# include # include # include # include # include # include # include # include using namespace std; int main ( int argc, char *argv[] ); void cdgqf ( int nt, int kind, double alpha, double beta, double t[], double wts[] ); void cgqf ( int nt, int kind, double alpha, double beta, double a, double b, double t[], double wts[] ); double class_matrix ( int kind, int m, double alpha, double beta, double aj[], double bj[] ); void imtqlx ( int n, double d[], double e[], double z[] ); void parchk ( int kind, int m, double alpha, double beta ); double r8_sign ( double x ); void r8mat_write ( string output_filename, int m, int n, double table[] ); void rule_write ( int order, string filename, double x[], double w[], double r[] ); void scqf ( int nt, double t[], int mlt[], double wts[], int nwts, int ndx[], double swts[], double st[], int kind, double alpha, double beta, double a, double b ); void sgqf ( int nt, double aj[], double bj[], double zemu, double t[], double wts[] ); void timestamp ( ); //****************************************************************************80 int main ( int argc, char *argv[] ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for JACOBI_RULE. // // Discussion: // // This program computes a standard Gauss-Jacobi quadrature rule // and writes it to a file. // // The user specifies: // * the ORDER (number of points) in the rule // * ALPHA, the exponent of ( 1 - x ); // * BETA, the exponent of ( 1 + x ); // * A, the left endpoint; // * B, the right endpoint; // * FILENAME, the root name of the output files. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 28 February 2010 // // Author: // // John Burkardt // { double a; double alpha; double b; double beta; string filename; int kind; int order; double *r; double *w; double *x; cout << "\n"; timestamp ( ); cout << "\n"; cout << "JACOBI_RULE\n"; cout << " C++ version\n"; cout << "\n"; cout << " Compute a Gauss-Jacobi quadrature rule for approximating\n"; cout << " Integral ( A <= x <= B ) (B-x)^alpha (x-A)^beta f(x) dx\n"; cout << " of order ORDER.\n"; cout << "\n"; cout << " The user specifies ORDER, ALPHA, BETA, A, B, and FILENAME.\n"; cout << "\n"; cout << " ORDER is the number of points.\n"; cout << " ALPHA is the exponent of ( B - x );\n"; cout << " BETA is the exponent of ( x - A );\n"; cout << " A is the left endpoint\n"; cout << " B is the right endpoint\n"; cout << " FILENAME is used to generate 3 files:\n"; cout << " filename_w.txt - the weight file\n"; cout << " filename_x.txt - the abscissa file.\n"; cout << " filename_r.txt - the region file.\n"; // // Get ORDER. // if ( 1 < argc ) { order = atoi ( argv[1] ); } else { cout << "\n"; cout << " Enter the value of ORDER (1 or greater)\n"; cin >> order; } // // Get ALPHA. // if ( 2 < argc ) { alpha = atof ( argv[2] ); } else { cout << "\n"; cout << " ALPHA is the exponent of (B-x) in the integral:\n"; cout << " Note that -1.0 < ALPHA is required.\n"; cout << " Enter the value of ALPHA:\n"; cin >> alpha; } // // Get BETA. // if ( 3 < argc ) { beta = atof ( argv[3] ); } else { cout << "\n"; cout << " BETA is the exponent of (x-A) in the integral:\n"; cout << " Note that -1.0 < BETA is required.\n"; cout << " Enter the value of BETA:\n"; cin >> beta; } // // Get A. // if ( 4 < argc ) { a = atof ( argv[4] ); } else { cout << "\n"; cout << " Enter the value of A:\n"; cin >> a; } // // Get B. // if ( 5 < argc ) { b = atof ( argv[5] ); } else { cout << "\n"; cout << " Enter the value of B:\n"; cin >> b; } // // Get FILENAME. // if ( 6 < argc ) { filename = argv[6]; } else { cout << "\n"; cout << " Enter FILENAME, the \"root name\" of the quadrature files).