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27 // $Id: G4Integrator.icc 81649 2014-06-04 09:56:53Z gcosmo $
29 // Implementation of G4Integrator methods.
33 /////////////////////////////////////////////////////////////////////
35 // Sympson integration method
37 /////////////////////////////////////////////////////////////////////
39 // Integration of class member functions T::f by Simpson method.
41 template <class T, class F>
42 G4double G4Integrator<T,F>::Simpson( T& typeT,
46 G4int iterationNumber )
49 G4double step = (xFinal - xInitial)/iterationNumber ;
50 G4double x = xInitial ;
51 G4double xPlus = xInitial + 0.5*step ;
52 G4double mean = ( (typeT.*f)(xInitial) + (typeT.*f)(xFinal) )*0.5 ;
53 G4double sum = (typeT.*f)(xPlus) ;
55 for(i=1;i<iterationNumber;i++)
59 mean += (typeT.*f)(x) ;
60 sum += (typeT.*f)(xPlus) ;
64 return mean*step/3.0 ;
67 /////////////////////////////////////////////////////////////////////
69 // Integration of class member functions T::f by Simpson method.
70 // Convenient to use with 'this' pointer
72 template <class T, class F>
73 G4double G4Integrator<T,F>::Simpson( T* ptrT,
77 G4int iterationNumber )
80 G4double step = (xFinal - xInitial)/iterationNumber ;
81 G4double x = xInitial ;
82 G4double xPlus = xInitial + 0.5*step ;
83 G4double mean = ( (ptrT->*f)(xInitial) + (ptrT->*f)(xFinal) )*0.5 ;
84 G4double sum = (ptrT->*f)(xPlus) ;
86 for(i=1;i<iterationNumber;i++)
90 mean += (ptrT->*f)(x) ;
91 sum += (ptrT->*f)(xPlus) ;
95 return mean*step/3.0 ;
98 /////////////////////////////////////////////////////////////////////
100 // Integration of class member functions T::f by Simpson method.
101 // Convenient to use, when function f is defined in global scope, i.e. in main()
104 template <class T, class F>
105 G4double G4Integrator<T,F>::Simpson( G4double (*f)(G4double),
108 G4int iterationNumber )
111 G4double step = (xFinal - xInitial)/iterationNumber ;
112 G4double x = xInitial ;
113 G4double xPlus = xInitial + 0.5*step ;
114 G4double mean = ( (*f)(xInitial) + (*f)(xFinal) )*0.5 ;
115 G4double sum = (*f)(xPlus) ;
117 for(i=1;i<iterationNumber;i++)
126 return mean*step/3.0 ;
129 //////////////////////////////////////////////////////////////////////////
131 // Adaptive Gauss method
133 //////////////////////////////////////////////////////////////////////////
137 template <class T, class F>
138 G4double G4Integrator<T,F>::Gauss( T& typeT, F f,
139 G4double xInitial, G4double xFinal )
141 static const G4double root = 1.0/std::sqrt(3.0) ;
143 G4double xMean = (xInitial + xFinal)/2.0 ;
144 G4double Step = (xFinal - xInitial)/2.0 ;
145 G4double delta = Step*root ;
146 G4double sum = ((typeT.*f)(xMean + delta) +
147 (typeT.*f)(xMean - delta)) ;
152 //////////////////////////////////////////////////////////////////////
156 template <class T, class F> G4double
157 G4Integrator<T,F>::Gauss( T* ptrT, F f, G4double a, G4double b )
159 return Gauss(*ptrT,f,a,b) ;
162 ///////////////////////////////////////////////////////////////////////
166 template <class T, class F>
167 G4double G4Integrator<T,F>::Gauss( G4double (*f)(G4double),
168 G4double xInitial, G4double xFinal)
170 static const G4double root = 1.0/std::sqrt(3.0) ;
172 G4double xMean = (xInitial + xFinal)/2.0 ;
173 G4double Step = (xFinal - xInitial)/2.0 ;
174 G4double delta = Step*root ;
175 G4double sum = ( (*f)(xMean + delta) + (*f)(xMean - delta) ) ;
180 ///////////////////////////////////////////////////////////////////////////
184 template <class T, class F>
185 void G4Integrator<T,F>::AdaptGauss( T& typeT, F f, G4double xInitial,
186 G4double xFinal, G4double fTolerance,
192 G4cout<<"G4Integrator<T,F>::AdaptGauss: WARNING !!!"<<G4endl ;
193 G4cout<<"Function varies too rapidly to get stated accuracy in 100 steps "
198 G4double xMean = (xInitial + xFinal)/2.0 ;
199 G4double leftHalf = Gauss(typeT,f,xInitial,xMean) ;
200 G4double rightHalf = Gauss(typeT,f,xMean,xFinal) ;
201 G4double full = Gauss(typeT,f,xInitial,xFinal) ;
202 if(std::fabs(leftHalf+rightHalf-full) < fTolerance)
209 AdaptGauss(typeT,f,xInitial,xMean,fTolerance,sum,depth) ;
210 AdaptGauss(typeT,f,xMean,xFinal,fTolerance,sum,depth) ;
214 template <class T, class F>
215 void G4Integrator<T,F>::AdaptGauss( T* ptrT, F f, G4double xInitial,
216 G4double xFinal, G4double fTolerance,
220 AdaptGauss(*ptrT,f,xInitial,xFinal,fTolerance,sum,depth) ;
223 /////////////////////////////////////////////////////////////////////////
226 template <class T, class F>
227 void G4Integrator<T,F>::AdaptGauss( G4double (*f)(G4double),
228 G4double xInitial, G4double xFinal,
229 G4double fTolerance, G4double& sum,
234 G4cout<<"G4SimpleIntegration::AdaptGauss: WARNING !!!"<<G4endl ;
235 G4cout<<"Function varies too rapidly to get stated accuracy in 100 steps "
240 G4double xMean = (xInitial + xFinal)/2.0 ;
241 G4double leftHalf = Gauss(f,xInitial,xMean) ;
242 G4double rightHalf = Gauss(f,xMean,xFinal) ;
243 G4double full = Gauss(f,xInitial,xFinal) ;
244 if(std::fabs(leftHalf+rightHalf-full) < fTolerance)
251 AdaptGauss(f,xInitial,xMean,fTolerance,sum,depth) ;
252 AdaptGauss(f,xMean,xFinal,fTolerance,sum,depth) ;
