# include # include # include # include # include # include using namespace std; # include "nintlib.hpp" //****************************************************************************80 double box_nd ( double func ( int dim_num, double x[] ), int dim_num, int order, double xtab[], double weight[], int *eval_num ) //****************************************************************************80 // // Purpose: // // BOX_ND estimates a multidimensional integral using a product rule. // // Discussion: // // The routine creates a DIM_NUM-dimensional product rule from a 1D rule // supplied by the user. The routine is fairly inflexible. If // you supply a rule for integration from -1 to 1, then your product // box must be a product of DIM_NUM copies of the interval [-1,1]. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 25 February 2007 // // Author: // // John Burkardt // // Reference: // // Philip Davis, Philip Rabinowitz, // Methods of Numerical Integration, // Second Edition, // Dover, 2007, // ISBN: 0486453391, // LC: QA299.3.D28. // // Parameters: // // Input, double FUNC ( int dim_num, double x[] ), evaluates // the function to be integrated. // // Input, int DIM_NUM, the spatial dimension. // // Input, int ORDER, the number of points used in the 1D rule. // // Input, double XTAB[ORDER], the abscissas of the 1D rule. // // Input, double WEIGHT[ORDER], the weights of the 1D rule. // // Output, int *EVAL_NUM, the number of function evaluations. // // Output, double BOX_ND, the approximate value of the integral. // { int dim; int *indx; int k; double result; double w; double *x; *eval_num = 0; if ( dim_num < 1 ) { cout << "\n"; cout << "BOX_ND - Fatal error!\n"; cout << " DIM_NUM < 1.\n"; cout << " DIM_NUM = " << dim_num << "\n"; exit ( 1 ); } if ( order < 1 ) { cout << "\n"; cout << "BOX_ND - Fatal error!\n"; cout << " ORDER < 1.\n"; cout << " ORDER = " << order << "\n"; exit ( 1 ); } k = 0; result = 0.0; indx = new int[dim_num]; x = new double[dim_num]; for ( ; ; ) { tuple_next ( 1, order, dim_num, &k, indx ); if ( k == 0 ) { break; } w = 1.0; for ( dim = 0; dim < dim_num; dim++ ) { w = w * weight[indx[dim]-1]; } for ( dim = 0; dim < dim_num; dim++ ) { x[dim] = xtab[indx[dim]-1]; } result = result + w * func ( dim_num, x ); *eval_num = *eval_num + 1; } delete [] indx; delete [] x; return result; } //****************************************************************************80 int i4_huge ( void ) //****************************************************************************80 // // Purpose: // // I4_HUGE returns a "huge" I4. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 16 May 2003 // // Author: // // John Burkardt // // Parameters: // // Output, int I4_HUGE, a "huge" I4. // { return 2147483647; } //****************************************************************************80 int i4_power ( int i, int j ) //****************************************************************************80 // // Purpose: // // I4_POWER returns the value of I^J. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 April 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int I, J, the base and the power. J should be nonnegative. // // Output, int I4_POWER, the value of I^J. // { int k; int value; if ( j < 0 ) { if ( i == 1 ) { value = 1; } else if ( i == 0 ) { cout << "\n"; cout << "I4_POWER - Fatal error!\n"; cout << " I^J requested, with I = 0 and J negative.\n"; exit ( 1 ); } else { value = 0; } } else if ( j == 0 ) { if ( i == 0 ) { cout << "\n"; cout << "I4_POWER - Fatal error!\n"; cout << " I^J requested, with I = 0 and J = 0.