\n"; cin >> filename; } // // Input summary. // cout << "\n"; cout << " ORDER = = " << order << "\n"; cout << " ALPHA = " << alpha << "\n"; cout << " BETA = " << beta << "\n"; cout << " A = " << a << "\n"; cout << " B = " << b << "\n"; cout << " FILENAME is \"" << filename << "\".\n"; // // Construct the rule. // w = new double[order]; x = new double[order]; kind = 4; cgqf ( order, kind, alpha, beta, a, b, x, w ); // // Write the rule. // r = new double[2]; r[0] = a; r[1] = b; rule_write ( order, filename, x, w, r ); // // Free memory. // delete [] r; delete [] w; delete [] x; // // Terminate. // cout << "\n"; cout << "JACOBI_RULE:\n"; cout << " Normal end of execution.\n"; cout << "\n"; timestamp ( ); return 0; } //****************************************************************************80 void cdgqf ( int nt, int kind, double alpha, double beta, double t[], double wts[] ) //****************************************************************************80 // // Purpose: // // CDGQF computes a Gauss quadrature formula with default A, B and simple knots. // // Discussion: // // This routine computes all the knots and weights of a Gauss quadrature // formula with a classical weight function with default values for A and B, // and only simple knots. // // There are no moments checks and no printing is done. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 January 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Parameters: // // Input, int NT, the number of knots. // // Input, int KIND, the rule. // 1, Legendre, (a,b) 1.0 // 2, Chebyshev, (a,b) ((b-x)*(x-a))^(-0.5) // 3, Gegenbauer, (a,b) ((b-x)*(x-a))^alpha // 4, Jacobi, (a,b) (b-x)^alpha*(x-a)^beta // 5, Generalized Laguerre, (a,inf) (x-a)^alpha*exp(-b*(x-a)) // 6, Generalized Hermite, (-inf,inf) |x-a|^alpha*exp(-b*(x-a)^2) // 7, Exponential, (a,b) |x-(a+b)/2.0|^alpha // 8, Rational, (a,inf) (x-a)^alpha*(x+b)^beta // // Input, double ALPHA, the value of Alpha, if needed. // // Input, double BETA, the value of Beta, if needed. // // Output, double T[NT], the knots. // // Output, double WTS[NT], the weights. // { double *aj; double *bj; double zemu; parchk ( kind, 2 * nt, alpha, beta ); // // Get the Jacobi matrix and zero-th moment. // aj = new double[nt]; bj = new double[nt]; zemu = class_matrix ( kind, nt, alpha, beta, aj, bj ); // // Compute the knots and weights. // sgqf ( nt, aj, bj, zemu, t, wts ); delete [] aj; delete [] bj; return; } //****************************************************************************80 void cgqf ( int nt, int kind, double alpha, double beta, double a, double b, double t[], double wts[] ) //****************************************************************************80 // // Purpose: // // CGQF computes knots and weights of a Gauss quadrature formula. // // Discussion: // // The user may specify the interval (A,B). // // Only simple knots are produced. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 16 February 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Parameters: // // Input, int NT, the number of knots. // // Input, int KIND, the rule. // 1, Legendre, (a,b) 1.0 // 2, Chebyshev Type 1, (a,b) ((b-x)*(x-a))^-0.5) // 3, Gegenbauer, (a,b) ((b-x)*(x-a))^alpha // 4, Jacobi, (a,b) (b-x)^alpha*(x-a)^beta // 5, Generalized Laguerre, (a,+oo) (x-a)^alpha*exp(-b*(x-a)) // 6, Generalized Hermite, (-oo,+oo) |x-a|^alpha*exp(-b*(x-a)^2) // 7, Exponential, (a,b) |x-(a+b)/2.0|^alpha // 8, Rational, (a,+oo) (x-a)^alpha*(x+b)^beta // 9, Chebyshev Type 2, (a,b) ((b-x)*(x-a))^(+0.5) // // Input, double ALPHA, the value of Alpha, if needed. // // Input, double BETA, the value of Beta, if needed. // // Input, double A, B, the interval endpoints, or // other parameters. // // Output, double T[NT], the knots. // // Output, double WTS[NT], the weights. // { int i; int *mlt; int *ndx; // // Compute the Gauss quadrature formula