256 ////////////////////////////////////////////////////////////////////////
258 // Adaptive Gauss integration with accuracy 'e'
259 // Convenient for using with class object typeT
261 template<class T, class F>
262 G4double G4Integrator<T,F>::AdaptiveGauss( T& typeT, F f, G4double xInitial,
263 G4double xFinal, G4double e )
267 AdaptGauss(typeT,f,xInitial,xFinal,e,sum,depth) ;
271 ////////////////////////////////////////////////////////////////////////
273 // Adaptive Gauss integration with accuracy 'e'
274 // Convenient for using with 'this' pointer
276 template<class T, class F>
277 G4double G4Integrator<T,F>::AdaptiveGauss( T* ptrT, F f, G4double xInitial,
278 G4double xFinal, G4double e )
280 return AdaptiveGauss(*ptrT,f,xInitial,xFinal,e) ;
283 ////////////////////////////////////////////////////////////////////////
285 // Adaptive Gauss integration with accuracy 'e'
286 // Convenient for using with global scope function f
288 template <class T, class F>
289 G4double G4Integrator<T,F>::AdaptiveGauss( G4double (*f)(G4double),
290 G4double xInitial, G4double xFinal, G4double e )
294 AdaptGauss(f,xInitial,xFinal,e,sum,depth) ;
298 ////////////////////////////////////////////////////////////////////////////
299 // Gauss integration methods involving ortogonal polynomials
300 ////////////////////////////////////////////////////////////////////////////
302 // Methods involving Legendre polynomials
304 /////////////////////////////////////////////////////////////////////////
306 // The value nLegendre set the accuracy required, i.e the number of points
307 // where the function pFunction will be evaluated during integration.
308 // The function creates the arrays for abscissas and weights that used
309 // in Gauss-Legendre quadrature method.
310 // The values a and b are the limits of integration of the function f .
311 // nLegendre MUST BE EVEN !!!
312 // Returns the integral of the function f between a and b, by 2*fNumber point
313 // Gauss-Legendre integration: the function is evaluated exactly
314 // 2*fNumber times at interior points in the range of integration.
315 // Since the weights and abscissas are, in this case, symmetric around
316 // the midpoint of the range of integration, there are actually only
317 // fNumber distinct values of each.
318 // Convenient for using with some class object dataT
320 template <class T, class F>
321 G4double G4Integrator<T,F>::Legendre( T& typeT, F f, G4double a, G4double b,
324 G4double nwt, nwt1, temp1, temp2, temp3, temp ;
325 G4double xDiff, xMean, dx, integral ;
327 const G4double tolerance = 1.6e-10 ;
328 G4int i, j, k = nLegendre ;
329 G4int fNumber = (nLegendre + 1)/2 ;
333 G4Exception("G4Integrator<T,F>::Legendre(T&,F, ...)", "InvalidCall",
334 FatalException, "Invalid (odd) nLegendre in constructor.");
337 G4double* fAbscissa = new G4double[fNumber] ;
338 G4double* fWeight = new G4double[fNumber] ;
340 for(i=1;i<=fNumber;i++) // Loop over the desired roots
342 nwt = std::cos(CLHEP::pi*(i - 0.25)/(k + 0.5)) ; // Initial root approximation
344 do // loop of Newton's method
352 temp1 = ((2.0*j - 1.0)*nwt*temp2 - (j - 1.0)*temp3)/j ;
354 temp = k*(nwt*temp1 - temp2)/(nwt*nwt - 1.0) ;
356 nwt = nwt1 - temp1/temp ; // Newton's method
358 while(std::fabs(nwt - nwt1) > tolerance) ;
360 fAbscissa[fNumber-i] = nwt ;
361 fWeight[fNumber-i] = 2.0/((1.0 - nwt*nwt)*temp*temp) ;
365 // Now we ready to get integral
368 xMean = 0.5*(a + b) ;
369 xDiff = 0.5*(b - a) ;
371 for(i=0;i<fNumber;i++)
373 dx = xDiff*fAbscissa[i] ;
374 integral += fWeight[i]*( (typeT.*f)(xMean + dx) +
375 (typeT.*f)(xMean - dx) ) ;
379 return integral *= xDiff ;
382 ///////////////////////////////////////////////////////////////////////
384 // Convenient for using with the pointer 'this'
386 template <class T, class F>
387 G4double G4Integrator<T,F>::Legendre( T* ptrT, F f, G4double a,
388 G4double b, G4int nLegendre )
390 return Legendre(*ptrT,f,a,b,nLegendre) ;
393 ///////////////////////////////////////////////////////////////////////
395 // Convenient for using with global scope function f
397 template <class T, class F>
398 G4double G4Integrator<T,F>::Legendre( G4double (*f)(G4double),
399 G4double a, G4double b, G4int nLegendre)
401 G4double nwt, nwt1, temp1, temp2, temp3, temp ;
402 G4double xDiff, xMean, dx, integral ;
404 const G4double tolerance = 1.6e-10 ;
405 G4int i, j, k = nLegendre ;
406 G4int fNumber = (nLegendre + 1)/2 ;
410 G4Exception("G4Integrator<T,F>::Legendre(...)", "InvalidCall",
411 FatalException, "Invalid (odd) nLegendre in constructor.");
414 G4double* fAbscissa = new G4double[fNumber] ;
415 G4double* fWeight = new G4double[fNumber] ;
417 for(i=1;i<=fNumber;i++) // Loop over the desired roots
419 nwt = std::cos(CLHEP::pi*(i - 0.25)/(k + 0.5)) ; // Initial root approximation
421 do // loop of Newton's method
429 temp1 = ((2.0*j - 1.0)*nwt*temp2 - (j - 1.0)*temp3)/j ;
431 temp = k*(nwt*temp1 - temp2)/(nwt*nwt - 1.0) ;
433 nwt = nwt1 - temp1/temp ; // Newton's method
435 while(std::fabs(nwt - nwt1) > tolerance) ;
437 fAbscissa[fNumber-i] = nwt ;
438 fWeight[fNumber-i] = 2.0/((1.0 - nwt*nwt)*temp*temp) ;
442 // Now we ready to get integral
445 xMean = 0.5*(a + b) ;
446 xDiff = 0.5*(b - a) ;
448 for(i=0;i<fNumber;i++)
450 dx = xDiff*fAbscissa[i] ;
451 integral += fWeight[i]*( (*f)(xMean + dx) + (*f)(xMean - dx) ) ;
456 return integral *= xDiff ;
459 ////////////////////////////////////////////////////////////////////////////
461 // Returns the integral of the function to be pointed by T::f between a and b,
462 // by ten point Gauss-Legendre integration: the function is evaluated exactly
463 // ten times at interior points in the range of integration. Since the weights
464 // and abscissas are, in this case, symmetric around the midpoint of the
465 // range of integration, there are actually only five distinct values of each
466 // Convenient for using with class object typeT
468 template <class T, class F>
469 G4double G4Integrator<T,F>::Legendre10( T& typeT, F f,G4double a, G4double b)
472 G4double xDiff, xMean, dx, integral ;
474 // From Abramowitz M., Stegan I.A. 1964 , Handbook of Math... , p. 916
476 static const G4double abscissa[] = { 0.148874338981631, 0.433395394129247,
477 0.679409568299024, 0.865063366688985,
478 0.973906528517172 } ;
480 static const G4double weight[] = { 0.295524224714753, 0.269266719309996,
481 0.219086362515982, 0.149451349150581,
482 0.066671344308688 } ;
483 xMean = 0.5*(a + b) ;
484 xDiff = 0.5*(b - a) ;
488 dx = xDiff*abscissa[i] ;
489 integral += weight[i]*( (typeT.*f)(xMean + dx) + (typeT.*f)(xMean - dx)) ;
491 return integral *= xDiff ;
494 ///////////////////////////////////////////////////////////////////////////
496 // Convenient for using with the pointer 'this'
498 template <class T, class F>
499 G4double G4Integrator<T,F>::Legendre10( T* ptrT, F f,G4double a, G4double b)
501 return Legendre10(*ptrT,f,a,b) ;
504 //////////////////////////////////////////////////////////////////////////
506 // Convenient for using with global scope functions
508 template <class T, class F>
509 G4double G4Integrator<T,F>::Legendre10( G4double (*f)(G4double),
510 G4double a, G4double b )
513 G4double xDiff, xMean, dx, integral ;
515 // From Abramowitz M., Stegan I.A. 1964 , Handbook of Math... , p. 916
517 static const G4double abscissa[] = { 0.148874338981631, 0.433395394129247,
518 0.679409568299024, 0.865063366688985,
519 0.973906528517172 } ;
521 static const G4double weight[] = { 0.295524224714753, 0.269266719309996,
522 0.219086362515982, 0.149451349150581,
523 0.066671344308688 } ;
524 xMean = 0.5*(a + b) ;
525 xDiff = 0.5*(b - a) ;
529 dx = xDiff*abscissa[i] ;
530 integral += weight[i]*( (*f)(xMean + dx) + (*f)(xMean - dx)) ;
532 return integral *= xDiff ;
535 ///////////////////////////////////////////////////////////////////////
537 // Returns the integral of the function to be pointed by T::f between a and b,
538 // by 96 point Gauss-Legendre integration: the function is evaluated exactly
539 // ten Times at interior points in the range of integration. Since the weights
540 // and abscissas are, in this case, symmetric around the midpoint of the
541 // range of integration, there are actually only five distinct values of each
542 // Convenient for using with some class object typeT
544 template <class T, class F>
545 G4double G4Integrator<T,F>::Legendre96( T& typeT, F f,G4double a, G4double b)
548 G4double xDiff, xMean, dx, integral ;
550 // From Abramowitz M., Stegan I.A. 1964 , Handbook of Math... , p. 919
552 static const G4double
554 0.016276744849602969579, 0.048812985136049731112,
555 0.081297495464425558994, 0.113695850110665920911,
556 0.145973714654896941989, 0.178096882367618602759, // 6
558 0.210031310460567203603, 0.241743156163840012328,
559 0.273198812591049141487, 0.304364944354496353024,
560 0.335208522892625422616, 0.365696861472313635031, // 12
562 0.395797649828908603285, 0.425478988407300545365,
563 0.454709422167743008636, 0.483457973920596359768,
564 0.511694177154667673586, 0.539388108324357436227, // 18
566 0.566510418561397168404, 0.593032364777572080684,
567 0.618925840125468570386, 0.644163403784967106798,
568 0.668718310043916153953, 0.692564536642171561344, // 24
570 0.715676812348967626225, 0.738030643744400132851,
571 0.759602341176647498703, 0.780369043867433217604,
572 0.800308744139140817229, 0.819400310737931675539, // 30
574 0.837623511228187121494, 0.854959033434601455463,
575 0.871388505909296502874, 0.886894517402420416057,
576 0.901460635315852341319, 0.915071423120898074206, // 36
578 0.927712456722308690965, 0.939370339752755216932,
579 0.950032717784437635756, 0.959688291448742539300,
580 0.968326828463264212174, 0.975939174585136466453, // 42
582 0.982517263563014677447, 0.988054126329623799481,
583 0.992543900323762624572, 0.995981842987209290650,
584 0.998364375863181677724, 0.999689503883230766828 // 48
587 static const G4double
589 0.032550614492363166242, 0.032516118713868835987,
590 0.032447163714064269364, 0.032343822568575928429,
591 0.032206204794030250669, 0.032034456231992663218, // 6
593 0.031828758894411006535, 0.031589330770727168558,
594 0.031316425596862355813, 0.031010332586313837423,