\n"; exit ( 1 ); } else { value = 1; } } else if ( j == 1 ) { value = i; } else { value = 1; for ( k = 1; k <= j; k++ ) { value = value * i; } } return value; } //****************************************************************************80 double monte_carlo_nd ( double func ( int dim_num, double x[] ), int dim_num, double a[], double b[], int eval_num, int *seed ) //****************************************************************************80 // // Purpose: // // MONTE_CARLO_ND estimates a multidimensional integral using Monte Carlo. // // Discussion: // // Unlike the other routines, this routine requires the user to specify // the number of function evaluations as an INPUT quantity. // No attempt at error estimation is made. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 25 February 2007 // // Author: // // John Burkardt // // Reference: // // Philip Davis, Philip Rabinowitz, // Methods of Numerical Integration, // Second Edition, // Dover, 2007, // ISBN: 0486453391, // LC: QA299.3.D28. // // Parameters: // // Input, double FUNC ( int dim_num, double x[] ), evaluates // the function to be integrated. // // Input, int DIM_NUM, the spatial dimension. // // Input, double A[DIM_NUM], B[DIM_NUM], the integration limits. // // Input, int EVAL_NUM, the number of function evaluations. // // Input/output, int *SEED, a seed for the random number generator. // // Output, double MONTE_CARLO_ND, the approximate value of the integral. // { int dim; int i; double result; double volume; double *x; result = 0.0; for ( i = 0; i < eval_num; i++ ) { x = r8vec_uniform_01_new ( dim_num, seed ); result = result + func ( dim_num, x ); delete [] x; } volume = 1.0; for ( dim = 0; dim < dim_num; dim++ ) { volume = volume * ( b[dim] - a[dim] ); } result = result * volume / ( double ) ( eval_num ); return result; } //****************************************************************************80 double p5_nd ( double func ( int dim_num, double x[] ), int dim_num, double a[], double b[], int *eval_num ) //****************************************************************************80 // // Purpose: // // P5_ND estimates a multidimensional integral with a formula of exactness 5. // // Discussion: // // The routine uses a method which is exact for polynomials of total // degree 5 or less. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 25 February 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, double FUNC ( int dim_num, double x[] ), evaluates // the function to be integrated. // // Input, int DIM_NUM, the spatial dimension. // // Input, double A[DIM_NUM], B[DIM_NUM], the integration limits. // // Output, int *EVAL_NUM, the number of function evaluations. // // Output, double P5_ND, the approximate value of the integral. // { double a0; double a1; double a2; double a3; double a4; double a5; int dim; double en; int i; int j; double result; double sum1; double sum2; double sum3; double volume; double *work; *eval_num = 0; if ( dim_num < 1 ) { cout << "\n"; cout << "P5_ND - Fatal error!\n"; cout << " DIM_NUM < 1, DIM_NUM = " << dim_num << "\n"; exit ( 1 ); } a2 = 25.0 / 324.0; a3 = sqrt ( 0.6 ); en = ( double ) ( dim_num ); a0 = ( 25.0 * en * en - 115.0 * en + 162.0 ) / 162.0; a1 = ( 70.0 - 25.0 * en ) / 162.0; volume = 1.0; for ( dim = 0; dim < dim_num; dim++ ) { volume = volume * ( b[dim] - a[dim] ); } work = new double[dim_num]; for ( dim = 0; dim < dim_num; dim++ ) { work[dim] = 0.5 * ( a[dim] + b[dim] ); } result = 0.0; if ( volume == 0.0 ) { cout << "\n"; cout << "P5_ND - Warning!\n"; cout << " Volume = 0, integral = 0.