for default values of A and B. // cdgqf ( nt, kind, alpha, beta, t, wts ); // // Prepare to scale the quadrature formula to other weight function with // valid A and B. // mlt = new int[nt]; for ( i = 0; i < nt; i++ ) { mlt[i] = 1; } ndx = new int[nt]; for ( i = 0; i < nt; i++ ) { ndx[i] = i + 1; } scqf ( nt, t, mlt, wts, nt, ndx, wts, t, kind, alpha, beta, a, b ); delete [] mlt; delete [] ndx; return; } //****************************************************************************80 double class_matrix ( int kind, int m, double alpha, double beta, double aj[], double bj[] ) //****************************************************************************80 // // Purpose: // // CLASS_MATRIX computes the Jacobi matrix for a quadrature rule. // // Discussion: // // This routine computes the diagonal AJ and sub-diagonal BJ // elements of the order M tridiagonal symmetric Jacobi matrix // associated with the polynomials orthogonal with respect to // the weight function specified by KIND. // // For weight functions 1-7, M elements are defined in BJ even // though only M-1 are needed. For weight function 8, BJ(M) is // set to zero. // // The zero-th moment of the weight function is returned in ZEMU. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 January 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Parameters: // // Input, int KIND, the rule. // 1, Legendre, (a,b) 1.0 // 2, Chebyshev, (a,b) ((b-x)*(x-a))^(-0.5) // 3, Gegenbauer, (a,b) ((b-x)*(x-a))^alpha // 4, Jacobi, (a,b) (b-x)^alpha*(x-a)^beta // 5, Generalized Laguerre, (a,inf) (x-a)^alpha*exp(-b*(x-a)) // 6, Generalized Hermite, (-inf,inf) |x-a|^alpha*exp(-b*(x-a)^2) // 7, Exponential, (a,b) |x-(a+b)/2.0|^alpha // 8, Rational, (a,inf) (x-a)^alpha*(x+b)^beta // // Input, int M, the order of the Jacobi matrix. // // Input, double ALPHA, the value of Alpha, if needed. // // Input, double BETA, the value of Beta, if needed. // // Output, double AJ[M], BJ[M], the diagonal and subdiagonal // of the Jacobi matrix. // // Output, double CLASS_MATRIX, the zero-th moment. // { double a2b2; double ab; double aba; double abi; double abj; double abti; double apone; int i; double pi = 3.14159265358979323846264338327950; double temp; double temp2; double zemu; temp = DBL_EPSILON; parchk ( kind, 2 * m - 1, alpha, beta ); temp2 = 0.5; if ( 500.0 * temp < fabs ( pow ( tgamma ( temp2 ), 2 ) - pi ) ) { cerr << "\n"; cerr << "CLASS_MATRIX - Fatal error!\n"; cerr << " Gamma function does not match machine parameters.\n"; exit ( 1 ); } if ( kind == 1 ) { ab = 0.0; zemu = 2.0 / ( ab + 1.0 ); for ( i = 0; i < m; i++ ) { aj[i] = 0.0; } for ( i = 1; i <= m; i++ ) { abi = i + ab * ( i % 2 ); abj = 2 * i + ab; bj[i-1] = sqrt ( abi * abi / ( abj * abj - 1.0 ) ); } } else if ( kind == 2 ) { zemu = pi; for ( i = 0; i < m; i++ ) { aj[i] = 0.0; } bj[0] = sqrt ( 0.5 ); for ( i = 1; i < m; i++ ) { bj[i] = 0.5; } } else if ( kind == 3 ) { ab = alpha * 2.0; zemu = pow ( 2.0, ab + 1.0 ) * pow ( tgamma ( alpha + 1.0 ), 2 ) / tgamma ( ab + 2.0 ); for ( i = 0; i < m; i++ ) { aj[i] = 0.0; } bj[0] = sqrt ( 1.0 / ( 2.0 * alpha + 3.0 ) ); for ( i = 2; i <= m; i++ ) { bj[i-1] = sqrt ( i * ( i + ab ) / ( 4.0 * pow ( i + alpha, 2 ) - 1.0 ) ); } } else if ( kind == 4 ) { ab = alpha + beta; abi = 2.0 + ab; zemu = pow ( 2.0, ab + 1.0 ) * tgamma ( alpha + 1.0 ) * tgamma ( beta + 1.0 ) / tgamma ( abi ); aj[0] = ( beta - alpha ) / abi; bj[0] = sqrt ( 4.0 * ( 1.0 + alpha ) * ( 1.0 + beta ) / ( ( abi + 1.0 ) * abi * abi ) ); a2b2 = beta * beta - alpha * alpha; for ( i = 2; i <= m; i++ ) { abi = 2.0 * i + ab; aj[i-1] = a2b2 / ( ( abi - 2.0 ) * abi ); abi = abi * abi; bj[i-1] = sqrt ( 4.0 * i * ( i + alpha ) * ( i + beta ) * ( i + ab ) / ( ( abi - 1.0 ) * abi ) ); } } else if ( kind == 5 ) { zemu = tgamma ( alpha + 1.0 ); for ( i = 1; i <= m; i++ ) { aj[i-1] = 2.0 * i - 1.0 + alpha; bj[i-1] = sqrt ( i * ( i + alpha ) ); } } else if ( kind == 6 ) { zemu = tgamma ( ( alpha + 1.0 ) / 2.0 ); for ( i = 0; i < m; i++ ) { aj[i] = 0.0; } for ( i = 1; i <= m; i++ ) { bj[i-1] = sqrt ( ( i + alpha * ( i % 2 ) ) / 2.0 ); } } else if ( kind == 7 ) { ab = alpha; zemu = 2.0 / ( ab + 1.0 ); for ( i = 0; i < m; i++ ) { aj[i] = 0.0; } for ( i = 1; i <= m; i++ ) { abi = i + ab * ( i % 2 ); abj = 2 * i + ab; bj[i-1] = sqrt ( abi * abi / ( abj * abj - 1.0 ) ); } } else if ( kind == 8 ) { ab = alpha + beta; zemu = tgamma ( alpha + 1.0 ) * tgamma ( - ( ab + 1.0 ) ) / tgamma ( - beta ); apone = alpha + 1.0; aba = ab * apone; aj[0] = - apone / ( ab + 2.0 ); bj[0] = - aj[0] * ( beta + 1.0 ) / ( ab + 2.0 ) / ( ab + 3.0 ); for ( i = 2; i <= m; i++ ) { abti = ab + 2.0 * i; aj[i-1] = aba + 2.0 * ( ab + i ) * ( i - 1 ); aj[i-1] = - aj[i-1] / abti / ( abti - 2.0 ); } for ( i = 2; i <= m - 1; i++ ) { abti = ab + 2.0 * i; bj[i-1] = i * ( alpha + i ) / ( abti - 1.0 ) * ( beta + i ) / ( abti * abti ) * ( ab + i ) / ( abti + 1.0 ); } bj[m-1] = 0.0; for ( i = 0; i < m; i++ ) { bj[i] = sqrt ( bj[i] ); } } return zemu; } //****************************************************************************80 void imtqlx ( int n, double d[], double e[], double z[] ) //****************************************************************************80 // // Purpose: // // IMTQLX diagonalizes a symmetric tridiagonal matrix. // // Discussion: // // This routine is a slightly modified version of the EISPACK routine to // perform the implicit QL algorithm on a symmetric tridiagonal matrix. // // The authors thank the authors of EISPACK for permission to use this // routine. // // It has been modified to produce the product Q' * Z, where Z is an input // vector and Q is the orthogonal matrix diagonalizing the input matrix. // The changes consist (essentialy) of applying the orthogonal transformations // directly to Z as they are generated. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 January 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Roger Martin, James Wilkinson, // The Implicit QL Algorithm, // Numerische Mathematik, // Volume 12, Number 5, December 1968, pages 377-383. // // Parameters: // // Input, int N, the order of the matrix. // // Input/output, double D(N), the diagonal entries of the matrix. // On output, the information in D has been overwritten. // // Input/output, double E(N), the subdiagonal entries of the // matrix, in entries E(1) through E(N-1). On output, the information in // E has been overwritten. // // Input/output, double Z(N). On input, a vector. On output, // the value of Q' * Z, where Q is the matrix that diagonalizes the // input symmetric tridiagonal matrix. // { double b; double c; double f; double g; int i; int ii; int itn = 30; int j; int k; int l; int m; int mml; double p; double prec; double r; double s; prec = DBL_EPSILON; if ( n == 1 ) { return; } e[n-1] = 0.0; for ( l = 1; l <= n; l++ ) { j = 0; for ( ; ; ) { for ( m = l; m <= n; m++ ) { if ( m == n ) { break; } if ( fabs ( e[m-1] ) <= prec * ( fabs ( d[m-1] ) + fabs ( d[m] ) ) ) { break; } } p = d[l-1]; if ( m == l ) { break; } if ( itn <= j ) { cerr << "\n"; cerr << "IMTQLX - Fatal error!