LinearAlgebra and GSL moved to Numeric

1 files changed, 90 insertions, 0 deletions

diff --git a/lib/Numeric/GSL/Integration.hs b/lib/Numeric/GSL/Integration.hs
new file mode 100644
index 0000000..d756417
--- /dev/null
+++ b/lib/Numeric/GSL/Integration.hs
@@ -0,0 +1,90 @@
+{-# OPTIONS #-}
+-----------------------------------------------------------------------------
+{- |
+Module      :  Numeric.GSL.Integration
+Copyright   :  (c) Alberto Ruiz 2006
+License     :  GPL-style
+
+Maintainer  :  Alberto Ruiz (aruiz at um dot es)
+Stability   :  provisional
+Portability :  uses ffi
+
+Numerical integration routines.
+
+<http://www.gnu.org/software/gsl/manual/html_node/Numerical-Integration.html#Numerical-Integration>
+-}
+-----------------------------------------------------------------------------
+
+module Numeric.GSL.Integration (
+    integrateQNG,
+    integrateQAGS
+) where
+
+import Foreign
+import Data.Packed.Internal(mkfun,check,(//))
+
+
+--------------------------------------------------------------------
+{- | Numerical integration using /gsl_integration_qags/ (adaptive integration with singularities). For example:
+
+@\> let quad = integrateQAGS 1E-9 1000 
+\> let f a x = x**(-0.5) * log (a*x)
+\> quad (f 1) 0 1
+(-3.999999999999974,4.871658632055187e-13)@
+ 
+-}
+
+integrateQAGS :: Double               -- ^ precision (e.g. 1E-9)
+                 -> Int               -- ^ size of auxiliary workspace (e.g. 1000)
+                 -> (Double -> Double) -- ^ function to be integrated on the interval (a,b)
+                 -> Double           -- ^ a
+                 -> Double           -- ^ b
+                 -> (Double, Double) -- ^ result of the integration and error
+integrateQAGS prec n f a b = unsafePerformIO $ do
+    r <- malloc
+    e <- malloc
+    fp <- mkfun (\x _ -> f x) 
+    c_integrate_qags fp a b prec n r e // check "integrate_qags" []
+    vr <- peek r
+    ve <- peek e
+    let result = (vr,ve)
+    free r
+    free e
+    freeHaskellFunPtr fp
+    return result
+
+foreign import ccall "gsl-aux.h integrate_qags" 
+ c_integrate_qags :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> Double -> Int 
+                     -> Ptr Double -> Ptr Double -> IO Int
+
+-----------------------------------------------------------------
+{- | Numerical integration using /gsl_integration_qng/ (useful for fast integration of smooth functions). For example:
+
+@\> let quad = integrateQNG 1E-6 
+\> quad (\\x -> 4\/(1+x*x)) 0 1 
+(3.141592653589793,3.487868498008632e-14)@
+ 
+-}
+
+integrateQNG :: Double               -- ^ precision (e.g. 1E-9)
+                 -> (Double -> Double) -- ^ function to be integrated on the interval (a,b)
+                 -> Double           -- ^ a
+                 -> Double           -- ^ b
+                 -> (Double, Double) -- ^ result of the integration and error
+integrateQNG prec f a b = unsafePerformIO $ do
+    r <- malloc
+    e <- malloc
+    fp <- mkfun (\x _ -> f x) 
+    c_integrate_qng fp a b prec r e  // check "integrate_qng" []
+    vr <- peek r
+    ve <- peek e
+    let result = (vr,ve)
+    free r
+    free e
+    freeHaskellFunPtr fp
+    return result
+
+foreign import ccall "gsl-aux.h integrate_qng" 
+ c_integrate_qng :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> Double 
+                    -> Ptr Double -> Ptr Double -> IO Int
+