Implements the Gauss-Kronrod integration algorithm.

An adaptive Gaussian quadrature method for numerical integration in which error is estimated based on evaluation at special points known as the "Kronrod points". By suitably picking these points, abscissas from previous iterations can be reused as part of the new set of points, whereas usual Gaussian quadrature would require recomputation of all abscissas at each iteration.

This class automatically handles (-inf,+inf) integrals by dividing the integration in three regions (-inf,-1), (-1,1), (1,inf) and calculating the 1st and 3rd term using a \( x \rightarrow 1/x \) coordinate transformation.

This class embeds the adaptive Gauss-Kronrod integrator from the GNU Scientific Library version 1.5 and applies a chosen rule ( 10-, 21-, 31-, 41, 51- or 61-point). The integration domain is subdivided and recursively integrated until the required precision is reached.

For integrands with integrable singularities the Wynn epsilon rule can be selected to speed up the convergence of these integrals.

Definition at line 24 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Public Member Functions
	RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, const RooNumIntConfig &config)
	Constructor taking a function binding and a configuration object.
	RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, double xmin, double xmax, const RooNumIntConfig &config)
	Constructor taking a function binding, an integration range and a configuration object.
	~RooAdaptiveGaussKronrodIntegrator1D () override
	Destructor.
double	calculate (const double *yvec=nullptr)
	Calculate integral value with given array of parameter values.
bool	checkLimits () const override
	Check that our integration range is finite and otherwise return false.
double	integral (const double *yvec=nullptr) override
	Calculate and return integral at at given parameter values.
const RooAbsFunc *	integrand () const
	Return integrand function binding.
double	integrand (const double x[]) const
	Return value of integrand at given observable values.
bool	isValid () const
	Is integrator in valid state.
bool	printEvalCounter () const
bool	setLimits (double xmin, double xmax) override
	Change our integration limits.
virtual bool	setLimits (double xmin, double xmax)
	Interface to set limits on integration.
void	setPrintEvalCounter (bool value)
bool	setUseIntegrandLimits (bool flag) override
	Interface function that allows to defer limit definition to integrand definition.

Protected Types
enum	DomainType { Closed , OpenLo , OpenHi , Open }

Protected Member Functions
bool	initialize ()
	Initialize integrator allocate buffers and setup GSL workspace.
double *	xvec (double &xx)

Static Protected Member Functions
static void	registerIntegrator (RooNumIntFactory &fact)
	Register this class with RooNumIntConfig as a possible choice of numeric integrator for one-dimensional integrals over finite and infinite domains.

Protected Attributes
DomainType	_domainType
double	_epsAbs
double	_epsRel
const RooAbsFunc *	_function = nullptr
	Pointer to function binding of integrand.
Int_t	_maxSeg
Int_t	_methodKey
bool	_printEvalCounter = false
	If true print number of function evaluation required for integration.
bool	_useIntegrandLimits
bool	_valid = false
	Is integrator in valid state?
void *	_workspace = nullptr
std::vector< double >	_x
	! Current coordinate
double	_xmax
	! Upper integration bound
double	_xmin
	! Lower integration bound

Friends
double	RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction (double x, void *data)
	Glue function interacing to GSL code.
class	RooNumIntFactory

#include </home/stephan/code/root-2/roofit/roofitmore/src/RooAdaptiveGaussKronrodIntegrator1D.h>

Inheritance diagram for RooAdaptiveGaussKronrodIntegrator1D:

Member Enumeration Documentation

◆ DomainType

enum RooAdaptiveGaussKronrodIntegrator1D::DomainType

protected

Enumerator
Closed
OpenLo
OpenHi
Open

Definition at line 48 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Constructor & Destructor Documentation

◆ RooAdaptiveGaussKronrodIntegrator1D() [1/2]

RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D	(	const RooAbsFunc &	function,
		const RooNumIntConfig &	config )

Constructor taking a function binding and a configuration object.

Definition at line 186 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ RooAdaptiveGaussKronrodIntegrator1D() [2/2]

RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D	(	const RooAbsFunc &	function,
		double	xmin,
		double	xmax,
		const RooNumIntConfig &	config )

Constructor taking a function binding, an integration range and a configuration object.

Definition at line 203 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ ~RooAdaptiveGaussKronrodIntegrator1D()

RooAdaptiveGaussKronrodIntegrator1D::~RooAdaptiveGaussKronrodIntegrator1D ( )

override

Destructor.

Definition at line 238 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

Member Function Documentation

◆ calculate()

double RooAbsIntegrator::calculate ( const double * yvec = nullptr )

inherited

Calculate integral value with given array of parameter values.

Definition at line 49 of file RooAbsIntegrator.cxx.

◆ checkLimits()

bool RooAdaptiveGaussKronrodIntegrator1D::checkLimits ( ) const

overridevirtual

Check that our integration range is finite and otherwise return false.

Update the limits from the integrand if requested.

Reimplemented from RooAbsIntegrator.

Definition at line 270 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ initialize()

bool RooAdaptiveGaussKronrodIntegrator1D::initialize ( )

protected

Initialize integrator allocate buffers and setup GSL workspace.

Definition at line 224 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ integral()

double RooAdaptiveGaussKronrodIntegrator1D::integral ( const double * yvec = nullptr )

overridevirtual

Calculate and return integral at at given parameter values.

Implements RooAbsIntegrator.

Definition at line 312 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ integrand() [1/2]

const RooAbsFunc * RooAbsIntegrator::integrand ( ) const

inlineinherited

Return integrand function binding.

Definition at line 39 of file RooAbsIntegrator.h.

◆ integrand() [2/2]

double RooAbsIntegrator::integrand ( const double x[] ) const

inlineinherited

Return value of integrand at given observable values.

