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-rw-r--r--lib/Numeric/GSL/Integration.hs51
1 files changed, 27 insertions, 24 deletions
diff --git a/lib/Numeric/GSL/Integration.hs b/lib/Numeric/GSL/Integration.hs
index d1f552d..7c1cdb9 100644
--- a/lib/Numeric/GSL/Integration.hs
+++ b/lib/Numeric/GSL/Integration.hs
@@ -31,6 +31,8 @@ import Foreign.Storable(peek)
31import Data.Packed.Internal(check,(//)) 31import Data.Packed.Internal(check,(//))
32import System.IO.Unsafe(unsafePerformIO) 32import System.IO.Unsafe(unsafePerformIO)
33 33
34eps = 1e-12
35
34{- | conversion of Haskell functions into function pointers that can be used in the C side 36{- | conversion of Haskell functions into function pointers that can be used in the C side
35-} 37-}
36foreign import ccall safe "wrapper" mkfun:: (Double -> Ptr() -> Double) -> IO( FunPtr (Double -> Ptr() -> Double)) 38foreign import ccall safe "wrapper" mkfun:: (Double -> Ptr() -> Double) -> IO( FunPtr (Double -> Ptr() -> Double))
@@ -55,7 +57,7 @@ integrateQAGS prec n f a b = unsafePerformIO $ do
55 r <- malloc 57 r <- malloc
56 e <- malloc 58 e <- malloc
57 fp <- mkfun (\x _ -> f x) 59 fp <- mkfun (\x _ -> f x)
58 c_integrate_qags fp a b prec (fromIntegral n) r e // check "integrate_qags" 60 c_integrate_qags fp a b eps prec (fromIntegral n) r e // check "integrate_qags"
59 vr <- peek r 61 vr <- peek r
60 ve <- peek e 62 ve <- peek e
61 let result = (vr,ve) 63 let result = (vr,ve)
@@ -64,9 +66,9 @@ integrateQAGS prec n f a b = unsafePerformIO $ do
64 freeHaskellFunPtr fp 66 freeHaskellFunPtr fp
65 return result 67 return result
66 68
67foreign import ccall safe "gsl-aux.h integrate_qags" 69foreign import ccall safe "integrate_qags" c_integrate_qags
68 c_integrate_qags :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> Double -> CInt 70 :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double
69 -> Ptr Double -> Ptr Double -> IO CInt 71 -> Double -> Double -> CInt -> Ptr Double -> Ptr Double -> IO CInt
70 72
71----------------------------------------------------------------- 73-----------------------------------------------------------------
72{- | Numerical integration using /gsl_integration_qng/ (useful for fast integration of smooth functions). For example: 74{- | Numerical integration using /gsl_integration_qng/ (useful for fast integration of smooth functions). For example:
@@ -86,7 +88,7 @@ integrateQNG prec f a b = unsafePerformIO $ do
86 r <- malloc 88 r <- malloc
87 e <- malloc 89 e <- malloc
88 fp <- mkfun (\x _ -> f x) 90 fp <- mkfun (\x _ -> f x)
89 c_integrate_qng fp a b prec r e // check "integrate_qng" 91 c_integrate_qng fp a b eps prec r e // check "integrate_qng"
90 vr <- peek r 92 vr <- peek r
91 ve <- peek e 93 ve <- peek e
92 let result = (vr,ve) 94 let result = (vr,ve)
@@ -95,9 +97,9 @@ integrateQNG prec f a b = unsafePerformIO $ do
95 freeHaskellFunPtr fp 97 freeHaskellFunPtr fp
96 return result 98 return result
97 99
98foreign import ccall safe "gsl-aux.h integrate_qng" 100foreign import ccall safe "integrate_qng" c_integrate_qng
99 c_integrate_qng :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> Double 101 :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double
100 -> Ptr Double -> Ptr Double -> IO CInt 102 -> Double -> Double -> Ptr Double -> Ptr Double -> IO CInt
101 103
102-------------------------------------------------------------------- 104--------------------------------------------------------------------
103{- | Numerical integration using /gsl_integration_qagi/ (integration over the infinite integral -Inf..Inf using QAGS). 105{- | Numerical integration using /gsl_integration_qagi/ (integration over the infinite integral -Inf..Inf using QAGS).
@@ -118,7 +120,7 @@ integrateQAGI prec n f = unsafePerformIO $ do
118 r <- malloc 120 r <- malloc
119 e <- malloc 121 e <- malloc
120 fp <- mkfun (\x _ -> f x) 122 fp <- mkfun (\x _ -> f x)
121 c_integrate_qagi fp prec (fromIntegral n) r e // check "integrate_qagi" 123 c_integrate_qagi fp eps prec (fromIntegral n) r e // check "integrate_qagi"
122 vr <- peek r 124 vr <- peek r
123 ve <- peek e 125 ve <- peek e
124 let result = (vr,ve) 126 let result = (vr,ve)
@@ -127,9 +129,9 @@ integrateQAGI prec n f = unsafePerformIO $ do
127 freeHaskellFunPtr fp 129 freeHaskellFunPtr fp
128 return result 130 return result
129 131
130foreign import ccall safe "gsl-aux.h integrate_qagi" 132foreign import ccall safe "integrate_qagi" c_integrate_qagi
131 c_integrate_qagi :: FunPtr (Double-> