], the abscissas. // // Output, double W[N], the weights. // { double d1; double d2pn; double d3pn; double d4pn; double dp; double dpn; double e1; double fx; double h; int i; int iback; int k; int m; int mp1mi; int ncopy; int nmove; double p; double pi = 3.141592653589793; double pk; double pkm1; double pkp1; double t; double u; double v; double x0; double xtemp; if ( n < 1 ) { cerr << "\n"; cerr << "LEGENDRE_DR_COMPUTE - Fatal error!\n"; cerr << " Illegal value of N = " << n << "\n"; exit ( 1 ); } e1 = ( double ) ( n * ( n + 1 ) ); m = ( n + 1 ) / 2; for ( i = 1; i <= m; i++ ) { mp1mi = m + 1 - i; t = ( double ) ( 4 * i - 1 ) * pi / ( double ) ( 4 * n + 2 ); x0 = cos ( t ) * ( 1.0 - ( 1.0 - 1.0 / ( double ) ( n ) ) / ( double ) ( 8 * n * n ) ); pkm1 = 1.0; pk = x0; for ( k = 2; k <= n; k++ ) { pkp1 = 2.0 * x0 * pk - pkm1 - ( x0 * pk - pkm1 ) / ( double ) ( k ); pkm1 = pk; pk = pkp1; } d1 = ( double ) ( n ) * ( pkm1 - x0 * pk ); dpn = d1 / ( 1.0 - x0 * x0 ); d2pn = ( 2.0 * x0 * dpn - e1 * pk ) / ( 1.0 - x0 * x0 ); d3pn = ( 4.0 * x0 * d2pn + ( 2.0 - e1 ) * dpn ) / ( 1.0 - x0 * x0 ); d4pn = ( 6.0 * x0 * d3pn + ( 6.0 - e1 ) * d2pn ) / ( 1.0 - x0 * x0 ); u = pk / dpn; v = d2pn / dpn; // // Initial approximation H: // h = -u * ( 1.0 + 0.5 * u * ( v + u * ( v * v - d3pn / ( 3.0 * dpn ) ) ) ); // // Refine H using one step of Newton's method: // p = pk + h * ( dpn + 0.5 * h * ( d2pn + h / 3.0 * ( d3pn + 0.25 * h * d4pn ) ) ); dp = dpn + h * ( d2pn + 0.5 * h * ( d3pn + h * d4pn / 3.0 ) ); h = h - p / dp; xtemp = x0 + h; x[mp1mi-1] = xtemp; fx = d1 - h * e1 * ( pk + 0.5 * h * ( dpn + h / 3.0 * ( d2pn + 0.25 * h * ( d3pn + 0.2 * h * d4pn ) ) ) ); w[mp1mi-1] = 2.0 * ( 1.0 - xtemp * xtemp ) / ( fx * fx ); } if ( ( n % 2 ) == 1 ) { x[0] = 0.0; } // // Shift the data up. // nmove = ( n + 1 ) / 2; ncopy = n - nmove; for ( i = 1; i <= nmove; i++ ) { iback = n + 1 - i; x[iback-1] = x[iback-ncopy-1]; w[iback-1] = w[iback-ncopy-1]; } // // Reflect values for the negative abscissas. // for ( i = 1; i <= n - nmove; i++ ) { x[i-1] = - x[n-i]; w[i-1] = w[n-i]; } return; } //****************************************************************************80 double p00_exact ( int problem ) //****************************************************************************80 // // Purpose: // // P00_EXACT returns the exact integral for any problem. // // Discussion: // // This routine provides a "generic" interface to the exact integral // routines for the various problems, and allows a problem to be called // by index rather than by name. // // In some cases, the "exact" value of the integral is in fact // merely a respectable approximation. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Input, int PROBLEM, the problem index. // // Output, double P00_EXACT, the exact value of the integral. // { double exact; if ( problem == 1 ) { exact = p01_exact ( ); } else if ( problem == 2 ) { exact = p02_exact ( ); } else if ( problem == 3 ) { exact = p03_exact ( ); } else if ( problem == 4 ) { exact = p04_exact ( ); } else if ( problem == 5 ) { exact = p05_exact ( ); } else if ( problem == 6 ) { exact = p06_exact ( ); } else if ( problem == 7 ) { exact = p07_exact ( ); } else if ( problem == 8 ) { exact = p08_exact ( ); } else { cerr << "\n"; cerr << "P00_EXACT - Fatal error!\n"; cerr << " Illegal problem index = " << problem << "\n"; exit ( 1 ); } return exact; } //****************************************************************************80 void p00_fun ( int problem, int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P00_FUN evaluates the integrand for any problem. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Input, int PROBLEM, the problem index. // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the integrand values. // { if ( problem == 1 ) { p01_fun ( n, x, fx ); } else if ( problem == 2 ) { p02_fun ( n, x, fx ); } else if ( problem == 3 ) { p03_fun ( n, x, fx ); } else if ( problem == 4 ) { p04_fun ( n, x, fx ); } else if ( problem == 5 ) { p05_fun ( n, x, fx ); } else if ( problem == 6 ) { p06_fun ( n, x, fx ); } else if ( problem == 7 ) { p07_fun ( n, x, fx ); } else if ( problem == 8 ) { p08_fun ( n, x, fx ); } else { cerr << "\n"; cerr << "P00_FUN - Fatal error!\n"; cerr << " Illegal problem index = " << problem << "\n"; exit ( 1 ); } return; } //****************************************************************************80 void p00_lim ( int problem, double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P00_LIM returns the integration limits for any problem. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Input, int PROBLEM, the problem index. // // Output, double A[2], B[2], the lower and upper limits of integration. // { if ( problem == 1 ) { p01_lim ( a, b ); } else if ( problem == 2 ) { p02_lim ( a, b ); } else if ( problem == 3 ) { p03_lim ( a, b ); } else if ( problem == 4 ) { p04_lim ( a, b ); } else if ( problem == 5 ) { p05_lim ( a, b ); } else if ( problem == 6 ) { p06_lim ( a, b ); } else if ( problem == 7 ) { p07_lim ( a, b ); } else if ( problem == 8 ) { p08_lim ( a, b ); } else { cerr << "\n"; cerr << "P00_LIM - Fatal error!\n"; cerr << " Illegal problem index = " << problem << "\n"; exit ( 1 ); } return; } //****************************************************************************80 int p00_problem_num ( ) //****************************************************************************80 // // Purpose: // // P00_PROBLEM_NUM returns the number of test integration problems. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Output, int P00_PROBLEM_NUM, the number of problems. // { int problem_num; problem_num = 8; return problem_num; } //****************************************************************************80 double p01_exact ( ) //****************************************************************************80 // // Purpose: // // P01_EXACT returns the exact integral for problem 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P01_EXACT, the value of the integral. // { double exact; double pi = 3.141592653589793; exact = pi * pi / 6.0; return exact; } //****************************************************************************80 void p01_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P01_FUN evaluates the integrand for problem 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = 1.0 / ( 1.0 - x[0+j*2] * x[1+j*2] ); } return; } //****************************************************************************80 void p01_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P01_LIM returns the integration limits for problem 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = 0.0; a[1] = 0.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p02_exact ( ) //****************************************************************************80 // // Purpose: // // P02_EXACT returns the exact integral for problem 2. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P02_EXACT, the value of the integral. // { double exact; double pi = 3.141592653589793; exact = 2.0 * pi * log ( 2.0 ); return exact; } //****************************************************************************80 void p02_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P02_FUN evaluates the integrand for problem 2. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = 1.0 / sqrt ( 1.0 - pow ( x[0+j*2] * x[1+j*2], 2 ) ); } return; } //****************************************************************************80 void p02_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P02_LIM returns the integration limits for problem 2. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = -1.0; a[1] = -1.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p03_exact ( ) //****************************************************************************80 // // Purpose: // // P03_EXACT returns the exact integral for problem 3. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P03_EXACT, the value of the integral. // { double exact; exact = ( 16.0 / 3.0 ) * ( 2.0 - sqrt ( 2.0 ) ); return exact; } //****************************************************************************80 void p03_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P03_FUN evaluates the integrand for problem 3. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = 1.0 / sqrt ( 2.0 - x[0+j*2] - x[1+j*2] ); } return; } //****************************************************************************80 void p03_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P03_LIM returns the integration limits for problem 3. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = -1.0; a[1] = -1.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p04_exact ( ) //****************************************************************************80 // // Purpose: // // P04_EXACT returns the exact integral for problem 4. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P04_EXACT, the value of the integral. // { double exact; exact = ( sqrt ( 32.0 ) / 3.0 ) * ( sqrt ( 27.0 ) - sqrt ( 8.0 ) - 1.0 ); return exact; } //****************************************************************************80 void p04_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P04_FUN evaluates the integrand for problem 4. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = 1.0 / sqrt ( 3.0 - x[0+j*2] - 2.0 * x[1+j*2] ); } return; } //****************************************************************************80 void p04_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P04_LIM returns the integration limits for problem 4. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = -1.0; a[1] = -1.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p05_exact ( ) //****************************************************************************80 // // Purpose: // // P05_EXACT returns the exact integral for problem 5. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P05_EXACT, the value of the integral. // { double exact; exact = 4.0 / 9.0; return exact; } //****************************************************************************80 void p05_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P05_FUN evaluates the integrand for problem 5. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = sqrt ( x[0+j*2] * x[1+j*2] ); } return; } //****************************************************************************80 void p05_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P05_LIM returns the integration limits for problem 5. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = 0.0; a[1] = 0.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p06_exact ( ) //****************************************************************************80 // // Purpose: // // P06_EXACT returns the exact integral for problem 6. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P06_EXACT, the value of the integral. // { double exact; double pi = 3.141592653589793; exact = ( 5.0 / 3.0 ) + ( pi / 16.0 ); return exact; } //****************************************************************************80 void p06_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P06_FUN evaluates the integrand for problem 6. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = r8_abs ( pow ( x[0+j*2], 2 ) + pow ( x[1+j*2], 2 ) - 0.25 ); } return; } //****************************************************************************80 void p06_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P06_LIM returns the integration limits for problem 6. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = -1.0; a[1] = -1.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p07_exact ( ) //****************************************************************************80 // // Purpose: // // P07_EXACT returns the exact integral for problem 7. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double P07_EXACT, the value of the integral. // { double exact; exact = 8.0 / 15.0; return exact; } //****************************************************************************80 void p07_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P07_FUN evaluates the integrand for problem 7. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Reference: // // Gwynne Evans, // Practical Numerical Integration, // Wiley, 1993, // ISBN: 047193898X, // LC: QA299.3E93. // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { int j; for ( j = 0; j < n; j++ ) { fx[j] = sqrt ( r8_abs ( x[0+j*2] - x[1+j*2] ) ); } return; } //****************************************************************************80 void p07_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P07_LIM returns the integration limits for problem 7. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2009 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = 0.0; a[1] = 0.0; b[0] = 1.0; b[1] = 1.0; return; } //****************************************************************************80 double p08_exact ( ) //****************************************************************************80 // // Purpose: // // P08_EXACT returns the exact integral for problem 8. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Output, double P08_EXACT, the value of the integral. // { double exact; static double pi = 3.141592653589793; exact = 0.25 * pi * pow ( r8_erf ( 1.0 ) + r8_erf ( 4.0 ), 2 ); return exact; } //****************************************************************************80 void p08_fun ( int n, double x[], double fx[] ) //****************************************************************************80 // // Purpose: // // P08_FUN evaluates the integrand for problem 8. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of evaluation points. // // Input, double X[2*N], the evaluation points. // // Output, double FX[N], the value of the integrand at X. // { double arg; int j; for ( j = 0; j < n; j++ ) { arg = pow ( x[0+j*2] - 4.0, 2 ) + pow ( x[1+j*2] - 1.0, 2 ); fx[j] = exp ( - arg ); } return; } //****************************************************************************80 void p08_lim ( double a[2], double b[2] ) //****************************************************************************80 // // Purpose: // // P08_LIM returns the integration limits for problem 8. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 September 2011 // // Author: // // John Burkardt // // Parameters: // // Output, double A[2], B[2], the lower and upper limits of integration. // { a[0] = 0.0; a[1] = 0.0; b[0] = 5.0; b[1] = 5.0; return; } //****************************************************************************80 double r8_abs ( double x ) //****************************************************************************80 // // Purpose: // // R8_ABS returns the absolute value of an R8. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 14 November 2006 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the quantity whose absolute value is desired. // // Output, double R8_ABS, the absolute value of X. // { double value; if ( 0.0 <= x ) { value = x; } else { value = - x; } return value; } //****************************************************************************80 double r8_csevl ( double x, double a[], int n ) //****************************************************************************80 // // Purpose: // // R8_CSEVL evaluates a Chebyshev series. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 15 September 2011 // // Author: // // C++ version by John Burkardt. // // Reference: // // Roger Broucke, // Algorithm 446: // Ten Subroutines for the Manipulation of Chebyshev Series, // Communications of the ACM, // Volume 16, Number 4, April 1973, pages 254-256. // // Parameters: // // Input, double X, the evaluation point. // // Input, double CS[N], the Chebyshev coefficients. // // Input, int N, the number of Chebyshev coefficients. // // Output, double R8_CSEVL, the Chebyshev series evaluated at X. // { double b0; double b1; double b2; int i; double twox; double value; if ( n < 1 ) { cerr << "\n"; cerr << "R8_CSEVL - Fatal error!\n"; cerr << " Number of terms <= 0.\n"; exit ( 1 ); } if ( 1000 < n ) { cerr << "\n"; cerr << "R8_CSEVL - Fatal error!\n"; cerr << " Number of terms greater than 1000.\n"; exit ( 1 ); } if ( x < -1.1 || 1.1 < x ) { cerr << "\n"; cerr << "R8_CSEVL - Fatal error!\n"; cerr << " X outside (-1,+1).\n"; exit ( 1 ); } twox = 2.0 * x; b1 = 0.0; b0 = 0.0; for ( i = n - 1; 0 <= i; i-- ) { b2 = b1; b1 = b0; b0 = twox * b1 - b2 + a[i]; } value = 0.5 * ( b0 - b2 ); return value; } //****************************************************************************80 double r8_erf ( double x ) //****************************************************************************80 // // Purpose: // // R8_ERF evaluates the error function of an R8 argument. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 15 September 2011 // // Author: // // Original FORTRAN77 version by Wayne Fullerton. // C++ version by John Burkardt. // // Reference: // // Wayne Fullerton, // Portable Special Function Routines, // in Portability of Numerical Software, // edited by Wayne Cowell, // Lecture Notes in Computer Science, Volume 57, // Springer 1977, // ISBN: 978-3-540-08446-4, // LC: QA297.W65. // // Parameters: // // Input, double X, the argument. // // Output, double R8_ERF, the error function of X. // { static double erfcs[21] = { -0.49046121234691808039984544033376E-01, -0.14226120510371364237824741899631, +0.10035582187599795575754676712933E-01, -0.57687646997674847650827025509167E-03, +0.27419931252196061034422160791471E-04, -0.11043175507344507604135381295905E-05, +0.38488755420345036949961311498174E-07, -0.11808582533875466969631751801581E-08, +0.32334215826050909646402930953354E-10, -0.79910159470045487581607374708595E-12, +0.17990725113961455611967245486634E-13, -0.37186354878186926382316828209493E-15, +0.71035990037142529711689908394666E-17, -0.12612455119155225832495424853333E-18, +0.20916406941769294369170500266666E-20, -0.32539731029314072982364160000000E-22, +0.47668672097976748332373333333333E-24, -0.65980120782851343155199999999999E-26, +0.86550114699637626197333333333333E-28, -0.10788925177498064213333333333333E-29, +0.12811883993017002666666666666666E-31 }; static int nterf = 0; static double sqeps = 0.0; static double sqrtpi = 1.77245385090551602729816748334115; double value; static double xbig = 0.0; double y; if ( nterf == 0 ) { nterf = r8_inits ( erfcs, 21, 0.1 * r8_mach ( 3 ) ); xbig = sqrt ( - log ( sqrtpi * r8_mach ( 3 ) ) ); sqeps = sqrt ( 2.0 * r8_mach ( 3 ) ); } y = r8_abs ( x ); if ( y <= sqeps ) { value = 2.0 * x / sqrtpi; } else if ( y <= 1.0 ) { value = x * ( 1.0 + r8_csevl ( 2.0 * x * x - 1.0, erfcs, nterf ) ); } else if ( y <= xbig ) { value = 1.0 - r8_erfc ( y ); if ( x < 0.0 ) { value = - value; } } else { value = 1.0; if ( x < 0.0 ) { value = - value; } } return value; } //****************************************************************************80 double r8_erfc ( double x ) //****************************************************************************80 // // Purpose: // // R8_ERFC evaluates the co-error function of an R8 argument. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 13 September 2011 // // Author: // // Original FORTRAN77 version by Wayne Fullerton. // C++ version by John Burkardt. // // Reference: // // Wayne Fullerton, // Portable Special Function Routines, // in Portability of Numerical Software, // edited by Wayne Cowell, // Lecture Notes in Computer Science, Volume 57, // Springer 1977, // ISBN: 978-3-540-08446-4, // LC: QA297.W65. // // Parameters: // // Input, double X, the argument. // // Output, double R8_ERFC, the co-error function of X. // { static double erc2cs[49] = { -0.6960134660230950112739150826197E-01, -0.4110133936262089348982212084666E-01, +0.3914495866689626881561143705244E-02, -0.4906395650548979161280935450774E-03, +0.7157479001377036380760894141825E-04, -0.1153071634131232833808232847912E-04, +0.1994670590201997635052314867709E-05, -0.3642666471599222873936118430711E-06, +0.6944372610005012589931277214633E-07, -0.1371220902104366019534605141210E-07, +0.2788389661007137131963860348087E-08, -0.5814164724331161551864791050316E-09, +0.1238920491752753181180168817950E-09, -0.2690639145306743432390424937889E-10, +0.5942614350847910982444709683840E-11, -0.1332386735758119579287754420570E-11, +0.3028046806177132017173697243304E-12, -0.6966648814941032588795867588954E-13, +0.1620854541053922969812893227628E-13, -0.3809934465250491999876913057729E-14, +0.9040487815978831149368971012975E-15, -0.2164006195089607347809812047003E-15, +0.5222102233995854984607980244172E-16, -0.1269729602364555336372415527780E-16, +0.3109145504276197583836227412951E-17, -0.7663762920320385524009566714811E-18, +0.1900819251362745202536929733290E-18, -0.4742207279069039545225655999965E-19, +0.1189649200076528382880683078451E-19, -0.3000035590325780256845271313066E-20, +0.7602993453043246173019385277098E-21, -0.1935909447606872881569811049130E-21, +0.4951399124773337881000042386773E-22, -0.1271807481336371879608621989888E-22, +0.3280049600469513043315841652053E-23, -0.8492320176822896568924792422399E-24, +0.2206917892807560223519879987199E-24, -0.5755617245696528498312819507199E-25, +0.1506191533639234250354144051199E-25, -0.3954502959018796953104285695999E-26, +0.1041529704151500979984645051733E-26, -0.2751487795278765079450178901333E-27, +0.7290058205497557408997703680000E-28, -0.1936939645915947804077501098666E-28, +0.5160357112051487298370054826666E-29, -0.1378419322193094099389644800000E-29, +0.3691326793107069042251093333333E-30, -0.9909389590624365420653226666666E-31, +0.2666491705195388413323946666666E-31 }; static double erfccs[59] = { +0.715179310202924774503697709496E-01, -0.265324343376067157558893386681E-01, +0.171115397792085588332699194606E-02, -0.163751663458517884163746404749E-03, +0.198712935005520364995974806758E-04, -0.284371241276655508750175183152E-05, +0.460616130896313036969379968464E-06, -0.822775302587920842057766536366E-07, +0.159214187277090112989358340826E-07, -0.329507136225284321486631665072E-08, +0.722343976040055546581261153890E-09, -0.166485581339872959344695966886E-09, +0.401039258823766482077671768814E-10, -0.100481621442573113272170176283E-10, +0.260827591330033380859341009439E-11, -0.699111056040402486557697812476E-12, +0.192949233326170708624205749803E-12, -0.547013118875433106490125085271E-13, +0.158966330976269744839084032762E-13, -0.472689398019755483920369584290E-14, +0.143587337678498478672873997840E-14, -0.444951056181735839417250062829E-15, +0.140481088476823343737305537466E-15, -0.451381838776421089625963281623E-16, +0.147452154104513307787018713262E-16, -0.489262140694577615436841552532E-17, +0.164761214141064673895301522827E-17, -0.562681717632940809299928521323E-18, +0.194744338223207851429197867821E-18, -0.682630564294842072956664144723E-19, +0.242198888729864924018301125438E-19, -0.869341413350307042563800861857E-20, +0.315518034622808557122363401262E-20, -0.115737232404960874261239486742E-20, +0.428894716160565394623737097442E-21, -0.160503074205761685005737770964E-21, +0.606329875745380264495069923027E-22, -0.231140425169795849098840801367E-22, +0.888877854066188552554702955697E-23, -0.344726057665137652230718495566E-23, +0.134786546020696506827582774181E-23, -0.531179407112502173645873201807E-24, +0.210934105861978316828954734537E-24, -0.843836558792378911598133256738E-25, +0.339998252494520890627359576337E-25, -0.137945238807324209002238377110E-25, +0.563449031183325261513392634811E-26, -0.231649043447706544823427752700E-26, +0.958446284460181015263158381226E-27, -0.399072288033010972624224850193E-27, +0.167212922594447736017228709669E-27, -0.704599152276601385638803782587E-28, +0.297976840286420635412357989444E-28, -0.126252246646061929722422632994E-28, +0.539543870454248793985299653154E-29, -0.238099288253145918675346190062E-29, +0.109905283010276157359726683750E-29, -0.486771374164496572732518677435E-30, +0.152587726411035756763200828211E-30 }; static double erfcs[21] = { -0.49046121234691808039984544033376E-01, -0.14226120510371364237824741899631, +0.10035582187599795575754676712933E-01, -0.57687646997674847650827025509167E-03, +0.27419931252196061034422160791471E-04, -0.11043175507344507604135381295905E-05, +0.38488755420345036949961311498174E-07, -0.11808582533875466969631751801581E-08, +0.32334215826050909646402930953354E-10, -0.79910159470045487581607374708595E-12, +0.17990725113961455611967245486634E-13, -0.37186354878186926382316828209493E-15, +0.71035990037142529711689908394666E-17, -0.12612455119155225832495424853333E-18, +0.20916406941769294369170500266666E-20, -0.32539731029314072982364160000000E-22, +0.47668672097976748332373333333333E-24, -0.65980120782851343155199999999999E-26, +0.86550114699637626197333333333333E-28, -0.10788925177498064213333333333333E-29, +0.12811883993017002666666666666666E-31 }; double eta; static int nterc2 = 0; static int nterf = 0; static int nterfc = 0; static double sqeps = 0.0; static double sqrtpi = 1.77245385090551602729816748334115; double value; static double xmax = 0.0; static double xsml = 0.0; double y; if ( nterf == 0 ) { eta = 0.1 * r8_mach ( 3 ); nterf = r8_inits ( erfcs, 21, eta ); nterfc = r8_inits ( erfccs, 59, eta ); nterc2 = r8_inits ( erc2cs, 49, eta ); xsml = - sqrt ( - log ( sqrtpi * r8_mach ( 3 ) ) ); xmax = sqrt (- log ( sqrtpi * r8_mach ( 1 ) ) ); xmax = xmax - 0.5 * log ( xmax ) / xmax - 0.01; sqeps = sqrt ( 2.0 * r8_mach ( 3 ) ); } if ( x <= xsml ) { value = 2.0; return value; } if ( xmax < x ) { cerr << "\n"; cerr << "R8_ERFC - Warning!\n"; cerr << " X so big that ERFC underflows.\n"; value = 0.0; return value; } y = r8_abs ( x ); if ( y < sqeps ) { value = 1.0 - 2.0 * x / sqrtpi; return value; } else if ( y <= 1.0 ) { value = 1.0 - x * ( 1.0 + r8_csevl ( 2.0 * x * x - 1.0, erfcs, nterf ) ); return value; } y = y * y; if ( y <= 4.0 ) { value = exp ( - y ) / r8_abs ( x ) * ( 0.5 + r8_csevl ( ( 8.0 / y - 5.0 ) / 3.0, erc2cs, nterc2 ) ); } else { value = exp ( - y ) / r8_abs ( x ) * ( 0.5 + r8_csevl ( 8.0 / y - 1.0, erfccs, nterfc ) ); } if ( x < 0.0 ) { value = 2.0 - value; } return value; } //****************************************************************************80 int r8_inits ( double dos[], int nos, double eta ) //****************************************************************************80 // // Purpose: // // R8_INITS initializes a Chebyshev series. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 15 September 2011 // // Author: // // C++ version by John Burkardt. // // Reference: // // Roger Broucke, // Algorithm 446: // Ten Subroutines for the Manipulation of Chebyshev Series, // Communications of the ACM, // Volume 16, Number 4, April 1973, pages 254-256. // // Parameters: // // Input, double DOS[NOS], the Chebyshev coefficients. // // Input, int NOS, the number of coefficients. // // Input, double ETA, the desired accuracy. // // Output, int R8_INITS, the number of terms of the series needed // to ensure the requested accuracy. // { double err; int i; int value; if ( nos < 1 ) { cerr << "\n"; cerr << "R8_INITS - Fatal error!