Definition at line 34 of file RooAbsIntegrator.h.

◆ isValid()

bool RooAbsIntegrator::isValid ( ) const

inlineinherited

Is integrator in valid state.

Definition at line 29 of file RooAbsIntegrator.h.

◆ printEvalCounter()

bool RooAbsIntegrator::printEvalCounter ( ) const

inlineinherited

Definition at line 51 of file RooAbsIntegrator.h.

◆ registerIntegrator()

void RooAdaptiveGaussKronrodIntegrator1D::registerIntegrator ( RooNumIntFactory & fact )

staticprotected

Register this class with RooNumIntConfig as a possible choice of numeric integrator for one-dimensional integrals over finite and infinite domains.

Definition at line 156 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ setLimits() [1/2]

bool RooAdaptiveGaussKronrodIntegrator1D::setLimits	(	double *	xmin,
		double *	xmax )

overridevirtual

Change our integration limits.

Return true if the new limits are ok, or otherwise false. Always returns false and does nothing if this object was constructed to always use our integrand's limits.

Reimplemented from RooAbsIntegrator.

Definition at line 252 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ setLimits() [2/2]

bool RooAbsIntegrator::setLimits	(	double	xmin,
		double	xmax )

virtual

Interface to set limits on integration.

Reimplemented from RooAbsIntegrator.

Definition at line 55 of file RooAbsIntegrator.cxx.

◆ setPrintEvalCounter()

void RooAbsIntegrator::setPrintEvalCounter ( bool value )

inlineinherited

Definition at line 52 of file RooAbsIntegrator.h.

◆ setUseIntegrandLimits()

bool RooAdaptiveGaussKronrodIntegrator1D::setUseIntegrandLimits ( bool flag )

inlineoverridevirtual

Interface function that allows to defer limit definition to integrand definition.

Reimplemented from RooAbsIntegrator.

Definition at line 37 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ xvec()

double * RooAdaptiveGaussKronrodIntegrator1D::xvec ( double & xx )

inlineprotected

Definition at line 57 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction

double RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction	(	double	x,
		void *	data )

friend

Glue function interacing to GSL code.

Definition at line 301 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ RooNumIntFactory

friend class RooNumIntFactory

friend

Definition at line 45 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Member Data Documentation

◆ _domainType

DomainType RooAdaptiveGaussKronrodIntegrator1D::_domainType

mutableprotected

Definition at line 49 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _epsAbs

double RooAdaptiveGaussKronrodIntegrator1D::_epsAbs

protected

Definition at line 65 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _epsRel

double RooAdaptiveGaussKronrodIntegrator1D::_epsRel

protected

Definition at line 66 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _function

const RooAbsFunc* RooAbsIntegrator::_function = nullptr

protectedinherited

Pointer to function binding of integrand.

Definition at line 60 of file RooAbsIntegrator.h.

◆ _maxSeg

Int_t RooAdaptiveGaussKronrodIntegrator1D::_maxSeg

protected

Definition at line 68 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _methodKey

Int_t RooAdaptiveGaussKronrodIntegrator1D::_methodKey

protected

Definition at line 67 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _printEvalCounter

bool RooAbsIntegrator::_printEvalCounter = false

protectedinherited

If true print number of function evaluation required for integration.

Definition at line 62 of file RooAbsIntegrator.h.

◆ _useIntegrandLimits

bool RooAdaptiveGaussKronrodIntegrator1D::_useIntegrandLimits

protected

Definition at line 55 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _valid

bool RooAbsIntegrator::_valid = false

protectedinherited

Is integrator in valid state?

Definition at line 61 of file RooAbsIntegrator.h.

◆ _workspace

void* RooAdaptiveGaussKronrodIntegrator1D::_workspace = nullptr

protected

Definition at line 69 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _x

std::vector<double> RooAdaptiveGaussKronrodIntegrator1D::_x

protected

! Current coordinate

Definition at line 63 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _xmax

double RooAdaptiveGaussKronrodIntegrator1D::_xmax

mutableprotected

! Upper integration bound

Definition at line 72 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _xmin

double RooAdaptiveGaussKronrodIntegrator1D::_xmin

mutableprotected

! Lower integration bound

Definition at line 71 of file RooAdaptiveGaussKronrodIntegrator1D.h.

The documentation for this class was generated from the following files:

roofit/roofitmore/src/RooAdaptiveGaussKronrodIntegrator1D.h
roofit/roofitmore/src/RooAdaptiveGaussKronrodIntegrator1D.cxx

Public Member Functions

Protected Types

Protected Member Functions

Static Protected Member Functions

Protected Attributes

Friends

Member Enumeration Documentation

◆ DomainType

Constructor & Destructor Documentation

◆ RooAdaptiveGaussKronrodIntegrator1D() [1/2]

◆ RooAdaptiveGaussKronrodIntegrator1D() [2/2]

◆ ~RooAdaptiveGaussKronrodIntegrator1D()

Member Function Documentation

◆ calculate()

◆ checkLimits()

◆ initialize()

◆ integral()

◆ integrand() [1/2]

◆ integrand() [2/2]

◆ isValid()

◆ printEvalCounter()

◆ registerIntegrator()

◆ setLimits() [1/2]

◆ setLimits() [2/2]

◆ setPrintEvalCounter()

◆ setUseIntegrandLimits()

◆ xvec()

Friends And Related Symbol Documentation

◆ RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction

◆ RooNumIntFactory

Member Data Documentation

◆ _domainType

◆ _epsAbs

◆ _epsRel

◆ _function

◆ _maxSeg

◆ _methodKey

◆ _printEvalCounter

◆ _useIntegrandLimits

◆ _valid

◆ _workspace

◆ _x

◆ _xmax

◆ _xmin