qk15.c

开放gsl矩阵运算

/* integration/qk15.c
 * 
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */

#include <config.h>
#include <gsl/gsl_integration.h>

/* Gauss quadrature weights and kronrod quadrature abscissae and
   weights as evaluated with 80 decimal digit arithmetic by
   L. W. Fullerton, Bell Labs, Nov. 1981. */

static const double xgk[8] =	/* abscissae of the 15-point kronrod rule */
{
  0.991455371120812639206854697526329,
  0.949107912342758524526189684047851,
  0.864864423359769072789712788640926,
  0.741531185599394439863864773280788,
  0.586087235467691130294144838258730,
  0.405845151377397166906606412076961,
  0.207784955007898467600689403773245,
  0.000000000000000000000000000000000
};

/* xgk[1], xgk[3], ... abscissae of the 7-point gauss rule. 
   xgk[0], xgk[2], ... abscissae to optimally extend the 7-point gauss rule */

static const double wg[4] =	/* weights of the 7-point gauss rule */
{
  0.129484966168869693270611432679082,
  0.279705391489276667901467771423780,
  0.381830050505118944950369775488975,
  0.417959183673469387755102040816327
};

static const double wgk[8] =	/* weights of the 15-point kronrod rule */
{
  0.022935322010529224963732008058970,
  0.063092092629978553290700663189204,
  0.104790010322250183839876322541518,
  0.140653259715525918745189590510238,
  0.169004726639267902826583426598550,
  0.190350578064785409913256402421014,
  0.204432940075298892414161999234649,
  0.209482141084727828012999174891714
};

void
gsl_integration_qk15 (const gsl_function * f, double a, double b,
      double *result, double *abserr,
      double *resabs, double *resasc)
{
  double fv1[8], fv2[8];
  gsl_integration_qk (8, xgk, wg, wgk, fv1, fv2, f, a, b, result, abserr, resabs, resasc);
}