\n"; cerr << " Number of coefficients < 1.\n"; exit ( 1 ); } err = 0.0; for ( i = nos - 1; 0 <= i; i-- ) { err = err + r8_abs ( dos[i] ); if ( eta < err ) { value = i + 1; return value; } } value = i; cerr << "\n"; cerr << "R8_INITS - Warning!\n"; cerr << " ETA may be too small.\n"; return value; } //****************************************************************************80 double r8_mach ( int i ) //****************************************************************************80 // // Purpose: // // R8_MACH returns double precision real machine constants. // // Discussion: // // Assuming that the internal representation of a double precision real // number is in base B, with T the number of base-B digits in the mantissa, // and EMIN the smallest possible exponent and EMAX the largest possible // exponent, then // // R8_MACH(1) = B^(EMIN-1), the smallest positive magnitude. // R8_MACH(2) = B^EMAX*(1-B^(-T)), the largest magnitude. // R8_MACH(3) = B^(-T), the smallest relative spacing. // R8_MACH(4) = B^(1-T), the largest relative spacing. // R8_MACH(5) = log10(B). // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 April 2007 // // Author: // // Original FORTRAN77 version by Phyllis Fox, Andrew Hall, Norman Schryer. // C++ version by John Burkardt. // // Reference: // // Phyllis Fox, Andrew Hall, Norman Schryer, // Algorithm 528: // Framework for a Portable Library, // ACM Transactions on Mathematical Software, // Volume 4, Number 2, June 1978, page 176-188. // // Parameters: // // Input, int I, chooses the parameter to be returned. // 1 <= I <= 5. // // Output, double R8_MACH, the value of the chosen parameter. // { double value; if ( i == 1 ) { value = 4.450147717014403E-308; } else if ( i == 2 ) { value = 8.988465674311579E+307; } else if ( i == 3 ) { value = 1.110223024625157E-016; } else if ( i == 4 ) { value = 2.220446049250313E-016; } else if ( i == 5 ) { value = 0.301029995663981E+000; } else if ( 5 < i ) { cerr << "\n"; cerr << "R8_MACH - Fatal error!\n"; cerr << " The input argument I is out of bounds.\n"; cerr << " Legal values satisfy 1 <= I <= 5.\n"; cerr << " I = " << i << "\n"; value = 0.0; exit ( 1 ); } return value; } //****************************************************************************80 double *r8mat_uniform_01 ( int m, int n, int *seed ) //****************************************************************************80 // // Purpose: // // R8MAT_UNIFORM_01 returns a unit pseudorandom R8MAT. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 October 2005 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Second Edition, // Springer, 1987, // ISBN: 0387964673, // LC: QA76.9.C65.B73. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, December 1986, pages 362-376. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation, // edited by Jerry Banks, // Wiley, 1998, // ISBN: 0471134031, // LC: T57.62.H37. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, Number 2, 1969, pages 136-143. // // Parameters: // // Input, int M, N, the number of rows and columns. // // Input/output, int *SEED, the "seed" value. Normally, this // value should not be 0. On output, SEED has // been updated. // // Output, double R8MAT_UNIFORM_01[M*N], a matrix of pseudorandom values. // { int i; int i4_huge = 2147483647; int j; int k; double *r; if ( *seed == 0 ) { cerr << "\n"; cerr << "R8MAT_UNIFORM_01 - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[m*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { k = *seed / 127773; *seed = 16807 * ( *seed - k * 127773 ) - k * 2836; if ( *seed < 0 ) { *seed = *seed + i4_huge; } r[i+j*m] = ( double ) ( *seed ) * 4.656612875E-10; } } return r; } //****************************************************************************80 double r8vec_sum ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8VEC_SUM returns the sum of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 15 October 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double A[N], the vector. // // Output, double R8VEC_SUM, the sum of the vector. // { int i; double value; value = 0.0; for ( i = 0; i < n; i++ ) { value = value + a[i]; } 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: // // 24 September 2003 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; size_t len; time_t now; now = time ( NULL ); tm = localtime ( &now ); len = strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); cout << time_buffer << "\n"; return; # undef TIME_SIZE }