\n"; delete [] work; return result; } sum1 = a0 * func ( dim_num, work ); *eval_num = *eval_num + 1; sum2 = 0.0; sum3 = 0.0; for ( i = 0; i < dim_num; i++ ) { work[i] = 0.5 * ( ( a[i] + b[i] ) + a3 * ( b[i] - a[i] ) ); sum2 = sum2 + func ( dim_num, work ); *eval_num = *eval_num + 1; work[i] = 0.5 * ( ( a[i] + b[i] ) - a3 * ( b[i] - a[i] ) ); sum2 = sum2 + func ( dim_num, work ); *eval_num = *eval_num + 1; work[i] = 0.5 * ( a[i] + b[i] ); } if ( 1 < dim_num ) { a4 = a3; for ( ; ; ) { for ( i = 0; i < dim_num - 1; i++ ) { work[i] = 0.5 * ( ( a[i] + b[i] ) + a4 * ( b[i] - a[i] ) ); a5 = a3; for ( ; ; ) { for ( j = i + 1; j < dim_num; j++ ) { work[j] = 0.5 * ( ( a[j] + b[j] ) + a5 * ( b[j] - a[j] ) ); sum3 = sum3 + func ( dim_num, work ); *eval_num = *eval_num + 1; work[j] = 0.5 * ( a[j]+ b[j] ); } a5 = -a5; if ( 0.0 <= a5 ) { break; } } work[i] = 0.5 * ( a[i] + b[i] ); } a4 = -a4; if ( 0.0 <= a4 ) { break; } } } result = volume * ( sum1 + a1 * sum2 + a2 * sum3 ); delete [] work; return result; } //****************************************************************************80 double *r8vec_uniform_01_new ( int n, int *seed ) //****************************************************************************80 // // Purpose: // // R8VEC_UNIFORM_01_NEW returns a unit pseudorandom R8VEC. // // Discussion: // // This routine implements the recursion // // seed = 16807 * seed mod ( 2^31 - 1 ) // unif = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 19 August 2004 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input/output, int *SEED, a seed for the random number generator. // // Output, double R8VEC_UNIFORM_01_NEW[N], the vector of pseudorandom values. // { int i; int k; double *r; if ( *seed == 0 ) { cerr << "\n"; cerr << "R8VEC_UNIFORM_01_NEW - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[n]; for ( i = 0; i < n; i++ ) { k = *seed / 127773; *seed = 16807 * ( *seed - k * 127773 ) - k * 2836; if ( *seed < 0 ) { *seed = *seed + i4_huge ( ); } r[i] = ( double ) ( *seed ) * 4.656612875E-10; } return r; } //****************************************************************************80 double romberg_nd ( double func ( int dim_num, double x[] ), double a[], double b[], int dim_num, int sub_num[], int it_max, double tol, int *ind, int *eval_num ) //****************************************************************************80 // // Purpose: // // ROMBERG_ND estimates a multidimensional integral using Romberg integration. // // Discussion: // // The routine uses a Romberg method based on the midpoint rule. // // In the reference, this routine is called "NDIMRI". // // Thanks to Barak Bringoltz for pointing out problems in a previous // FORTRAN90 implementation of this routine. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 25 February 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, double FUNC ( int dim_num, double x[] ), evaluates // the function to be integrated. // // Input, double A[DIM_NUM], B[DIM_NUM], the integration limits. // // Input, int DIM_NUM, the spatial dimension. // // Input, int SUB_NUM[DIM_NUM], the number of subintervals into // which the I-th integration interval (A(I), B(I)) is // initially subdivided. SUB_NUM(I) must be greater than 0. // // Input, int IT_MAX, the maximum number of iterations to // be performed. The number of function evaluations on // iteration J is at least J**DIM_NUM, which grows very rapidly. // IT_MAX should be small! // // Input, double TOL, an error tolerance for the approximation // of the integral. // // Output, int *IND, error return flag. // IND = -1 if the error tolerance could not be achieved. // IND = 1 if the error tolerance was achieved. // // Output, int *EVAL_NUM, the number of function evaluations. // // Output, double ROMBERG_ND, the approximate value of the integral. // // Local Parameters: // // Local, int IWORK[DIM_NUM], a pointer used to generate all the // points X in the product region. // // Local, int IWORK2[IT_MAX], a counter of the number of points // used at each step of the Romberg iteration. // // Local, int SUB_NUM2[DIM_NUM], the number of subintervals used // in each direction, a refinement of the user's input SUB_NUM. // // Local, double TABLE[IT_MAX], the difference table. // // Local, double X[DIM_NUM], an evaluation point. // { int dim; double factor; int i; int it; int *iwork; int *iwork2; int kdim; int ll; double result; double result_old; double rnderr; int *sub_num2; double sum1; double weight; double *table; double *x; *eval_num = 0; if ( dim_num < 1 ) { cout << "\n"; cout << "ROMBERG_ND - Fatal error!\n"; cout << " DIM_NUM is less than 1. DIM_NUM = " << dim_num << "\n"; exit ( 1 ); } if ( it_max < 1 ) { cout << "\n"; cout << "ROMBERG_ND - Fatal error!\n"; cout << " IT_MAX is less than 1. IT_MAX = " << it_max << "\n"; exit ( 1 ); } for ( i = 0; i < dim_num; i++ ) { if ( sub_num[i] <= 0 ) { cout << "\n"; cout << "ROMBERG_ND - Fatal error!\n"; cout << " SUB_NUM(I) is less than 1.\n"; cout << " for I = " << i << "\n"; cout << " SUB_NUM(I) = " << sub_num[i] << "\n"; exit ( 1 ); } } iwork = new int[dim_num]; iwork2 = new int[it_max]; sub_num2 = new int[dim_num]; table = new double[it_max]; x = new double[dim_num]; *ind = 0; rnderr = DBL_EPSILON; iwork2[0] = 1; for ( dim = 0; dim < dim_num; dim++ ) { sub_num2[dim] = sub_num[dim]; } if ( 1 < it_max ) { iwork2[1] = 2; } it = 1; for ( ; ; ) { sum1 = 0.0; weight = 1.0; for ( dim = 0; dim < dim_num; dim++ ) { weight = weight * ( b[dim] - a[dim] ) / ( double ) sub_num2[dim]; } // // Generate every point X in the product region, and evaluate F(X). // for ( dim = 0; dim < dim_num; dim++ ) { iwork[dim] = 1; } for ( ; ; ) { for ( dim = 0; dim < dim_num; dim++ ) { x[dim] = ( ( double ) ( 2 * sub_num2[dim] - 2 * iwork[dim] + 1 ) * a[dim] + ( double ) ( + 2 * iwork[dim] - 1 ) * b[dim] ) / ( double ) ( 2 * sub_num2[dim] ); } sum1 = sum1 + func ( dim_num, x ); *eval_num = *eval_num + 1; kdim = dim_num; while ( 0 < kdim ) { if ( iwork[kdim-1] < sub_num2[kdim-1] ) { iwork[kdim-1] = iwork[kdim-1] + 1; break; } iwork[kdim-1] = 1; kdim = kdim - 1; } if ( kdim == 0 ) { break; } } // // Done with summing. // table[it-1] = weight * sum1; if ( it <= 1 ) { result = table[0]; result_old = result; if ( it_max <= it ) { *ind = 1; break; } it = it + 1; for ( dim = 0; dim < dim_num; dim++ ) { sub_num2[dim] = iwork2[it-1] * sub_num2[dim]; } continue; } // // Compute the difference table for Richardson extrapolation. // for ( ll = 2; ll <= it; ll++ ) { i = it + 1 - ll; factor = ( double ) ( iwork2[i-1] * iwork2[i-1] ) / ( double ) ( iwork2[it-1] * iwork2[it-1] - iwork2[i-1] * iwork2[i-1] ); table[i] = table[i] + ( table[i] - table[i-1] ) * factor; } result = table[0]; // // Terminate successfully if the estimated error is acceptable. // if ( fabs ( result - result_old ) <= fabs ( result * ( tol + rnderr ) ) ) { *ind = 1; break; } // // Terminate unsuccessfully if the iteration limit has been reached. // if ( it_max <= it ) { *ind = -1; break; } // // Prepare for another step. // result_old = result; it = it + 1; iwork2[it-1] = ( int ) ( 1.5 * ( double ) ( iwork2[it-2] ) ); for ( dim = 0; dim < dim_num; dim++ ) { sub_num2[dim] = ( int ) ( 1.5 * ( double ) ( sub_num2[dim] ) ); } } delete [] iwork; delete [] iwork2; delete [] sub_num2; delete [] table; delete [] x; return result; } //****************************************************************************80 void sample_nd ( double func ( int dim_num, double x[] ), int k1, int k2, int dim_num, double est1[], double err1[], double dev1[], double est2[], double err2[], double dev2[], int *eval_num ) //****************************************************************************80 // // Purpose: // // SAMPLE_ND estimates a multidimensional integral using sampling. // // Discussion: // // This routine computes two sequences of integral estimates, EST1 // and EST2, for indices K going from K1 to K2. These estimates are // produced by the generation of 'random' abscissas in the region. // The process can become very expensive if high accuracy is needed. // // The total number of function evaluations is // 4*(K1^DIM_NUM+(K1+1)^DIM_NUM+...+(K2-1)^DIM_NUM+K2^DIM_NUM), and K2 // should be chosen so as to make this quantity reasonable. // In most situations, EST2(K) are much better estimates than EST1(K). // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 March 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, double FUNC ( int dim_num, double x[] ), evaluates // the function to be integrated. // // Input, int K1, the beginning index for the iteration. // 1 <= K1 <= K2. // // Input, int K2, the final index for the iteration. K1 <= K2. // Increasing K2 increases the accuracy of the calculation, // but vastly increases the work and running time of the code. // // Input, int DIM_NUM, the spatial dimension. 1 <= DIM_NUM <= 10. // // Output, double EST1[K2]. Entries K1 through K2 contain // successively better estimates of the integral. // // Output, double ERR1[K2]. Entries K1 through K2 contain // the corresponding estimates of the integration errors. // // Output, double DEV1[K2]. Entries K1 through K2 contain // estimates of the reliability of the the integration. // If consecutive values DEV1(K) and DEV1(K+1) do not differ // by more than 10 percent, then ERR1(K) can be taken as // a reliable upper bound on the difference between EST1(K) // and the true value of the integral. // // Output, double EST2[K2]. Entries K2 through K2 contain // successively better estimates of the integral. // // Output, double ERR2[K2]. Entries K2 through K2 contain // the corresponding estimates of the integration errors. // // Output, double DEV2[K2]. Entries K2 through K2 contain // estimates of the reliability of the the integration. // If consecutive values DEV2(K) and DEV2(K+2) do not differ // by more than 10 percent, then ERR2(K) can be taken as // a reliable upper bound on the difference between EST2(K) // and the true value of the integral. // // Output, int *EVAL_NUM, the number of function evaluations. // { # define DIM_MAX 10 double ak; double ak1; double akn; double al[DIM_MAX] = { 0.4142135623730950, 0.7320508075688773, 0.2360679774997897, 0.6457513110645906, 0.3166247903553998, 0.6055512754639893, 0.1231056256176605, 0.3589989435406736, 0.7958315233127195, 0.3851648071345040 }; double b; double *be; double bk; double d1; double d2; double *dex; int dim; double g; double *ga; int i; int j; int k; int key; bool more; double *p1; double *p2; double *p3; double *p4; double s1; double s2; double t; double y1; double y2; double y3; double y4; *eval_num = 0; // // Check input. // if ( dim_num < 1 ) { cout << "\n"; cout << "SAMPLE_ND - Fatal error!\n"; cout << " DIM_NUM must be at least 1,\n"; cout << " but DIM_NUM = " << dim_num << "\n"; exit ( 1 ); } if ( DIM_MAX < dim_num ) { cout << "\n"; cout << "SAMPLE_ND - Fatal error!\n"; cout << " DIM_NUM must be no more than DIM_MAX = " << DIM_MAX << "\n"; cout << " but DIM_NUM = " << dim_num << "\n"; exit ( 1 ); } if ( k1 < 1 ) { cout << "\n"; cout << "SAMPLE_ND - Fatal error!\n"; cout << " K1 must be at least 1, but K1 = " << k1 << "\n"; exit ( 1 ); } if ( k2 < k1 ) { cout << "\n"; cout << "SAMPLE_ND - Fatal error!\n"; cout << " K1 may not be greater than K2, but \n"; cout << " K1 = " << k1 << "\n"; cout << " K2 = " << k2 << "\n"; exit ( 1 ); } be = new double[dim_num]; dex = new double[dim_num]; ga = new double[dim_num]; p1 = new double[dim_num]; p2 = new double[dim_num]; p3 = new double[dim_num]; p4 = new double[dim_num]; for ( dim = 0; dim < dim_num; dim++ ) { be[dim] = al[dim]; } for ( dim = 0; dim < dim_num; dim++ ) { ga[dim] = al[dim]; } for ( dim = 0; dim < dim_num; dim++ ) { dex[dim] = 0.0; } for ( k = k1; k <= k2; k++ ) { ak = ( double ) ( k ); key = 0; ak1 = ak - 1.1; s1 = 0.0; d1 = 0.0; s2 = 0.0; d2 = 0.0; akn = pow ( ak, dim_num ); t = sqrt ( pow ( ak, dim_num ) ) * ak; bk = 1.0 / ak; for ( ; ; ) { key = key + 1; if ( key != 1 ) { key = key - 1; more = false; for ( j = 0; j < dim_num; j++ ) { if ( dex[j] <= ak1 ) { dex[j] = dex[j] + 1.0; more = true; break; } dex[j] = 0.0; } if ( !more ) { break; } } for ( i = 0; i < dim_num; i++ ) { b = be[i] + al[i]; if ( 1.0 < b ) { b = b - 1.0; } g = ga[i] + b; if ( 1.0 < g ) { g = g - 1.0; } be[i] = b + al[i]; if ( 1.0 < be[i] ) { be[i] = be[i] - 1.0; } ga[i] = be[i] + g; if ( 1.0 < ga[i] ) { ga[i] = ga[i] - 1.0; } p1[i] = ( dex[i] + g ) * bk; p2[i] = ( dex[i] + 1.0 - g ) * bk; p3[i] = ( dex[i] + ga[i] ) * bk; p4[i] = ( dex[i] + 1.0 - ga[i] ) * bk; } y1 = func ( dim_num, p1 ); *eval_num = *eval_num + 1; // // There may be an error in the next two lines, // but oddly enough, that is how the original reads // y3 = func ( dim_num, p2 ); *eval_num = *eval_num + 1; y2 = func ( dim_num, p3 ); *eval_num = *eval_num + 1; y4 = func ( dim_num, p4 ); *eval_num = *eval_num + 1; s1 = s1 + y1 + y2; d1 = d1 + ( y1 - y2 ) * ( y1 - y2 ); s2 = s2 + y3 + y4; d2 = d2 + ( y1 + y3 - y2 - y4 ) * ( y1 + y3 - y2 - y4 ); } est1[k-1] = 0.5 * s1 / akn; err1[k-1] = 1.5 * sqrt ( d1 ) / akn; dev1[k-1] = err1[k-1] * t; est2[k-1] = 0.25 * ( s1 + s2 ) / akn; err2[k-1] = 0.75 * sqrt ( d2 ) / akn; dev2[k-1] = err2[k-1] * t * ak; } delete [] be; delete [] dex; delete [] ga; delete [] p1; delete [] p2; delete [] p3; delete [] p4; return; # undef DIM_MAX } //****************************************************************************80 double sum2_nd ( double func ( int dim_num, double x[] ), double xtab[], double weight[], int order[], int dim_num, int *eval_num ) //****************************************************************************80 // // Purpose: // // SUM2_ND estimates a multidimensional integral using a product rule. // // Discussion: // // The routine uses a product rule supplied by the user. // // The region may be a product of any combination of finite, // semi-infinite, or infinite intervals. // // For each factor in the region, it is assumed that an integration // rule is given, and hence, the region is defined implicitly by // the integration rule chosen. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 25 February 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, double FUNC ( int dim_num, double x[] ), evaluates // the function to be integrated. // // Input, double XTAB[DIM_NUM*ORDER_MAX]. XTAB(I,J) is the // I-th abscissa of the J-th rule. // // Input, double WEIGHT[DIM_NUM*ORDER_MAX]. WEIGHT(I,J) is the // I-th weight for the J-th rule. // // Input, int ORDER[DIM_NUM]. ORDER(I) is the number of // abscissas to be used in the J-th rule. ORDER(I) must be // greater than 0 and less than or equal to ORDER_MAX. // // Input, int DIM_NUM, the spatial dimension. // // Output, int EVAL_NUM, the number of function evaluations. // // Output, double SUM2_ND, the approximate value of the integral. // { int dim; int i; int *iwork; int k; int m1; double result; double w1; double *work; // // Default values. // result = 0.0; *eval_num = 0; if ( dim_num < 1 ) { cout << "\n"; cout << "SUM2_ND - Fatal error!\n"; cout << " DIM_NUM < 1\n"; cout << " DIM_NUM = " << dim_num << "\n"; exit ( 1 ); } for ( i = 0; i < dim_num; i++ ) { if ( order[i] < 1 ) { cout << "\n"; cout << "SUM2_ND - Fatal error!\n"; cout << " ORDER(I) < 1.\n"; cout << " For I = " << i << "\n"; cout << " ORDER(I) = " << order[i] << "\n"; exit ( 1 ); } } iwork = new int[dim_num]; work = new double[dim_num]; for ( dim = 0; dim < dim_num; dim++ ) { iwork[dim] = 1; } for ( ; ; ) { k = 1; w1 = 1.0; for ( i = 0; i < dim_num; i++ ) { m1 = iwork[i]; work[i] = xtab[i+(m1-1)*dim_num]; w1 = w1 * weight[i+(m1-1)*dim_num]; } result = result + w1 * func ( dim_num, work ); *eval_num = *eval_num + 1; while ( iwork[k-1] == order[k-1] ) { iwork[k-1] = 1; k = k + 1; if ( dim_num < k ) { return result; } } iwork[k-1] = iwork[k-1] + 1; } delete [] iwork; delete [] work; return result; } //****************************************************************************80 void timestamp ( void ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // May 31 2001 09:45:54 AM // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 03 October 2003 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; time_t now; now = time ( NULL ); tm = localtime ( &now ); strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); cout << time_buffer << "\n"; return; # undef TIME_SIZE } //****************************************************************************80 void tuple_next ( int m1, int m2, int n, int *rank, int x[] ) //****************************************************************************80 // // Purpose: // // TUPLE_NEXT computes the next element of a tuple space. // // Discussion: // // The elements are N vectors. Each entry is constrained to lie // between M1 and M2. The elements are produced one at a time. // The first element is // (M1,M1,...,M1), // the second element is // (M1,M1,...,M1+1), // and the last element is // (M2,M2,...,M2) // Intermediate elements are produced in lexicographic order. // // Example: // // N = 2, M1 = 1, M2 = 3 // // INPUT OUTPUT // ------- ------- // Rank X Rank X // ---- --- ----- --- // 0 * * 1 1 1 // 1 1 1 2 1 2 // 2 1 2 3 1 3 // 3 1 3 4 2 1 // 4 2 1 5 2 2 // 5 2 2 6 2 3 // 6 2 3 7 3 1 // 7 3 1 8 3 2 // 8 3 2 9 3 3 // 9 3 3 0 0 0 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 29 April 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int M1, M2, the minimum and maximum entries. // // Input, int N, the number of components. // // Input/output, int *RANK, counts the elements. // On first call, set RANK to 0. Thereafter, the output value of RANK // will indicate the order of the element returned. When there are no // more elements, RANK will be returned as 0. // // Input/output, int X[N], on input the previous tuple. // On output, the next tuple. // { int i; int j; if ( m2 < m1 ) { *rank = 0; return; } if ( *rank <= 0 ) { for ( i = 0; i < n; i++ ) { x[i] = m1; } *rank = 1; } else { *rank = *rank + 1; i = n - 1; for ( ; ; ) { if ( x[i] < m2 ) { x[i] = x[i] + 1; break; } x[i] = m1; if ( i == 0 ) { *rank = 0; for ( j = 0; j < n; j++ ) { x[j] = m1; } break; } i = i - 1; } } return; }