\n"; cerr << " Iteration limit exceeded\n"; exit ( 1 ); } j = j + 1; g = ( d[l] - p ) / ( 2.0 * e[l-1] ); r = sqrt ( g * g + 1.0 ); g = d[m-1] - p + e[l-1] / ( g + fabs ( r ) * r8_sign ( g ) ); s = 1.0; c = 1.0; p = 0.0; mml = m - l; for ( ii = 1; ii <= mml; ii++ ) { i = m - ii; f = s * e[i-1]; b = c * e[i-1]; if ( fabs ( g ) <= fabs ( f ) ) { c = g / f; r = sqrt ( c * c + 1.0 ); e[i] = f * r; s = 1.0 / r; c = c * s; } else { s = f / g; r = sqrt ( s * s + 1.0 ); e[i] = g * r; c = 1.0 / r; s = s * c; } g = d[i] - p; r = ( d[i-1] - g ) * s + 2.0 * c * b; p = s * r; d[i] = g + p; g = c * r - b; f = z[i]; z[i] = s * z[i-1] + c * f; z[i-1] = c * z[i-1] - s * f; } d[l-1] = d[l-1] - p; e[l-1] = g; e[m-1] = 0.0; } } // // Sorting. // for ( ii = 2; ii <= m; ii++ ) { i = ii - 1; k = i; p = d[i-1]; for ( j = ii; j <= n; j++ ) { if ( d[j-1] < p ) { k = j; p = d[j-1]; } } if ( k != i ) { d[k-1] = d[i-1]; d[i-1] = p; p = z[i-1]; z[i-1] = z[k-1]; z[k-1] = p; } } return; } //****************************************************************************80 void parchk ( int kind, int m, double alpha, double beta ) //****************************************************************************80 // // Purpose: // // PARCHK checks parameters ALPHA and BETA for classical weight functions. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 07 January 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Parameters: // // Input, int KIND, the rule. // 1, Legendre, (a,b) 1.0 // 2, Chebyshev, (a,b) ((b-x)*(x-a))^(-0.5) // 3, Gegenbauer, (a,b) ((b-x)*(x-a))^alpha // 4, Jacobi, (a,b) (b-x)^alpha*(x-a)^beta // 5, Generalized Laguerre, (a,inf) (x-a)^alpha*exp(-b*(x-a)) // 6, Generalized Hermite, (-inf,inf) |x-a|^alpha*exp(-b*(x-a)^2) // 7, Exponential, (a,b) |x-(a+b)/2.0|^alpha // 8, Rational, (a,inf) (x-a)^alpha*(x+b)^beta // // Input, int M, the order of the highest moment to // be calculated. This value is only needed when KIND = 8. // // Input, double ALPHA, BETA, the parameters, if required // by the value of KIND. // { double tmp; if ( kind <= 0 ) { cerr << "\n"; cerr << "PARCHK - Fatal error!\n"; cerr << " KIND <= 0.\n"; exit ( 1 ); } // // Check ALPHA for Gegenbauer, Jacobi, Laguerre, Hermite, Exponential. // if ( 3 <= kind && alpha <= -1.0 ) { cerr << "\n"; cerr << "PARCHK - Fatal error!\n"; cerr << " 3 <= KIND and ALPHA <= -1.\n"; exit ( 1 ); } // // Check BETA for Jacobi. // if ( kind == 4 && beta <= -1.0 ) { cerr << "\n"; cerr << "PARCHK - Fatal error!\n"; cerr << " KIND == 4 and BETA <= -1.0.\n"; exit ( 1 ); } // // Check ALPHA and BETA for rational. // if ( kind == 8 ) { tmp = alpha + beta + m + 1.0; if ( 0.0 <= tmp || tmp <= beta ) { cerr << "\n"; cerr << "PARCHK - Fatal error!\n"; cerr << " KIND == 8 but condition on ALPHA and BETA fails.\n"; exit ( 1 ); } } return; } //****************************************************************************80 double r8_sign ( double x ) //****************************************************************************80 // // Purpose: // // R8_SIGN returns the sign of an R8. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 October 2004 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the number whose sign is desired. // // Output, double R8_SIGN, the sign of X. // { double value; if ( x < 0.0 ) { value = -1.0; } else { value = 1.0; } return value; } //****************************************************************************80 void r8mat_write ( string output_filename, int m, int n, double table[] ) //****************************************************************************80 // // Purpose: // // R8MAT_WRITE writes an R8MAT file with no header. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 29 June 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string OUTPUT_FILENAME, the output filename. // // Input, int M, the spatial dimension. // // Input, int N, the number of points. // // Input, double TABLE[M*N], the table data. // { int i; int j; ofstream output; // // Open the file. // output.open ( output_filename.c_str ( ) ); if ( !output ) { cerr << "\n"; cerr << "R8MAT_WRITE - Fatal error!\n"; cerr << " Could not open the output file.