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<div class="titlepage"><div><div><h3 class="title">
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<a name="math_toolkit.double_exponential.de_tanh_sinh"></a><a class="link" href="de_tanh_sinh.html" title="tanh_sinh">tanh_sinh</a>
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</h3></div></div></div>
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<pre class="programlisting"><span class="keyword">template</span><span class="special"><</span><span class="keyword">class</span> <span class="identifier">Real</span><span class="special">></span>
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<span class="keyword">class</span> <span class="identifier">tanh_sinh</span>
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<span class="special">{</span>
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<span class="keyword">public</span><span class="special">:</span>
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<span class="identifier">tanh_sinh</span><span class="special">(</span><span class="identifier">size_t</span> <span class="identifier">max_refinements</span> <span class="special">=</span> <span class="number">15</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">Real</span><span class="special">&</span> <span class="identifier">min_complement</span> <span class="special">=</span> <span class="identifier">tools</span><span class="special">::</span><span class="identifier">min_value</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>()</span> <span class="special">*</span> <span class="number">4</span><span class="special">)</span>
|
||
|
||
<span class="keyword">template</span><span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">></span>
|
||
<span class="keyword">auto</span> <span class="identifier">integrate</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">b</span><span class="special">,</span>
|
||
<span class="identifier">Real</span> <span class="identifier">tolerance</span> <span class="special">=</span> <span class="identifier">tools</span><span class="special">::</span><span class="identifier">root_epsilon</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>(),</span>
|
||
<span class="identifier">Real</span><span class="special">*</span> <span class="identifier">error</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
|
||
<span class="identifier">Real</span><span class="special">*</span> <span class="identifier">L1</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
|
||
<span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-></span><span class="keyword">decltype</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special"><</span><span class="identifier">F</span><span class="special">>()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>()))</span> <span class="keyword">const</span><span class="special">;</span>
|
||
|
||
<span class="keyword">template</span><span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">></span>
|
||
<span class="keyword">auto</span> <span class="identifier">integrate</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span> <span class="identifier">Real</span>
|
||
<span class="identifier">tolerance</span> <span class="special">=</span> <span class="identifier">tools</span><span class="special">::</span><span class="identifier">root_epsilon</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>(),</span>
|
||
<span class="identifier">Real</span><span class="special">*</span> <span class="identifier">error</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
|
||
<span class="identifier">Real</span><span class="special">*</span> <span class="identifier">L1</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
|
||
<span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-></span><span class="keyword">decltype</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special"><</span><span class="identifier">F</span><span class="special">>()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>()))</span> <span class="keyword">const</span><span class="special">;</span>
|
||
|
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<span class="special">};</span>
|
||
</pre>
|
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<p>
|
||
The <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature routine provided by boost
|
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is a rapidly convergent numerical integration scheme for holomorphic integrands.
|
||
By this we mean that the integrand is the restriction to the real line of
|
||
a complex-differentiable function which is bounded on the interior of the
|
||
unit disk <span class="emphasis"><em>|z| < 1</em></span>, so that it lies within the so-called
|
||
<a href="https://en.wikipedia.org/wiki/Hardy_space" target="_top">Hardy space</a>.
|
||
If your integrand obeys these conditions, it can be shown that <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code>
|
||
integration is optimal, in the sense that it requires the fewest function
|
||
evaluations for a given accuracy of any quadrature algorithm for a random
|
||
element from the Hardy space.
|
||
</p>
|
||
<p>
|
||
A basic example of how to use the <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature
|
||
is shown below:
|
||
</p>
|
||
<pre class="programlisting"><span class="identifier">tanh_sinh</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">integrator</span><span class="special">;</span>
|
||
<span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">5</span><span class="special">*</span><span class="identifier">x</span> <span class="special">+</span> <span class="number">7</span><span class="special">;</span> <span class="special">};</span>
|
||
<span class="comment">// Integrate over native bounds of (-1,1):</span>
|
||
<span class="keyword">double</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">);</span>
|
||
<span class="comment">// Integrate over (0,1.1) instead:</span>
|
||
<span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0.0</span><span class="special">,</span> <span class="number">1.1</span><span class="special">);</span>
|
||
</pre>
|
||
<p>
|
||
The basic idea of <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature is that a variable transformation
|
||
can cause the endpoint derivatives to decay rapidly. When the derivatives
|
||
at the endpoints decay much faster than the Bernoulli numbers grow, the Euler-Maclaurin
|
||
summation formula tells us that simple trapezoidal quadrature converges faster
|
||
than any power of <span class="emphasis"><em>h</em></span>. That means the number of correct
|
||
digits of the result should roughly double with each new level of integration
|
||
(halving of <span class="emphasis"><em>h</em></span>), Hence the default termination condition
|
||
for integration is usually set to the square root of machine epsilon. Most
|
||
well-behaved integrals should converge to full machine precision with this
|
||
termination condition, and in 6 or fewer levels at double precision, or 7
|
||
or fewer levels for quad precision.
