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math/example/ooura_fourier_integrals_example.cpp

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// Copyright Paul A. Bristow, 2019
// Copyright Nick Thompson, 2019
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt
// or copy at http://www.boost.org/LICENSE_1_0.txt)
// This example requires C++11.
#define BOOST_MATH_INSTRUMENT_OOURA // or -DBOOST_MATH_INSTRUMENT_OOURA etc for diagnostics.
#include <boost/math/quadrature/ooura_fourier_integrals.hpp> //
#include <boost/math/constants/constants.hpp> // For pi (including for multiprecision types, if used.)
#include <cmath>
#include <iostream>
#include <limits>
#include <iostream>
int main()
{
std::cout.precision(std::numeric_limits<double>::max_digits10); // Show all potentially significant digits.
using boost::math::quadrature::ooura_fourier_sin;
using boost::math::constants::half_pi;
// constexpr double double_tol = 10 * std::numeric_limits<double>::epsilon(); // Tolerance.
//[ooura_fourier_integrals_example_1
ooura_fourier_sin<double>integrator = ooura_fourier_sin<double>();
// Use the default tolerance root_epsilon and eight levels for type double.
auto f = [](double x)
{ // Simple reciprocal function for sinc.
return 1 / x;
};
double omega = 1;
std::pair<double, double> result = integrator.integrate(f, omega);
std::cout << "Integral = " << result.first << ", relative error estimate " << result.second << std::endl;
//] [/ooura_fourier_integrals_example_1]
//[ooura_fourier_integrals_example_2
constexpr double expected = half_pi<double>();
std::cout << "pi/2 = " << expected << ", difference " << result.first - expected << std::endl;
//] [/ooura_fourier_integrals_example_2]
} // int main()
/*
//[ooura_fourier_integrals_example_output_1
integral = 1.5707963267948966, relative error estimate 1.2655356398390254e-11
pi/2 = 1.5707963267948966, difference 0
//] [/ooura_fourier_integrals_example_output_1]
//[ooura_fourier_integrals_example_diagnostic_output_1
ooura_fourier_sin with relative error goal 1.4901161193847656e-08 & 8 levels.
h = 1.000000000000000, I_h = 1.571890732004545 = 0x1.92676e56d853500p+0, absolute error estimate = nan
h = 0.500000000000000, I_h = 1.570793292491940 = 0x1.921f825c076f600p+0, absolute error estimate = 1.097439512605325e-03
h = 0.250000000000000, I_h = 1.570796326814776 = 0x1.921fb54458acf00p+0, absolute error estimate = 3.034322835882008e-06
h = 0.125000000000000, I_h = 1.570796326794897 = 0x1.921fb54442d1800p+0, absolute error estimate = 1.987898734512328e-11
Integral = 1.570796326794897e+00, relative error estimate 1.265535639839025e-11
pi/2 = 1.570796326794897e+00, difference 0.000000000000000e+00
//] [/ooura_fourier_integrals_example_diagnostic_output_1]
*/