\n"; return; } // // Write the data. // for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { output << " " << setw(24) << setprecision(16) << table[i+j*m]; } output << "\n"; } // // Close the file. // output.close ( ); return; } //****************************************************************************80 void rule_write ( int order, string filename, double x[], double w[], double r[] ) //****************************************************************************80 // // Purpose: // // RULE_WRITE writes a quadrature rule to three files. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 February 2010 // // Author: // // John Burkardt // // Parameters: // // Input, int ORDER, the order of the rule. // // Input, double A, the left endpoint. // // Input, double B, the right endpoint. // // Input, string FILENAME, specifies the output filenames. // "filename_w.txt", "filename_x.txt", "filename_r.txt" // defining weights, abscissas, and region. // { string filename_r; string filename_w; string filename_x; filename_w = filename + "_w.txt"; filename_x = filename + "_x.txt"; filename_r = filename + "_r.txt"; cout << "\n"; cout << " Creating quadrature files.\n"; cout << "\n"; cout << " Root file name is \"" << filename << "\".\n"; cout << "\n"; cout << " Weight file will be \"" << filename_w << "\".\n"; cout << " Abscissa file will be \"" << filename_x << "\".\n"; cout << " Region file will be \"" << filename_r << "\".\n"; r8mat_write ( filename_w, 1, order, w ); r8mat_write ( filename_x, 1, order, x ); r8mat_write ( filename_r, 1, 2, r ); return; } //****************************************************************************80 void scqf ( int nt, double t[], int mlt[], double wts[], int nwts, int ndx[], double swts[], double st[], int kind, double alpha, double beta, double a, double b ) //****************************************************************************80 // // Purpose: // // SCQF scales a quadrature formula to a nonstandard interval. // // Discussion: // // The arrays WTS and SWTS may coincide. // // The arrays T and ST may coincide. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 16 February 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Parameters: // // Input, int NT, the number of knots. // // Input, double T[NT], the original knots. // // Input, int MLT[NT], the multiplicity of the knots. // // Input, double WTS[NWTS], the weights. // // Input, int NWTS, the number of weights. // // Input, int NDX[NT], used to index the array WTS. // For more details see the comments in CAWIQ. // // Output, double SWTS[NWTS], the scaled weights. // // Output, double ST[NT], the scaled knots. // // Input, int KIND, the rule. // 1, Legendre, (a,b) 1.0 // 2, Chebyshev Type 1, (a,b) ((b-x)*(x-a))^(-0.5) // 3, Gegenbauer, (a,b) ((b-x)*(x-a))^alpha // 4, Jacobi, (a,b) (b-x)^alpha*(x-a)^beta // 5, Generalized Laguerre, (a,+oo) (x-a)^alpha*exp(-b*(x-a)) // 6, Generalized Hermite, (-oo,+oo) |x-a|^alpha*exp(-b*(x-a)^2) // 7, Exponential, (a,b) |x-(a+b)/2.0|^alpha // 8, Rational, (a,+oo) (x-a)^alpha*(x+b)^beta // 9, Chebyshev Type 2, (a,b) ((b-x)*(x-a))^(+0.5) // // Input, double ALPHA, the value of Alpha, if needed. // // Input, double BETA, the value of Beta, if needed. // // Input, double A, B, the interval endpoints. // { double al; double be; int i; int k; int l; double p; double shft; double slp; double temp; double tmp; temp = DBL_EPSILON; parchk ( kind, 1, alpha, beta ); if ( kind == 1 ) { al = 0.0; be = 0.0; if ( fabs ( b - a ) <= temp ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " |B - A| too small.\n"; exit ( 1 ); } shft = ( a + b ) / 2.0; slp = ( b - a ) / 2.0; } else if ( kind == 2 ) { al = -0.5; be = -0.5; if ( fabs ( b - a ) <= temp ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " |B - A| too small.