Initial commitv1.0

1 files changed, 48 insertions, 0 deletions

diff --git a/src/integral_base.h b/src/integral_base.h
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+/*
+Copyright 2016 Ian Jauslin
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License.
+*/
+
+/*
+  Base functions for integration
+
+  see integral_*.h for the values taken by INTEGRAL_FUNC, etc...
+*/
+
+#include <pthread.h>
+
+// compute the integral of a real function of 1 variable using the Gauss-Legendre scheme
+int INTEGRAL_FUNC(integrate_gauss) (INTEGRAL_FLOAT_TYPE* out, int (*func)(INTEGRAL_FLOAT_TYPE*, INTEGRAL_FLOAT_TYPE, void*), INTEGRAL_FLOAT_TYPE lower, INTEGRAL_FLOAT_TYPE upper, INTEGRAL_FLOATARRAY_TYPE abcissa, INTEGRAL_FLOATARRAY_TYPE weights, void* extra_args);
+
+// multithreaded version
+int INTEGRAL_FUNC(integrate_gauss_multithread) (INTEGRAL_FLOAT_TYPE* out, int (*func)(INTEGRAL_FLOAT_TYPE*, INTEGRAL_FLOAT_TYPE, void*), INTEGRAL_FLOAT_TYPE lower, INTEGRAL_FLOAT_TYPE upper, INTEGRAL_FLOATARRAY_TYPE abcissa, INTEGRAL_FLOATARRAY_TYPE weights, void* extra_args, unsigned int threads, array_pthread_t* thread_ids);
+// per-thread function
+void* INTEGRAL_FUNC(integrate_gauss_thread) (void* args);
+
+// smart management of temporary variables: initialize as many as needed but allow them to be re-used instead of freeing them
+#ifdef INTEGRAL_FLOAT_INIT
+int INTEGRAL_FUNC(integrate_gauss_smarttmp) (INTEGRAL_FLOAT_TYPE* out, int (*func)(INTEGRAL_FLOAT_TYPE*, INTEGRAL_FLOAT_TYPE, void*), INTEGRAL_FLOAT_TYPE lower, INTEGRAL_FLOAT_TYPE upper, INTEGRAL_FLOATARRAY_TYPE abcissa, INTEGRAL_FLOATARRAY_TYPE weights, INTEGRAL_FLOATARRAY_TYPE* tmps, void* extra_args);
+// multithreaded version with smart management of temporary variables (only for datatypes that need to be initialized)
+int INTEGRAL_FUNC(integrate_gauss_smarttmp_multithread) (INTEGRAL_FLOAT_TYPE* out, int (*func)(INTEGRAL_FLOAT_TYPE*, INTEGRAL_FLOAT_TYPE, void*), INTEGRAL_FLOAT_TYPE lower, INTEGRAL_FLOAT_TYPE upper, INTEGRAL_FLOATARRAY_TYPE abcissa, INTEGRAL_FLOATARRAY_TYPE weights, INTEGRAL_FLOATARRAY_TYPE* tmps, void* extra_args, unsigned int threads, array_pthread_t* thread_ids);
+// per-thread function
+void* INTEGRAL_FUNC(integrate_gauss_smarttmp_thread) (void* args);
+#endif
+
+// compute the abcissa and weights for the Gauss-Legendre numerical integration scheme
+int INTEGRAL_FUNC(gauss_legendre_weights) (unsigned int order, INTEGRAL_FLOAT_TYPE tolerance, unsigned int maxiter, INTEGRAL_FLOATARRAY_TYPE* abcissa, INTEGRAL_FLOATARRAY_TYPE* weights);
+
+// wrapper functions to evaluate the legendre polynomial and its derivative
+int INTEGRAL_FUNC(legendre_wrapper) (INTEGRAL_FLOAT_TYPE* out, INTEGRAL_FLOAT_TYPE in, void* legendre);
+int INTEGRAL_FUNC(deriv_legendre_wrapper) (INTEGRAL_FLOAT_TYPE* out, INTEGRAL_FLOAT_TYPE in, void* legendre);
+