|
||
</p>
|
||
<p>
|
||
One very nice property of tanh-sinh quadrature is that it can handle singularities
|
||
at the endpoints of the integration domain. For instance, the following integrand,
|
||
singular at both endpoints, can be efficiently evaluated to 100 binary digits:
|
||
</p>
|
||
<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="identifier">Real</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">x</span><span class="special">)*</span><span class="identifier">log1p</span><span class="special">(-</span><span class="identifier">x</span><span class="special">);</span> <span class="special">};</span>
|
||
<span class="identifier">Real</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="special">(</span><span class="identifier">Real</span><span class="special">)</span> <span class="number">0</span><span class="special">,</span> <span class="special">(</span><span class="identifier">Real</span><span class="special">)</span> <span class="number">1</span><span class="special">);</span>
|
||
</pre>
|
||
<p>
|
||
Now onto the caveats: As stated before, the integrands must lie in a Hardy
|
||
space to ensure rapid convergence. Attempting to integrate a function which
|
||
is not bounded on the unit disk by tanh-sinh can lead to very slow convergence.
|
||
For example, take the Runge function:
|
||
</p>
|
||
<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">f1</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">t</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">1</span><span class="special">/(</span><span class="number">1</span><span class="special">+</span><span class="number">25</span><span class="special">*</span><span class="identifier">t</span><span class="special">*</span><span class="identifier">t</span><span class="special">);</span> <span class="special">};</span>
|
||
<span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f1</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="special">-</span><span class="number">1</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="number">1</span><span class="special">);</span>
|
||
</pre>
|
||
<p>
|
||
This function has poles at ± ⅈ/5, and as such it is not bounded
|
||
on the unit disk. However, the related function
|
||
</p>
|
||
<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">f2</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">t</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">1</span><span class="special">/(</span><span class="number">1</span><span class="special">+</span><span class="number">0.04</span><span class="special">*</span><span class="identifier">t</span><span class="special">*</span><span class="identifier">t</span><span class="special">);</span> <span class="special">};</span>
|
||
<span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f2</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="special">-</span><span class="number">1</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="number">1</span><span class="special">);</span>
|
||
</pre>
|
||
<p>
|
||
has poles outside the unit disk (at ± 5ⅈ), and is therefore in
|
||
the Hardy space. Our benchmarks show that the second integration is performed
|
||
22x faster than the first! If you do not understand the structure of your
|
||
integrand in the complex plane, do performance testing before deployment.
|
||
</p>
|
||
<p>
|
||
Like the trapezoidal quadrature, the tanh-sinh quadrature produces an estimate
|
||
of the L<sub>1</sub> norm of the integral along with the requested integral. This is
|
||
to establish a scale against which to measure the tolerance, and to provide
|
||
an estimate of the condition number of the summation. This can be queried
|
||
as follows:
|
||
</p>
|
||
<pre class="programlisting"><span class="identifier">tanh_sinh</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">integrator</span><span class="special">;</span>
|
||
<span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">5</span><span class="special">*</span><span class="identifier">x</span> <span class="special">+</span> <span class="number">7</span><span class="special">;</span> <span class="special">};</span>
|
||
<span class="keyword">double</span> <span class="identifier">termination</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">epsilon</span><span class="special">());</span>
|
||
<span class="keyword">double</span> <span class="identifier">error</span><span class="special">;</span>
|
||
<span class="keyword">double</span> <span class="identifier">L1</span><span class="special">;</span>
|
||
<span class="identifier">size_t</span> <span class="identifier">levels</span><span class="special">;</span>
|
||
<span class="keyword">double</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0.0</span><span class="special">,</span> <span class="number">1.0</span><span class="special">,</span> <span class="identifier">termination</span><span class="special">,</span> <span class="special">&</span><span class="identifier">error</span><span class="special">,</span> <span class="special">&</span><span class="identifier">L1</span><span class="special">,</span> <span class="special">&</span><span class="identifier">levels</span><span class="special">);</span>
|
||
<span class="keyword">double</span> <span class="identifier">condition_number</span> <span class="special">=</span> <span class="identifier">L1</span><span class="special">/</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">abs</span><span class="special">(</span><span class="identifier">Q</span><span class="special">);</span>
|
||
</pre>
|
||
<p>
|
||
If the condition number is large, the computed integral is worthless: typically
|
||
one can assume that Q has lost one digit of precision when the condition
|
||
number of O(10^Q). The returned error term is not the actual error in the
|
||
result, but merely an a posteriori error estimate. It is the absolute difference
|
||
between the last two approximations, and for well behaved integrals, the
|
||
actual error should be very much smaller than this. The following table illustrates
|
||
how the errors and conditioning vary for few sample integrals, in each case
|
||
the termination condition was set to the square root of epsilon, and all
|
||
tests were conducted in double precision:
|
||
</p>
|
||
<div class="informaltable"><table class="table">
|
||
<colgroup>
|
||
<col>
|
||
<col>
|
||
<col>
|
||
<col>
|
||
<col>
|
||
<col>
|
||
<col>
|
||
</colgroup>
|
||
<thead><tr>
|
||
<th>
|
||
<p>
|
||
Integral
|
||
</p>
|
||
</th>
|
||
<th>
|
||
<p>
|
||
Range
|
||
</p>
|
||
</th>
|
||
<th>
|
||
<p>
|
||
Error
|
||
</p>
|
||
</th>
|
||
<th>
|
||
<p>
|
||
Actual measured error
|
||
</p>
|
||
</th>
|
||
<th>
|
||
<p>
|
||
Levels
|
||
</p>
|
||
</th>
|
||
<th>
|
||
<p>
|
||
Condition Number
|
||
</p>
|
||
</th>
|
||
<th>
|
||
<p>
|
||
Comments
|
||
</p>
|
||
</th>
|
||
</tr></thead>
|
||
<tbody>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="number">5</span> <span class="special">*</span>
|
||
<span class="identifier">x</span> <span class="special">+</span>
|
||
<span class="number">7</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
(0,1)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
3.5e-15
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
0
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
5
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
This trivial case shows just how accurate these methods can be.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="identifier">log</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span>
|
||
<span class="special">*</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
0, 1)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
0
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
0
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
5
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
This is an example of an integral that Gaussian integrators fail
|
||
to handle.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="identifier">exp</span><span class="special">(-</span><span class="identifier">x</span><span class="special">)</span>
|
||
<span class="special">/</span> <span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
(0,+∞)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
8.0e-10
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1.1e-15
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
5
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
Gaussian integrators typically fail to handle the singularities
|
||
at the endpoints of this one.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="identifier">x</span> <span class="special">*</span>
|
||
<span class="identifier">sin</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">exp</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">sin</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">exp</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">))))</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
(-1,1)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
7.2e-16
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
4.9e-17
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
9
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1.89
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
This is a truly horrible integral that oscillates wildly and unpredictably
|
||
with some very sharp "spikes" in it's graph. The higher
|
||
number of levels used reflects the difficulty of sampling the more
|
||
extreme features.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="identifier">x</span> <span class="special">==</span>
|
||
<span class="number">0</span> <span class="special">?</span>
|
||
<span class="number">1</span> <span class="special">:</span>
|
||
<span class="identifier">sin</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span>
|
||
<span class="special">/</span> <span class="identifier">x</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
(-∞, ∞)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
3.0e-1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
4.0e-1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
15
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
159
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
This highly oscillatory integral isn't handled at all well by tanh-sinh
|
||
quadrature: there is so much cancellation in the sum that the result
|
||
is essentially worthless. The argument transformation of the infinite
|
||
integral behaves somewhat badly as well, in fact we do <span class="emphasis"><em>slightly</em></span>
|
||
better integrating over 2 symmetrical and large finite limits.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span> <span class="special">/</span>
|
||
<span class="special">(</span><span class="number">1</span>
|
||
<span class="special">-</span> <span class="identifier">x</span>
|
||
<span class="special">*</span> <span class="identifier">x</span><span class="special">))</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
(0,1)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1e-8
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1e-8
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
5
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
This an example of an integral that has all its area close to a
|
||
non-zero endpoint, the problem here is that the function being
|
||
integrated returns "garbage" values for x very close
|
||
to 1. We can easily fix this issue by passing a 2 argument functor
|
||
to the integrator: the second argument gives the distance to the
|
||
nearest endpoint, and we can use that information to return accurate
|
||
values, and thus fix the integral calculation.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
<tr>
|
||
<td>
|
||
<p>
|
||
<code class="computeroutput"><span class="identifier">x</span> <span class="special"><</span>
|
||
<span class="number">0.5</span> <span class="special">?</span>
|
||
<span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span>
|
||
<span class="special">/</span> <span class="identifier">sqrt</span><span class="special">(</span><span class="number">1</span> <span class="special">-</span> <span class="identifier">x</span>
|
||
<span class="special">*</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">:</span> <span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span> <span class="special">/</span>
|
||
<span class="special">((</span><span class="identifier">x</span>
|
||
<span class="special">+</span> <span class="number">1</span><span class="special">)</span> <span class="special">*</span> <span class="special">(</span><span class="identifier">xc</span><span class="special">)))</span></code>
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
(0,1)
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
0
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
0
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
5
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
1
|
||
</p>
|
||
</td>
|
||
<td>
|
||
<p>
|
||
This is the 2-argument version of the previous integral, the second
|
||
argument <span class="emphasis"><em>xc</em></span> is <code class="computeroutput"><span class="number">1</span><span class="special">-</span><span class="identifier">x</span></code>
|
||
in this case, and we use 1-x<sup>2</sup> == (1-x)(1+x) to calculate 1-x<sup>2</sup> with
|
||
greater accuracy.
|
||
</p>
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</table></div>
|
||
<p>
|
||
Although the <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature can compute integral over
|
||
infinite domains by variable transformations, these transformations can create
|
||
a very poorly behaved integrand. For this reason, double-exponential variable
|
||
transformations have been provided that allow stable computation over infinite
|
||
domains; these being the exp-sinh and sinh-sinh quadrature.
|
||
</p>
|
||
<h5>
|
||
<a name="math_toolkit.double_exponential.de_tanh_sinh.h0"></a>
|
||
<span class="phrase"><a name="math_toolkit.double_exponential.de_tanh_sinh.complex_integrals"></a></span><a class="link" href="de_tanh_sinh.html#math_toolkit.double_exponential.de_tanh_sinh.complex_integrals">Complex
|
||
integrals</a>
|
||
</h5>
|
||
<p>
|
||
The <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> integrator
|
||
supports integration of functions which return complex results, for example
|
||
the sine-integral <code class="computeroutput"><span class="identifier">Si</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span></code> has
|
||
the integral representation:
|
||
</p>
|
||
<div class="blockquote"><blockquote class="blockquote"><p>
|
||
<span class="inlinemediaobject"><img src="../../../equations/sine_integral.svg"></span>
|
||
|
||
</p></blockquote></div>
|
||
<p>
|
||
Which we can code up directly as:
|
||
</p>
|
||
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">Complex</span><span class="special">></span>
|
||
<span class="identifier">Complex</span> <span class="identifier">Si</span><span class="special">(</span><span class="identifier">Complex</span> <span class="identifier">z</span><span class="special">)</span>
|
||
<span class="special">{</span>
|
||
<span class="keyword">typedef</span> <span class="keyword">typename</span> <span class="identifier">Complex</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">value_type</span><span class="special">;</span>
|
||
<span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">sin</span><span class="special">;</span> <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">cos</span><span class="special">;</span> <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">exp</span><span class="special">;</span>
|
||
<span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[&</span><span class="identifier">z</span><span class="special">](</span><span class="identifier">value_type</span> <span class="identifier">t</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="special">-</span><span class="identifier">exp</span><span class="special">(-</span><span class="identifier">z</span> <span class="special">*</span> <span class="identifier">cos</span><span class="special">(</span><span class="identifier">t</span><span class="special">))</span> <span class="special">*</span> <span class="identifier">cos</span><span class="special">(</span><span class="identifier">z</span> <span class="special">*</span> <span class="identifier">sin</span><span class="special">(</span><span class="identifier">t</span><span class="special">));</span> <span class="special">};</span>
|
||
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">quadrature</span><span class="special">::</span><span class="identifier">tanh_sinh</span><span class="special"><</span><span class="identifier">value_type</span><span class="special">></span> <span class="identifier">integrator</span><span class="special">;</span>
|
||
<span class="keyword">return</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">constants</span><span class="special">::</span><span class="identifier">half_pi</span><span class="special"><</span><span class="identifier">value_type</span><span class="special">>())</span> <span class="special">+</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">constants</span><span class="special">::</span><span class="identifier">half_pi</span><span class="special"><</span><span class="identifier">value_type</span><span class="special">>();</span>
|
||
<span class="special">}</span>
|
||
</pre>
|
||
</div>
|
||
<div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
|
||
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
|
||
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
|
||
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
|
||
Walker and Xiaogang Zhang<p>
|
||
Distributed under the Boost Software License, Version 1.0. (See accompanying
|
||
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
|
||
</p>
|
||
</div>
|
||
<hr>
|
||
<div class="spirit-nav">
|
||
<a accesskey="p" href="de_overview.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../double_exponential.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="de_tanh_sinh_2_arg.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
|
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|
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|
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