595 0.030671376123669149014, 0.030299915420827593794, // 12
597 0.029896344136328385984, 0.029461089958167905970,
598 0.028994614150555236543, 0.028497411065085385646,
599 0.027970007616848334440, 0.027412962726029242823, // 18
601 0.026826866725591762198, 0.026212340735672413913,
602 0.025570036005349361499, 0.024900633222483610288,
603 0.024204841792364691282, 0.023483399085926219842, // 24
605 0.022737069658329374001, 0.021966644438744349195,
606 0.021172939892191298988, 0.020356797154333324595,
607 0.019519081140145022410, 0.018660679627411467385, // 30
609 0.017782502316045260838, 0.016885479864245172450,
610 0.015970562902562291381, 0.015038721026994938006,
611 0.014090941772314860916, 0.013128229566961572637, // 36
613 0.012151604671088319635, 0.011162102099838498591,
614 0.010160770535008415758, 0.009148671230783386633,
615 0.008126876925698759217, 0.007096470791153865269, // 42
617 0.006058545504235961683, 0.005014202742927517693,
618 0.003964554338444686674, 0.002910731817934946408,
619 0.001853960788946921732, 0.000796792065552012429 // 48
621 xMean = 0.5*(a + b) ;
622 xDiff = 0.5*(b - a) ;
626 dx = xDiff*abscissa[i] ;
627 integral += weight[i]*((typeT.*f)(xMean + dx) + (typeT.*f)(xMean - dx)) ;
629 return integral *= xDiff ;
632 ///////////////////////////////////////////////////////////////////////
634 // Convenient for using with the pointer 'this'
636 template <class T, class F>
637 G4double G4Integrator<T,F>::Legendre96( T* ptrT, F f,G4double a, G4double b)
639 return Legendre96(*ptrT,f,a,b) ;
642 ///////////////////////////////////////////////////////////////////////
644 // Convenient for using with global scope function f
646 template <class T, class F>
647 G4double G4Integrator<T,F>::Legendre96( G4double (*f)(G4double),
648 G4double a, G4double b )
651 G4double xDiff, xMean, dx, integral ;
653 // From Abramowitz M., Stegan I.A. 1964 , Handbook of Math... , p. 919
655 static const G4double
657 0.016276744849602969579, 0.048812985136049731112,
658 0.081297495464425558994, 0.113695850110665920911,
659 0.145973714654896941989, 0.178096882367618602759, // 6
661 0.210031310460567203603, 0.241743156163840012328,
662 0.273198812591049141487, 0.304364944354496353024,
663 0.335208522892625422616, 0.365696861472313635031, // 12
665 0.395797649828908603285, 0.425478988407300545365,
666 0.454709422167743008636, 0.483457973920596359768,
667 0.511694177154667673586, 0.539388108324357436227, // 18
669 0.566510418561397168404, 0.593032364777572080684,
670 0.618925840125468570386, 0.644163403784967106798,
671 0.668718310043916153953, 0.692564536642171561344, // 24
673 0.715676812348967626225, 0.738030643744400132851,
674 0.759602341176647498703, 0.780369043867433217604,
675 0.800308744139140817229, 0.819400310737931675539, // 30
677 0.837623511228187121494, 0.854959033434601455463,
678 0.871388505909296502874, 0.886894517402420416057,
679 0.901460635315852341319, 0.915071423120898074206, // 36
681 0.927712456722308690965, 0.939370339752755216932,
682 0.950032717784437635756, 0.959688291448742539300,
683 0.968326828463264212174, 0.975939174585136466453, // 42
685 0.982517263563014677447, 0.988054126329623799481,
686 0.992543900323762624572, 0.995981842987209290650,
687 0.998364375863181677724, 0.999689503883230766828 // 48
690 static const G4double
692 0.032550614492363166242, 0.032516118713868835987,
693 0.032447163714064269364, 0.032343822568575928429,
694 0.032206204794030250669, 0.032034456231992663218, // 6
696 0.031828758894411006535, 0.031589330770727168558,
697 0.031316425596862355813, 0.031010332586313837423,
698 0.030671376123669149014, 0.030299915420827593794, // 12
700 0.029896344136328385984, 0.029461089958167905970,
701 0.028994614150555236543, 0.028497411065085385646,
702 0.027970007616848334440, 0.027412962726029242823, // 18
704 0.026826866725591762198, 0.026212340735672413913,
705 0.025570036005349361499, 0.024900633222483610288,
706 0.024204841792364691282, 0.023483399085926219842, // 24
708 0.022737069658329374001, 0.021966644438744349195,
709 0.021172939892191298988, 0.020356797154333324595,
710 0.019519081140145022410, 0.018660679627411467385, // 30
712 0.017782502316045260838, 0.016885479864245172450,
713 0.015970562902562291381, 0.015038721026994938006,
714 0.014090941772314860916, 0.013128229566961572637, // 36
716 0.012151604671088319635, 0.011162102099838498591,
717 0.010160770535008415758, 0.009148671230783386633,
718 0.008126876925698759217, 0.007096470791153865269, // 42
720 0.006058545504235961683, 0.005014202742927517693,
721 0.003964554338444686674, 0.002910731817934946408,
722 0.001853960788946921732, 0.000796792065552012429 // 48
724 xMean = 0.5*(a + b) ;
725 xDiff = 0.5*(b - a) ;
729 dx = xDiff*abscissa[i] ;
730 integral += weight[i]*((*f)(xMean + dx) + (*f)(xMean - dx)) ;
732 return integral *= xDiff ;
735 //////////////////////////////////////////////////////////////////////////////
737 // Methods involving Chebyshev polynomials
739 ///////////////////////////////////////////////////////////////////////////
741 // Integrates function pointed by T::f from a to b by Gauss-Chebyshev
742 // quadrature method.
743 // Convenient for using with class object typeT
745 template <class T, class F>
746 G4double G4Integrator<T,F>::Chebyshev( T& typeT, F f, G4double a,
747 G4double b, G4int nChebyshev )
750 G4double xDiff, xMean, dx, integral = 0.0 ;
752 G4int fNumber = nChebyshev ; // Try to reduce fNumber twice ??
753 G4double cof = CLHEP::pi/fNumber ;
754 G4double* fAbscissa = new G4double[fNumber] ;
755 G4double* fWeight = new G4double[fNumber] ;
756 for(i=0;i<fNumber;i++)
758 fAbscissa[i] = std::cos(cof*(i + 0.5)) ;
759 fWeight[i] = cof*std::sqrt(1 - fAbscissa[i]*fAbscissa[i]) ;
763 // Now we ready to estimate the integral
766 xMean = 0.5*(a + b) ;
767 xDiff = 0.5*(b - a) ;
768 for(i=0;i<fNumber;i++)
770 dx = xDiff*fAbscissa[i] ;
771 integral += fWeight[i]*(typeT.*f)(xMean + dx) ;
775 return integral *= xDiff ;
778 ///////////////////////////////////////////////////////////////////////
780 // Convenient for using with 'this' pointer
782 template <class T, class F>
783 G4double G4Integrator<T,F>::Chebyshev( T* ptrT, F f, G4double a,
784 G4double b, G4int n )
786 return Chebyshev(*ptrT,f,a,b,n) ;
789 ////////////////////////////////////////////////////////////////////////
791 // For use with global scope functions f
793 template <class T, class F>
794 G4double G4Integrator<T,F>::Chebyshev( G4double (*f)(G4double),
795 G4double a, G4double b, G4int nChebyshev )
798 G4double xDiff, xMean, dx, integral = 0.0 ;
800 G4int fNumber = nChebyshev ; // Try to reduce fNumber twice ??
801 G4double cof = CLHEP::pi/fNumber ;
802 G4double* fAbscissa = new G4double[fNumber] ;
803 G4double* fWeight = new G4double[fNumber] ;
804 for(i=0;i<fNumber;i++)
806 fAbscissa[i] = std::cos(cof*(i + 0.5)) ;
807 fWeight[i] = cof*std::sqrt(1 - fAbscissa[i]*fAbscissa[i]) ;
811 // Now we ready to estimate the integral
814 xMean = 0.5*(a + b) ;
815 xDiff = 0.5*(b - a) ;
816 for(i=0;i<fNumber;i++)
818 dx = xDiff*fAbscissa[i] ;
819 integral += fWeight[i]*(*f)(xMean + dx) ;
823 return integral *= xDiff ;
826 //////////////////////////////////////////////////////////////////////
828 // Method involving Laguerre polynomials
830 //////////////////////////////////////////////////////////////////////
832 // Integral from zero to infinity of std::pow(x,alpha)*std::exp(-x)*f(x).
833 // The value of nLaguerre sets the accuracy.
834 // The function creates arrays fAbscissa[0,..,nLaguerre-1] and
835 // fWeight[0,..,nLaguerre-1] .
836 // Convenient for using with class object 'typeT' and (typeT.*f) function
839 template <class T, class F>
840 G4double G4Integrator<T,F>::Laguerre( T& typeT, F f, G4double alpha,
843 const G4double tolerance = 1.0e-10 ;
844 const G4int maxNumber = 12 ;
846 G4double nwt=0., nwt1, temp1, temp2, temp3, temp, cofi ;
847 G4double integral = 0.0 ;
849 G4int fNumber = nLaguerre ;
850 G4double* fAbscissa = new G4double[fNumber] ;
851 G4double* fWeight = new G4double[fNumber] ;
853 for(i=1;i<=fNumber;i++) // Loop over the desired roots
857 nwt = (1.0 + alpha)*(3.0 + 0.92*alpha)
858 / (1.0 + 2.4*fNumber + 1.8*alpha) ;
862 nwt += (15.0 + 6.25*alpha)/(1.0 + 0.9*alpha + 2.5*fNumber) ;
867 nwt += ((1.0+2.55*cofi)/(1.9*cofi)
868 + 1.26*cofi*alpha/(1.0+3.5*cofi))
869 * (nwt - fAbscissa[i-3])/(1.0 + 0.3*alpha) ;
871 for(k=1;k<=maxNumber;k++)
876 for(j=1;j<=fNumber;j++)
880 temp1 = ((2*j - 1 + alpha - nwt)*temp2 - (j - 1 + alpha)*temp3)/j ;
882 temp = (fNumber*temp1 - (fNumber +alpha)*temp2)/nwt ;
884 nwt = nwt1 - temp1/temp ;
886 if(std::fabs(nwt - nwt1) <= tolerance)
893 G4Exception("G4Integrator<T,F>::Laguerre(T,F, ...)", "Error",
894 FatalException, "Too many (>12) iterations.");
897 fAbscissa[i-1] = nwt ;
898 fWeight[i-1] = -std::exp(GammaLogarithm(alpha + fNumber) -
899 GammaLogarithm((G4double)fNumber))/(temp*fNumber*temp2) ;
903 // Integral evaluation
906 for(i=0;i<fNumber;i++)
908 integral += fWeight[i]*(typeT.*f)(fAbscissa[i]) ;
917 //////////////////////////////////////////////////////////////////////
921 template <class T, class F> G4double
922 G4Integrator<T,F>::Laguerre( T* ptrT, F f, G4double alpha, G4int nLaguerre )
924 return Laguerre(*ptrT,f,alpha,nLaguerre) ;
927 ////////////////////////////////////////////////////////////////////////
929 // For use with global scope functions f
931 template <class T, class F> G4double
932 G4Integrator<T,F>::Laguerre( G4double (*f)(G4double),
933 G4double alpha, G4int nLaguerre )
935 const G4double tolerance = 1.0e-10 ;
936 const G4int maxNumber = 12 ;
938 G4double nwt=0., nwt1, temp1, temp2, temp3, temp, cofi ;
939 G4double integral = 0.0 ;
941 G4int fNumber = nLaguerre ;
942 G4double* fAbscissa = new G4double[fNumber] ;
943 G4double* fWeight = new G4double[fNumber] ;
945 for(i=1;i<=fNumber;i++) // Loop over the desired roots
949 nwt = (1.0 + alpha)*(3.0 + 0.92*alpha)
950 / (1.0 + 2.4*fNumber + 1.8*alpha) ;
954 nwt += (15.0 + 6.25*alpha)/(1.0 + 0.9*alpha + 2.5*fNumber) ;
959 nwt += ((1.0+2.55*cofi)/(1.9*cofi)
960 + 1.26*cofi*alpha/(1.0+3.5*cofi))
961 * (nwt - fAbscissa[i-3])/(1.0 + 0.3*alpha) ;
963 for(k=1;k<=maxNumber;k++)
968 for(j=1;j<=fNumber;j++)
972 temp1 = ((2*j - 1 + alpha - nwt)*temp2 - (j - 1 + alpha)*temp3)/j ;
974 temp = (fNumber*temp1 - (fNumber +alpha)*temp2)/nwt ;
976 nwt = nwt1 - temp1/temp ;
978 if(std::fabs(nwt - nwt1) <= tolerance)
985 G4Exception("G4Integrator<T,F>::Laguerre( ...)", "Error",
986 FatalException, "Too many (>12) iterations.");
989 fAbscissa[i-1] = nwt ;
990 fWeight[i-1] = -std::exp(GammaLogarithm(alpha + fNumber) -
991 GammaLogarithm((G4double)fNumber))/(temp*fNumber*temp2) ;
995 // Integral evaluation
998 for(i=0;i<fNumber;i++)
1000 integral += fWeight[i]*(*f)(fAbscissa[i]) ;
1007 ///////////////////////////////////////////////////////////////////////
1009 // Auxiliary function which returns the value of std::log(gamma-function(x))
1010 // Returns the value ln(Gamma(xx) for xx > 0. Full accuracy is obtained for
1011 // xx > 1. For 0 < xx < 1. the reflection formula (6.1.4) can be used first.
1012 // (Adapted from Numerical Recipes in C)
1015 template <class T, class F>
1016 G4double G4Integrator<T,F>::GammaLogarithm(G4double xx)
1018 static const G4double cof[6] = { 76.18009172947146, -86.50532032941677,
1019 24.01409824083091, -1.231739572450155,
1020 0.1208650973866179e-2, -0.5395239384953e-5 };
1022 G4double x = xx - 1.0 ;
1023 G4double tmp = x + 5.5 ;
1024 tmp -= (x + 0.5) * std::log(tmp) ;
1025 G4double ser = 1.000000000190015 ;
1027 for ( j = 0; j <= 5; j++ )
1032 return -tmp + std::log(2.5066282746310005*ser) ;
1035 ///////////////////////////////////////////////////////////////////////
1037 // Method involving Hermite polynomials
1039 ///////////////////////////////////////////////////////////////////////
1042 // Gauss-Hermite method for integration of std::exp(-x*x)*f(x)
1043 // from minus infinity to plus infinity .
1046 template <class T, class F>
1047 G4double G4Integrator<T,F>::Hermite( T& typeT, F f, G4int nHermite )
1049 const G4double tolerance = 1.0e-12 ;
1050 const G4int maxNumber = 12 ;
1053 G4double integral = 0.0 ;
1054 G4double nwt=0., nwt1, temp1, temp2, temp3, temp ;
1056 G4double piInMinusQ = std::pow(CLHEP::pi,-0.25) ; // 1.0/std::sqrt(std::sqrt(pi)) ??
1058 G4int fNumber = (nHermite +1)/2 ;
1059 G4double* fAbscissa = new G4double[fNumber] ;
1060 G4double* fWeight = new G4double[fNumber] ;
1062 for(i=1;i<=fNumber;i++)
1066 nwt = std::sqrt((G4double)(2*nHermite + 1)) -
1067 1.85575001*std::pow((G4double)(2*nHermite + 1),-0.16666999) ;
1071 nwt -= 1.14001*std::pow((G4double)nHermite,0.425999)/nwt ;
1075 nwt = 1.86002*nwt - 0.86002*fAbscissa[0] ;
1079 nwt = 1.91001*nwt - 0.91001*fAbscissa[1] ;
1083 nwt = 2.0*nwt - fAbscissa[i - 3] ;
1085 for(k=1;k<=maxNumber;k++)
1087 temp1 = piInMinusQ ;
1090 for(j=1;j<=nHermite;j++)
1094 temp1 = nwt*std::sqrt(2.0/j)*temp2 -
1095 std::sqrt(((G4double)(j - 1))/j)*temp3 ;
1097 temp = std::sqrt((G4double)2*nHermite)*temp2 ;
1099 nwt = nwt1 - temp1/temp ;
1101 if(std::fabs(nwt - nwt1) <= tolerance)
1108 G4Exception("G4Integrator<T,F>::Hermite(T,F, ...)", "Error",
1109 FatalException, "Too many (>12) iterations.");
1111 fAbscissa[i-1] = nwt ;
1112 fWeight[i-1] = 2.0/(temp*temp) ;
1116 // Integral calculation
1119 for(i=0;i<fNumber;i++)
1121 integral += fWeight[i]*( (typeT.*f)(fAbscissa[i]) +
1122 (typeT.*f)(-fAbscissa[i]) ) ;
1130 ////////////////////////////////////////////////////////////////////////
1132 // For use with 'this' pointer
1134 template <class T, class F>
1135 G4double G4Integrator<T,F>::Hermite( T* ptrT, F f, G4int n )
1137 return Hermite(*ptrT,f,n) ;
1140 ////////////////////////////////////////////////////////////////////////
1142 // For use with global scope f
1144 template <class T, class F>
1145 G4double G4Integrator<T,F>::Hermite( G4double (*f)(G4double), G4int nHermite)
1147 const G4double tolerance = 1.0e-12 ;
1148 const G4int maxNumber = 12 ;
1151 G4double integral = 0.0 ;
1152 G4double nwt=0., nwt1, temp1, temp2, temp3, temp ;
1154 G4double piInMinusQ = std::pow(CLHEP::pi,-0.25) ; // 1.0/std::sqrt(std::sqrt(pi)) ??
1156 G4int fNumber = (nHermite +1)/2 ;
1157 G4double* fAbscissa = new G4double[fNumber] ;
1158 G4double* fWeight = new G4double[fNumber] ;
1160 for(i=1;i<=fNumber;i++)
1164 nwt = std::sqrt((G4double)(2*nHermite + 1)) -
1165 1.85575001*std::pow((G4double)(2*nHermite + 1),-0.16666999) ;
1169 nwt -= 1.14001*std::pow((G4double)nHermite,0.425999)/nwt ;
1173 nwt = 1.86002*nwt - 0.86002*fAbscissa[0] ;
1177 nwt = 1.91001*nwt - 0.91001*fAbscissa[1] ;
1181 nwt = 2.0*nwt - fAbscissa[i - 3] ;
1183 for(k=1;k<=maxNumber;k++)
1185 temp1 = piInMinusQ ;
1188 for(j=1;j<=nHermite;j++)
1192 temp1 = nwt*std::sqrt(2.0/j)*temp2 -
1193 std::sqrt(((G4double)(j - 1))/j)*temp3 ;
1195 temp = std::sqrt((G4double)2*nHermite)*temp2 ;
1197 nwt = nwt1 - temp1/temp ;
1199 if(std::fabs(nwt - nwt1) <= tolerance)
1206 G4Exception("G4Integrator<T,F>::Hermite(...)", "Error",
1207 FatalException, "Too many (>12) iterations.");
1209 fAbscissa[i-1] = nwt ;
1210 fWeight[i-1] = 2.0/(temp*temp) ;
1214 // Integral calculation
1217 for(i=0;i<fNumber;i++)
1219 integral += fWeight[i]*( (*f)(fAbscissa[i]) + (*f)(-fAbscissa[i]) ) ;
1226 ////////////////////////////////////////////////////////////////////////////
1228 // Method involving Jacobi polynomials
1230 ////////////////////////////////////////////////////////////////////////////
1232 // Gauss-Jacobi method for integration of ((1-x)^alpha)*((1+x)^beta)*f(x)
1233 // from minus unit to plus unit .
1236 template <class T, class F>
1237 G4double G4Integrator<T,F>::Jacobi( T& typeT, F f, G4double alpha,
1238 G4double beta, G4int nJacobi)
1240 const G4double tolerance = 1.0e-12 ;
1241 const G4double maxNumber = 12 ;
1243 G4double alphaBeta, alphaReduced, betaReduced, root1=0., root2=0., root3=0. ;
1244 G4double a, b, c, nwt1, nwt2, nwt3, nwt, temp, root=0., rootTemp ;
1246 G4int fNumber = nJacobi ;
1247 G4double* fAbscissa = new G4double[fNumber] ;
1248 G4double* fWeight = new G4double[fNumber] ;
1250 for (i=1;i<=nJacobi;i++)
1254 alphaReduced = alpha/nJacobi ;
1255 betaReduced = beta/nJacobi ;
1256 root1 = (1.0+alpha)*(2.78002/(4.0+nJacobi*nJacobi)+
1257 0.767999*alphaReduced/nJacobi) ;
1258 root2 = 1.0+1.48*alphaReduced+0.96002*betaReduced +
1259 0.451998*alphaReduced*alphaReduced +
1260 0.83001*alphaReduced*betaReduced ;
1261 root = 1.0-root1/root2 ;
1265 root1=(4.1002+alpha)/((1.0+alpha)*(1.0+0.155998*alpha)) ;
1266 root2=1.0+0.06*(nJacobi-8.0)*(1.0+0.12*alpha)/nJacobi ;
1267 root3=1.0+0.012002*beta*(1.0+0.24997*std::fabs(alpha))/nJacobi ;
1268 root -= (1.0-root)*root1*root2*root3 ;
1272 root1=(1.67001+0.27998*alpha)/(1.0+0.37002*alpha) ;
1273 root2=1.0+0.22*(nJacobi-8.0)/nJacobi ;
1274 root3=1.0+8.0*beta/((6.28001+beta)*nJacobi*nJacobi) ;
1275 root -= (fAbscissa[0]-root)*root1*root2*root3 ;
1277 else if (i == nJacobi-1)
1279 root1=(1.0+0.235002*beta)/(0.766001+0.118998*beta) ;
1280 root2=1.0/(1.0+0.639002*(nJacobi-4.0)/(1.0+0.71001*(nJacobi-4.0))) ;
1281 root3=1.0/(1.0+20.0*alpha/((7.5+alpha)*nJacobi*nJacobi)) ;
1282 root += (root-fAbscissa[nJacobi-4])*root1*root2*root3 ;
1284 else if (i == nJacobi)
1286 root1 = (1.0+0.37002*beta)/(1.67001+0.27998*beta) ;
1287 root2 = 1.0/(1.0+0.22*(nJacobi-8.0)/nJacobi) ;
1288 root3 = 1.0/(1.0+8.0*alpha/((6.28002+alpha)*nJacobi*nJacobi)) ;
1289 root += (root-fAbscissa[nJacobi-3])*root1*root2*root3 ;
1293 root = 3.0*fAbscissa[i-2]-3.0*fAbscissa[i-3]+fAbscissa[i-4] ;
1295 alphaBeta = alpha + beta ;
1296 for (k=1;k<=maxNumber;k++)
1298 temp = 2.0 + alphaBeta ;
1299 nwt1 = (alpha-beta+temp*root)/2.0 ;
1301 for (j=2;j<=nJacobi;j++)
1305 temp = 2*j+alphaBeta ;
1306 a = 2*j*(j+alphaBeta)*(temp-2.0) ;
1307 b = (temp-1.0)*(alpha*alpha-beta*beta+temp*(temp-2.0)*root) ;
1308 c = 2.0*(j-1+alpha)*(j-1+beta)*temp ;
1309 nwt1 = (b*nwt2-c*nwt3)/a ;
1311 nwt = (nJacobi*(alpha - beta - temp*root)*nwt1 +
1312 2.0*(nJacobi + alpha)*(nJacobi + beta)*nwt2)/
1313 (temp*(1.0 - root*root)) ;
1315 root = rootTemp - nwt1/nwt ;
1316 if (std::fabs(root-rootTemp) <= tolerance)
1323 G4Exception("G4Integrator<T,F>::Jacobi(T,F, ...)", "Error",
1324 FatalException, "Too many (>12) iterations.");
1326 fAbscissa[i-1] = root ;
1327 fWeight[i-1] = std::exp(GammaLogarithm((G4double)(alpha+nJacobi)) +
1328 GammaLogarithm((G4double)(beta+nJacobi)) -
1329 GammaLogarithm((G4double)(nJacobi+1.0)) -
1330 GammaLogarithm((G4double)(nJacobi + alphaBeta + 1.0)))
1331 *temp*std::pow(2.0,alphaBeta)/(nwt*nwt2) ;
1335 // Calculation of the integral
1338 G4double integral = 0.0 ;
1339 for(i=0;i<fNumber;i++)
1341 integral += fWeight[i]*(typeT.*f)(fAbscissa[i]) ;
1349 /////////////////////////////////////////////////////////////////////////
1351 // For use with 'this' pointer
1353 template <class T, class F>
1354 G4double G4Integrator<T,F>::Jacobi( T* ptrT, F f, G4double alpha,
1355 G4double beta, G4int n)
1357 return Jacobi(*ptrT,f,alpha,beta,n) ;
1360 /////////////////////////////////////////////////////////////////////////
1362 // For use with global scope f
1364 template <class T, class F>
1365 G4double G4Integrator<T,F>::Jacobi( G4double (*f)(G4double), G4double alpha,
1366 G4double beta, G4int nJacobi)
1368 const G4double tolerance = 1.0e-12 ;
1369 const G4double maxNumber = 12 ;
1371 G4double alphaBeta, alphaReduced, betaReduced, root1=0., root2=0., root3=0. ;
1372 G4double a, b, c, nwt1, nwt2, nwt3, nwt, temp, root=0., rootTemp ;
1374 G4int fNumber = nJacobi ;
1375 G4double* fAbscissa = new G4double[fNumber] ;
1376 G4double* fWeight = new G4double[fNumber] ;
1378 for (i=1;i<=nJacobi;i++)
1382 alphaReduced = alpha/nJacobi ;
1383 betaReduced = beta/nJacobi ;
1384 root1 = (1.0+alpha)*(2.78002/(4.0+nJacobi*nJacobi)+
1385 0.767999*alphaReduced/nJacobi) ;
1386 root2 = 1.0+1.48*alphaReduced+0.96002*betaReduced +
1387 0.451998*alphaReduced*alphaReduced +
1388 0.83001*alphaReduced*betaReduced ;
1389 root = 1.0-root1/root2 ;
1393 root1=(4.1002+alpha)/((1.0+alpha)*(1.0+0.155998*alpha)) ;
1394 root2=1.0+0.06*(nJacobi-8.0)*(1.0+0.12*alpha)/nJacobi ;
1395 root3=1.0+0.012002*beta*(1.0+0.24997*std::fabs(alpha))/nJacobi ;
1396 root -= (1.0-root)*root1*root2*root3 ;
1400 root1=(1.67001+0.27998*alpha)/(1.0+0.37002*alpha) ;
1401 root2=1.0+0.22*(nJacobi-8.0)/nJacobi ;
1402 root3=1.0+8.0*beta/((6.28001+beta)*nJacobi*nJacobi) ;
1403 root -= (fAbscissa[0]-root)*root1*root2*root3 ;
1405 else if (i == nJacobi-1)
1407 root1=(1.0+0.235002*beta)/(0.766001+0.118998*beta) ;
1408 root2=1.0/(1.0+0.639002*(nJacobi-4.0)/(1.0+0.71001*(nJacobi-4.0))) ;
1409 root3=1.0/(1.0+20.0*alpha/((7.5+alpha)*nJacobi*nJacobi)) ;
1410 root += (root-fAbscissa[nJacobi-4])*root1*root2*root3 ;
1412 else if (i == nJacobi)
1414 root1 = (1.0+0.37002*beta)/(1.67001+0.27998*beta) ;
1415 root2 = 1.0/(1.0+0.22*(nJacobi-8.0)/nJacobi) ;
1416 root3 = 1.0/(1.0+8.0*alpha/((6.28002+alpha)*nJacobi*nJacobi)) ;
1417 root += (root-fAbscissa[nJacobi-3])*root1*root2*root3 ;
1421 root = 3.0*fAbscissa[i-2]-3.0*fAbscissa[i-3]+fAbscissa[i-4] ;
1423 alphaBeta = alpha + beta ;
1424 for (k=1;k<=maxNumber;k++)
1426 temp = 2.0 + alphaBeta ;
1427 nwt1 = (alpha-beta+temp*root)/2.0 ;
1429 for (j=2;j<=nJacobi;j++)
1433 temp = 2*j+alphaBeta ;
1434 a = 2*j*(j+alphaBeta)*(temp-2.0) ;
1435 b = (temp-1.0)*(alpha*alpha-beta*beta+temp*(temp-2.0)*root) ;
1436 c = 2.0*(j-1+alpha)*(j-1+beta)*temp ;
1437 nwt1 = (b*nwt2-c*nwt3)/a ;
1439 nwt = (nJacobi*(alpha - beta - temp*root)*nwt1 +
1440 2.0*(nJacobi + alpha)*(nJacobi + beta)*nwt2) /
1441 (temp*(1.0 - root*root)) ;
1443 root = rootTemp - nwt1/nwt ;
1444 if (std::fabs(root-rootTemp) <= tolerance)
1451 G4Exception("G4Integrator<T,F>::Jacobi(...)", "Error",
1452 FatalException, "Too many (>12) iterations.");
1454 fAbscissa[i-1] = root ;
1456 std::exp(GammaLogarithm((G4double)(alpha+nJacobi)) +
1457 GammaLogarithm((G4double)(beta+nJacobi)) -
1458 GammaLogarithm((G4double)(nJacobi+1.0)) -
1459 GammaLogarithm((G4double)(nJacobi + alphaBeta + 1.0)))
1460 *temp*std::pow(2.0,alphaBeta)/(nwt*nwt2);
1464 // Calculation of the integral
1467 G4double integral = 0.0 ;
1468 for(i=0;i<fNumber;i++)
1470 integral += fWeight[i]*(*f)(fAbscissa[i]) ;
1479 ///////////////////////////////////////////////////////////////////