RooAdaptiveGaussKronrodIntegrator1D 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 () | |
coverity[UNINIT_CTOR] Default constructor | |
RooAdaptiveGaussKronrodIntegrator1D (const RooAbsFunc &function, const RooNumIntConfig &config) | |
Constructor taking a function binding and a configuration object. | |
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. | |
virtual | ~RooAdaptiveGaussKronrodIntegrator1D () |
Destructor. | |
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. | |
virtual RooAbsIntegrator * | clone (const RooAbsFunc &function, const RooNumIntConfig &config) const |
Virtual constructor. | |
virtual Double_t | integral (const Double_t *yvec=0) |
Calculate and return integral at at given parameter values. | |
virtual Bool_t | setLimits (Double_t *, Double_t *) |
Bool_t | setLimits (Double_t *xmin, Double_t *xmax) |
Change our integration limits. | |
virtual Bool_t | setLimits (Double_t xmin, Double_t xmax) |
Interface to set limits on integration. | |
virtual Bool_t | setUseIntegrandLimits (Bool_t flag) |
Interface function that allows to defer limit definition to integrand definition. | |
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RooAbsIntegrator () | |
Default constructor. | |
RooAbsIntegrator (const RooAbsFunc &function, Bool_t printEvalCounter=kFALSE) | |
Copy constructor. | |
virtual | ~RooAbsIntegrator () |
Double_t | calculate (const Double_t *yvec=0) |
Calculate integral value with given array of parameter values. | |
const RooAbsFunc * | integrand () const |
Double_t | integrand (const Double_t x[]) const |
Bool_t | isValid () const |
Bool_t | printEvalCounter () const |
void | setPrintEvalCounter (Bool_t value) |
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TObject () | |
TObject constructor. | |
TObject (const TObject &object) | |
TObject copy ctor. | |
virtual | ~TObject () |
TObject destructor. | |
void | AbstractMethod (const char *method) const |
Use this method to implement an "abstract" method that you don't want to leave purely abstract. | |
virtual void | AppendPad (Option_t *option="") |
Append graphics object to current pad. | |
virtual void | Browse (TBrowser *b) |
Browse object. May be overridden for another default action. | |
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. | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. | |
virtual void | Clear (Option_t *="") |
virtual TObject * | Clone (const char *newname="") const |
Make a clone of an object using the Streamer facility. | |
virtual Int_t | Compare (const TObject *obj) const |
Compare abstract method. | |
virtual void | Copy (TObject &object) const |
Copy this to obj. | |
virtual void | Delete (Option_t *option="") |
Delete this object. | |
virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) |
Computes distance from point (px,py) to the object. | |
virtual void | Draw (Option_t *option="") |
Default Draw method for all objects. | |
virtual void | DrawClass () const |
Draw class inheritance tree of the class to which this object belongs. | |
virtual TObject * | DrawClone (Option_t *option="") const |
Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad) . | |
virtual void | Dump () const |
Dump contents of object on stdout. | |
virtual void | Error (const char *method, const char *msgfmt,...) const |
Issue error message. | |
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. | |
virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=0) |
Execute method on this object with parameters stored in the TObjArray. | |
virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) |
Execute action corresponding to an event at (px,py). | |
virtual void | Fatal (const char *method, const char *msgfmt,...) const |
Issue fatal error message. | |
virtual TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. | |
virtual Option_t * | GetDrawOption () const |
Get option used by the graphics system to draw this object. | |
virtual const char * | GetIconName () const |
Returns mime type name of object. | |
virtual const char * | GetName () const |
Returns name of object. | |
virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). | |
virtual Option_t * | GetOption () const |
virtual const char * | GetTitle () const |
Returns title of object. | |
virtual UInt_t | GetUniqueID () const |
Return the unique object id. | |
virtual Bool_t | HandleTimer (TTimer *timer) |
Execute action in response of a timer timing out. | |
virtual ULong_t | Hash () const |
Return hash value for this object. | |
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. | |
virtual void | Info (const char *method, const char *msgfmt,...) const |
Issue info message. | |
virtual Bool_t | InheritsFrom (const char *classname) const |
Returns kTRUE if object inherits from class "classname". | |
virtual Bool_t | InheritsFrom (const TClass *cl) const |
Returns kTRUE if object inherits from TClass cl. | |
virtual void | Inspect () const |
Dump contents of this object in a graphics canvas. | |
void | InvertBit (UInt_t f) |
Bool_t | IsDestructed () const |
IsDestructed. | |
virtual Bool_t | IsEqual (const TObject *obj) const |
Default equal comparison (objects are equal if they have the same address in memory). | |
virtual Bool_t | IsFolder () const |
Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). | |
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. | |
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). | |
virtual Bool_t | Notify () |
This method must be overridden to handle object notification. | |
void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
Use this method to declare a method obsolete. | |
void | operator delete (void *ptr) |
Operator delete. | |
void | operator delete[] (void *ptr) |
Operator delete []. | |
void * | operator new (size_t sz) |
void * | operator new (size_t sz, void *vp) |
void * | operator new[] (size_t sz) |
void * | operator new[] (size_t sz, void *vp) |
TObject & | operator= (const TObject &rhs) |
TObject assignment operator. | |
virtual void | Paint (Option_t *option="") |
This method must be overridden if a class wants to paint itself. | |
virtual void | Pop () |
Pop on object drawn in a pad to the top of the display list. | |
virtual void | Print (Option_t *option="") const |
This method must be overridden when a class wants to print itself. | |
virtual Int_t | Read (const char *name) |
Read contents of object with specified name from the current directory. | |
virtual void | RecursiveRemove (TObject *obj) |
Recursively remove this object from a list. | |
void | ResetBit (UInt_t f) |
virtual void | SaveAs (const char *filename="", Option_t *option="") const |
Save this object in the file specified by filename. | |
virtual void | SavePrimitive (std::ostream &out, Option_t *option="") |
Save a primitive as a C++ statement(s) on output stream "out". | |
void | SetBit (UInt_t f) |
void | SetBit (UInt_t f, Bool_t set) |
Set or unset the user status bits as specified in f. | |
virtual void | SetDrawOption (Option_t *option="") |
Set drawing option for object. | |
virtual void | SetUniqueID (UInt_t uid) |
Set the unique object id. | |
virtual void | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. | |
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. | |
virtual void | Warning (const char *method, const char *msgfmt,...) const |
Issue warning message. | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) |
Write this object to the current directory. | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const |
Write this object to the current directory. | |
Protected Types | |
enum | DomainType { Closed , OpenLo , OpenHi , Open } |
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enum | { kOnlyPrepStep = BIT(3) } |
Protected Member Functions | |
Bool_t | initialize () |
Initialize integrator allocate buffers and setup GSL workspace. | |
Double_t * | xvec (Double_t &xx) |
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virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). | |
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. | |
Protected Attributes | |
DomainType | _domainType |
Double_t | _epsAbs |
Current coordinate. | |
Double_t | _epsRel |
Int_t | _maxSeg |
Int_t | _methodKey |
Bool_t | _useIntegrandLimits |
void * | _workspace |
Double_t * | _x |
Double_t | _xmax |
Lower integration bound. | |
Double_t | _xmin |
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const RooAbsFunc * | _function |
Bool_t | _printEvalCounter |
Bool_t | _valid |
Friends | |
double | RooAdaptiveGaussKronrodIntegrator1D_GSL_GlueFunction (double x, void *data) |
Glue function interacing to GSL code. | |
class | RooNumIntFactory |
Additional Inherited Members | |
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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) } |
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static Longptr_t | GetDtorOnly () |
Return destructor only flag. | |
static Bool_t | GetObjectStat () |
Get status of object stat flag. | |
static void | SetDtorOnly (void *obj) |
Set destructor only flag. | |
static void | SetObjectStat (Bool_t stat) |
Turn on/off tracking of objects in the TObjectTable. | |
#include <RooAdaptiveGaussKronrodIntegrator1D.h>
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Enumerator | |
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Closed | |
OpenLo | |
OpenHi | |
Open |
Definition at line 67 of file RooAdaptiveGaussKronrodIntegrator1D.h.
RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D | ( | ) |
coverity[UNINIT_CTOR] Default constructor
Definition at line 178 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
RooAdaptiveGaussKronrodIntegrator1D::RooAdaptiveGaussKronrodIntegrator1D | ( | const RooAbsFunc & | function, |
const RooNumIntConfig & | config | ||
) |
Constructor taking a function binding and a configuration object.
Definition at line 188 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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 209 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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Destructor.
Definition at line 257 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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Implements RooAbsIntegrator.
Definition at line 45 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Implements RooAbsIntegrator.
Definition at line 49 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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inlinevirtual |
Implements RooAbsIntegrator.
Definition at line 53 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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inlinevirtual |
Implements RooAbsIntegrator.
Definition at line 57 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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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 292 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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Virtual constructor.
Implements RooAbsIntegrator.
Definition at line 233 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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Initialize integrator allocate buffers and setup GSL workspace.
Definition at line 243 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
Calculate and return integral at at given parameter values.
Implements RooAbsIntegrator.
Definition at line 334 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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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 158 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
Reimplemented from RooAbsIntegrator.
Definition at line 61 of file RooAbsIntegrator.h.
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 274 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
Interface to set limits on integration.
Reimplemented from RooAbsIntegrator.
Definition at line 62 of file RooAbsIntegrator.cxx.
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inlinevirtual |
Interface function that allows to defer limit definition to integrand definition.
Reimplemented from RooAbsIntegrator.
Definition at line 40 of file RooAdaptiveGaussKronrodIntegrator1D.h.
Definition at line 76 of file RooAdaptiveGaussKronrodIntegrator1D.h.
Glue function interacing to GSL code.
Definition at line 323 of file RooAdaptiveGaussKronrodIntegrator1D.cxx.
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Definition at line 64 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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mutableprotected |
Definition at line 68 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Current coordinate.
Definition at line 82 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Definition at line 83 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Definition at line 85 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Definition at line 84 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Definition at line 74 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Definition at line 86 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Definition at line 80 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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Lower integration bound.
Definition at line 89 of file RooAdaptiveGaussKronrodIntegrator1D.h.
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mutableprotected |
Definition at line 88 of file RooAdaptiveGaussKronrodIntegrator1D.h.