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jzmaddock 4cfcee9717 Doc update: 
correct hypergeometric equation (again).
Add section on standalone usage.
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<a name="math_toolkit.double_exponential.de_overview.h0"></a>
<span class="phrase"><a name="math_toolkit.double_exponential.de_overview.synopsis"></a></span><a class="link" href="de_overview.html#math_toolkit.double_exponential.de_overview.synopsis">Synopsis</a>
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<pre class="programlisting"> <span class="preprocessor">#include</span> <span class="special">&lt;</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">hpp</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</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">exp_sinh</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</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">sinh_sinh</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">quadrature</span> <span class="special">{</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Real</span><span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">tanh_sinh</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<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">&amp;</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">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()</span> <span class="special">*</span> <span class="number">4</span><span class="special">)</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</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">&lt;</span><span class="identifier">Real</span><span class="special">&gt;(),</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">)-&gt;</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">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</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">&lt;</span><span class="identifier">Real</span><span class="special">&gt;(),</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">)-&gt;</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">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Real</span><span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">exp_sinh</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<span class="identifier">exp_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">9</span><span class="special">);</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</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">tol</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">&lt;</span><span class="identifier">Real</span><span class="special">&gt;::</span><span class="identifier">epsilon</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">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-&gt;</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">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</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">tol</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">&lt;</span><span class="identifier">Real</span><span class="special">&gt;::</span><span class="identifier">epsilon</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">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-&gt;</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">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Real</span><span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">sinh_sinh</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<span class="identifier">sinh_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">9</span><span class="special">);</span>
<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</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">tol</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">&lt;</span><span class="identifier">Real</span><span class="special">&gt;::</span><span class="identifier">epsilon</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">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-&gt;</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">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>
<span class="special">}}}</span>
</pre>
<p>
These three integration routines provide robust general purpose quadrature,
each having a "native" range over which quadrature is performed.
For example, the <code class="computeroutput"><span class="identifier">sinh_sinh</span></code>
quadrature integrates over the entire real line, the <code class="computeroutput"><span class="identifier">tanh_sinh</span></code>
over (-1, 1), and the <code class="computeroutput"><span class="identifier">exp_sinh</span></code>
over (0, ∞). The latter integrators also have auxiliary ranges which are handled
via a change of variables on the function being integrated, so that the
<code class="computeroutput"><span class="identifier">tanh_sinh</span></code> can handle integration
over <span class="emphasis"><em>(a, b)</em></span>, and <code class="computeroutput"><span class="identifier">exp_sinh</span></code>
over /(a, ∞) and(-∞, b)/.
</p>
<p>
Like the other quadrature routines in Boost, these routines support both
real and complex-valued integrands.
</p>
<p>
The <code class="computeroutput"><span class="identifier">integrate</span></code> methods which
do not specify a range always integrate over the native range of the method,
and generally are the most efficient and produce the smallest code, on the
other hand the methods which do specify the bounds of integration are the
most general, and use argument transformations which are generally very robust.
The following table summarizes the ranges supported by each method:
</p>
<div class="informaltable"><table class="table">
<colgroup>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
<p>
Integrator
</p>
</th>
<th>
<p>
Native range
</p>
</th>
<th>
<p>
Other supported ranges
</p>
</th>
<th>
<p>
Comments
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
tanh_sinh
</p>
</td>
<td>
<p>
(-1,1)
</p>
</td>
<td>
<p>
(a,b)<br> (a,∞)<br> (-∞,b)<br> (-∞,∞)
</p>
</td>
<td>
<p>
Special care is taken for endpoints at or near zero to ensure that
abscissa values are calculated without the loss of precision that
would normally occur. Likewise when transforming to an infinite
endpoint, the additional information which tanh_sinh has internally
on abscissa values is used to ensure no loss of precision during
the transformation.
</p>
</td>
</tr>
<tr>
<td>
<p>
exp_sinh
</p>
</td>
<td>
<p>
(0,∞)
</p>
</td>
<td>
<p>
(a,∞)<br> (-∞,0)<br> (-∞,b)
</p>
</td>
<td>
</td>
</tr>
<tr>
<td>
<p>
sinh_sinh
</p>
</td>
<td>
<p>
(-∞,∞)
</p>
</td>
<td>
</td>
<td>
</td>
</tr>
</tbody>
</table></div>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><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>
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