\n"; exit ( 1 ); } shft = ( a + b ) / 2.0; slp = ( b - a ) / 2.0; } else if ( kind == 3 ) { al = alpha; be = alpha; if ( fabs ( b - a ) <= temp ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " |B - A| too small.\n"; exit ( 1 ); } shft = ( a + b ) / 2.0; slp = ( b - a ) / 2.0; } else if ( kind == 4 ) { al = alpha; be = beta; if ( fabs ( b - a ) <= temp ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " |B - A| too small.\n"; exit ( 1 ); } shft = ( a + b ) / 2.0; slp = ( b - a ) / 2.0; } else if ( kind == 5 ) { if ( b <= 0.0 ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " B <= 0\n"; exit ( 1 ); } shft = a; slp = 1.0 / b; al = alpha; be = 0.0; } else if ( kind == 6 ) { if ( b <= 0.0 ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " B <= 0.\n"; exit ( 1 ); } shft = a; slp = 1.0 / sqrt ( b ); al = alpha; be = 0.0; } else if ( kind == 7 ) { al = alpha; be = 0.0; if ( fabs ( b - a ) <= temp ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " |B - A| too small.\n"; exit ( 1 ); } shft = ( a + b ) / 2.0; slp = ( b - a ) / 2.0; } else if ( kind == 8 ) { if ( a + b <= 0.0 ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " A + B <= 0.\n"; exit ( 1 ); } shft = a; slp = a + b; al = alpha; be = beta; } else if ( kind == 9 ) { al = 0.5; be = 0.5; if ( fabs ( b - a ) <= temp ) { cerr << "\n"; cerr << "SCQF - Fatal error!\n"; cerr << " |B - A| too small.\n"; exit ( 1 ); } shft = ( a + b ) / 2.0; slp = ( b - a ) / 2.0; } p = pow ( slp, al + be + 1.0 ); for ( k = 0; k < nt; k++ ) { st[k] = shft + slp * t[k]; l = abs ( ndx[k] ); if ( l != 0 ) { tmp = p; for ( i = l - 1; i <= l - 1 + mlt[k] - 1; i++ ) { swts[i] = wts[i] * tmp; tmp = tmp * slp; } } } return; } //****************************************************************************80 void sgqf ( int nt, double aj[], double bj[], double zemu, double t[], double wts[] ) //****************************************************************************80 // // Purpose: // // SGQF computes knots and weights of a Gauss Quadrature formula. // // Discussion: // // This routine computes all the knots and weights of a Gauss quadrature // formula with simple knots from the Jacobi matrix and the zero-th // moment of the weight function, using the Golub-Welsch technique. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 January 2010 // // Author: // // Original FORTRAN77 version by Sylvan Elhay, Jaroslav Kautsky. // C++ version by John Burkardt. // // Reference: // // Sylvan Elhay, Jaroslav Kautsky, // Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of // Interpolatory Quadrature, // ACM Transactions on Mathematical Software, // Volume 13, Number 4, December 1987, pages 399-415. // // Parameters: // // Input, int NT, the number of knots. // // Input, double AJ[NT], the diagonal of the Jacobi matrix. // // Input/output, double BJ[NT], the subdiagonal of the Jacobi // matrix, in entries 1 through NT-1. On output, BJ has been overwritten. // // Input, double ZEMU, the zero-th moment of the weight function. // // Output, double T[NT], the knots. // // Output, double WTS[NT], the weights. // { int i; // // Exit if the zero-th moment is not positive. // if ( zemu <= 0.0 ) { cerr << "\n"; cerr << "SGQF - Fatal error!\n"; cerr << " ZEMU <= 0.\n"; exit ( 1 ); } // // Set up vectors for IMTQLX. // for ( i = 0; i < nt; i++ ) { t[i] = aj[i]; } wts[0] = sqrt ( zemu ); for ( i = 1; i < nt; i++ ) { wts[i] = 0.0; } // // Diagonalize the Jacobi matrix. // imtqlx ( nt, t, bj, wts ); for ( i = 0; i < nt; i++ ) { wts[i] = wts[i] * wts[i]; } return; } //****************************************************************************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 MIT 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; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }