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RooAdaptiveGaussKronrodIntegrator1D Class Reference

RooAdaptiveGaussKronrodIntegrator1D implements the Gauss-Kronrod integration algorithm.

An adaptive Gaussian quadrature method for numerical integration in which error is estimation based on evaluation at special points known as "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 -> 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 singulaties the Wynn epsilon rule can be selected to speed up the converges of these integrals

Definition at line 24 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Public Member Functions

 RooAdaptiveGaussKronrodIntegrator1D ()
 coverity[UNINIT_CTOR] Default constructor More...
 
 RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, const RooNumIntConfig &config)
 Constructor taking a function binding and a configuration object. More...
 
 RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, Double_t xmin, Double_t xmax, const RooNumIntConfig &config)
 Constructor taking a function binding, an integration range and a configuration object. More...
 
virtual ~RooAdaptiveGaussKronrodIntegrator1D ()
 Destructor. More...
 
virtual Bool_t canIntegrate1D () const
 
virtual Bool_t canIntegrate2D () const
 
virtual Bool_t canIntegrateND () const
 
virtual Bool_t canIntegrateOpenEnded () const
 
virtual Bool_t checkLimits () const
 Check that our integration range is finite and otherwise return kFALSE. More...
 
virtual RooAbsIntegratorclone (const RooAbsFunc &function, const RooNumIntConfig &config) const
 Virtual constructor. More...
 
virtual Double_t integral (const Double_t *yvec=0)
 Calculate and return integral at at given parameter values. More...
 
virtual Bool_t setLimits (Double_t *, Double_t *)
 
Bool_t setLimits (Double_t *xmin, Double_t *xmax)
 Change our integration limits. More...
 
virtual Bool_t setLimits (Double_t xmin, Double_t xmax)
 Interface to set limits on integration. More...
 
virtual Bool_t setUseIntegrandLimits (Bool_t flag)
 Interface function that allows to defer limit definition to integrand definition. More...
 
- Public Member Functions inherited from RooAbsIntegrator
 RooAbsIntegrator ()
 Default constructor. More...
 
 RooAbsIntegrator (const RooAbsFunc &function, Bool_t printEvalCounter=kFALSE)
 Copy constructor. More...
 
virtual ~RooAbsIntegrator ()
 
Double_t calculate (const Double_t *yvec=0)
 Calculate integral value with given array of parameter values. More...
 
virtual Bool_t canIntegrate1D () const =0
 
virtual Bool_t canIntegrate2D () const =0
 
virtual Bool_t canIntegrateND () const =0
 
virtual Bool_t canIntegrateOpenEnded () const =0
 
virtual Bool_t checkLimits () const
 
virtual RooAbsIntegratorclone (const RooAbsFunc &function, const RooNumIntConfig &config) const =0
 
virtual Double_t integral (const Double_t *yvec=0)=0
 
const RooAbsFuncintegrand () const
 
Double_t integrand (const Double_t x[]) const
 
Bool_t isValid () const
 
Bool_t printEvalCounter () const
 
virtual Bool_t setLimits (Double_t *, Double_t *)
 
virtual Bool_t setLimits (Double_t xmin, Double_t xmax)
 Interface to set limits on integration. More...
 
void setPrintEvalCounter (Bool_t value)
 
virtual Bool_t setUseIntegrandLimits (Bool_t flag)
 Interface function that allows to defer limit definition to integrand definition. More...
 
- Public Member Functions inherited from TObject
 TObject ()
 TObject constructor. More...
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
virtual ~TObject ()
 TObject destructor. More...
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad. More...
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action. More...
 
ULong_t CheckedHash ()
 Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object. More...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. More...
 
virtual void Clear (Option_t *="")
 
virtual TObjectClone (const char *newname="") const
 Make a clone of an object using the Streamer facility. More...
 
virtual Int_t Compare (const TObject *obj) const
 Compare abstract method. More...
 
virtual void Copy (TObject &object) const
 Copy this to obj. More...
 
virtual void Delete (Option_t *option="")
 Delete this object. More...
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object. More...
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects. More...
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs. More...
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad). More...
 
virtual void Dump () const
 Dump contents of object on stdout. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
virtual void Execute (const char *method, const char *params, Int_t *error=0)
 Execute method on this object with the given parameter string, e.g. More...
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=0)
 Execute method on this object with parameters stored in the TObjArray. More...
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py). More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. More...
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes. More...
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes. More...
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Option_tGetOption () const
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
Bool_t HasInconsistentHash () const
 Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e. More...
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname". More...
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl. More...
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas. More...
 
void InvertBit (UInt_t f)
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
R__ALWAYS_INLINE Bool_t IsOnHeap () const
 
virtual Bool_t IsSortable () const
 
R__ALWAYS_INLINE Bool_t IsZombie () const
 
virtual void ls (Option_t *option="") const
 The ls function lists the contents of a class on stdout. More...
 
void MayNotUse (const char *method) const
 Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). More...
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. More...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
voidoperator new (size_t sz)
 
voidoperator new (size_t sz, void *vp)
 
voidoperator new[] (size_t sz)
 
voidoperator new[] (size_t sz, void *vp)
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator. More...
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself. More...
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list. More...
 
virtual void Print (Option_t *option="") const
 This method must be overridden when a class wants to print itself. More...
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory. More...
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list. More...
 
void ResetBit (UInt_t f)
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename. More...
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out". More...
 
void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object. More...
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id. More...
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
R__ALWAYS_INLINE Bool_t TestBit (UInt_t f) const
 
Int_t TestBits (UInt_t f) const
 
virtual void UseCurrentStyle ()
 Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory. More...
 

Protected Types

enum  DomainType { Closed , OpenLo , OpenHi , Open }
 

Protected Member Functions

Bool_t initialize ()
 Initialize integrator allocate buffers and setup GSL workspace. More...
 
Double_txvec (Double_t &xx)
 
- Protected Member Functions inherited from TObject
virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected). More...
 
void MakeZombie ()
 

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. More...
 

Protected Attributes

DomainType _domainType
 
Double_t _epsAbs
 Current coordinate. More...
 
Double_t _epsRel
 
Int_t _maxSeg
 
Int_t _methodKey
 
Bool_t _useIntegrandLimits
 
void_workspace
 
Double_t_x
 
Double_t _xmax
 Lower integration bound. More...
 
Double_t _xmin
 
- Protected Attributes inherited from RooAbsIntegrator
const RooAbsFunc_function
 
Bool_t _printEvalCounter
 
Bool_t _valid
 

Friends

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

Additional Inherited Members

- Public Types inherited from TObject
enum  {
  kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 ,
  kBitMask = 0x00ffffff
}
 
enum  { kSingleKey = BIT(0) , kOverwrite = BIT(1) , kWriteDelete = BIT(2) }
 
enum  EDeprecatedStatusBits { kObjInCanvas = BIT(3) }
 
enum  EStatusBits {
  kCanDelete = BIT(0) , kMustCleanup = BIT(3) , kIsReferenced = BIT(4) , kHasUUID = BIT(5) ,
  kCannotPick = BIT(6) , kNoContextMenu = BIT(8) , kInvalidObject = BIT(13)
}
 
- Static Public Member Functions inherited from TObject
static Long_t GetDtorOnly ()
 Return destructor only flag. More...
 
static Bool_t GetObjectStat ()
 Get status of object stat flag. More...
 
static void SetDtorOnly (void *obj)
 Set destructor only flag. More...
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable. More...
 

#include <RooAdaptiveGaussKronrodIntegrator1D.h>

Inheritance diagram for RooAdaptiveGaussKronrodIntegrator1D:
[legend]

Member Enumeration Documentation

◆ DomainType

Enumerator
Closed 
OpenLo 
OpenHi 
Open 

Definition at line 67 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Constructor & Destructor Documentation

◆ RooAdaptiveGaussKronrodIntegrator1D() [1/3]

RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D ( )

coverity[UNINIT_CTOR] Default constructor

Definition at line 163 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ RooAdaptiveGaussKronrodIntegrator1D() [2/3]

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

Constructor taking a function binding and a configuration object.

Definition at line 173 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ RooAdaptiveGaussKronrodIntegrator1D() [3/3]

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

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

Definition at line 194 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ ~RooAdaptiveGaussKronrodIntegrator1D()

RooAdaptiveGaussKronrodIntegrator1D::~RooAdaptiveGaussKronrodIntegrator1D ( )
virtual

Destructor.

Definition at line 242 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

Member Function Documentation

◆ canIntegrate1D()

virtual Bool_t RooAdaptiveGaussKronrodIntegrator1D::canIntegrate1D ( ) const
inlinevirtual

Implements RooAbsIntegrator.

Definition at line 45 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ canIntegrate2D()

virtual Bool_t RooAdaptiveGaussKronrodIntegrator1D::canIntegrate2D ( ) const
inlinevirtual

Implements RooAbsIntegrator.

Definition at line 49 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ canIntegrateND()

virtual Bool_t RooAdaptiveGaussKronrodIntegrator1D::canIntegrateND ( ) const
inlinevirtual

Implements RooAbsIntegrator.

Definition at line 53 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ canIntegrateOpenEnded()

virtual Bool_t RooAdaptiveGaussKronrodIntegrator1D::canIntegrateOpenEnded ( ) const
inlinevirtual

Implements RooAbsIntegrator.

Definition at line 57 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ checkLimits()

Bool_t RooAdaptiveGaussKronrodIntegrator1D::checkLimits ( ) const
virtual

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

Update the limits from the integrand if requested.

Reimplemented from RooAbsIntegrator.

Definition at line 277 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ clone()

RooAbsIntegrator * RooAdaptiveGaussKronrodIntegrator1D::clone ( const RooAbsFunc function,
const RooNumIntConfig config 
) const
virtual

Virtual constructor.

Implements RooAbsIntegrator.

Definition at line 218 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ initialize()

Bool_t RooAdaptiveGaussKronrodIntegrator1D::initialize ( void  )
protected

Initialize integrator allocate buffers and setup GSL workspace.

Definition at line 228 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ integral()

Double_t RooAdaptiveGaussKronrodIntegrator1D::integral ( const Double_t yvec = 0)
virtual

Calculate and return integral at at given parameter values.

Implements RooAbsIntegrator.

Definition at line 319 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ 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 142 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ setLimits() [1/3]

virtual Bool_t RooAbsIntegrator::setLimits ( Double_t ,
Double_t  
)
inlinevirtual

Reimplemented from RooAbsIntegrator.

Definition at line 61 of file RooAbsIntegrator.h.

◆ setLimits() [2/3]

Bool_t RooAdaptiveGaussKronrodIntegrator1D::setLimits ( Double_t xmin,
Double_t xmax 
)
virtual

Change our integration limits.

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

Reimplemented from RooAbsIntegrator.

Definition at line 259 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ setLimits() [3/3]

Bool_t RooAbsIntegrator::setLimits ( Double_t  xmin,
Double_t  xmax 
)
virtual

Interface to set limits on integration.

Reimplemented from RooAbsIntegrator.

Definition at line 62 of file RooAbsIntegrator.cxx.

◆ setUseIntegrandLimits()

virtual Bool_t RooAdaptiveGaussKronrodIntegrator1D::setUseIntegrandLimits ( Bool_t  flag)
inlinevirtual

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

Reimplemented from RooAbsIntegrator.

Definition at line 40 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ xvec()

Double_t * RooAdaptiveGaussKronrodIntegrator1D::xvec ( Double_t xx)
inlineprotected

Definition at line 76 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Friends And Related Function Documentation

◆ RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction

double RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction ( double  x,
void data 
)
friend

Glue function interacing to GSL code.

Definition at line 308 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.

◆ RooNumIntFactory

friend class RooNumIntFactory
friend

Definition at line 64 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Member Data Documentation

◆ _domainType

DomainType RooAdaptiveGaussKronrodIntegrator1D::_domainType
mutableprotected

Definition at line 68 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _epsAbs

Double_t RooAdaptiveGaussKronrodIntegrator1D::_epsAbs
protected

Current coordinate.

Definition at line 82 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _epsRel

Double_t RooAdaptiveGaussKronrodIntegrator1D::_epsRel
protected

Definition at line 83 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _maxSeg

Int_t RooAdaptiveGaussKronrodIntegrator1D::_maxSeg
protected

Definition at line 85 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _methodKey

Int_t RooAdaptiveGaussKronrodIntegrator1D::_methodKey
protected

Definition at line 84 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _useIntegrandLimits

Bool_t RooAdaptiveGaussKronrodIntegrator1D::_useIntegrandLimits
protected

Definition at line 74 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _workspace

void* RooAdaptiveGaussKronrodIntegrator1D::_workspace
protected

Definition at line 86 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _x

Double_t* RooAdaptiveGaussKronrodIntegrator1D::_x
protected

Definition at line 80 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _xmax

Double_t RooAdaptiveGaussKronrodIntegrator1D::_xmax
mutableprotected

Lower integration bound.

Definition at line 89 of file RooAdaptiveGaussKronrodIntegrator1D.h.

◆ _xmin

Double_t RooAdaptiveGaussKronrodIntegrator1D::_xmin
mutableprotected

Definition at line 88 of file RooAdaptiveGaussKronrodIntegrator1D.h.

Libraries for RooAdaptiveGaussKronrodIntegrator1D:
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The documentation for this class was generated from the following files: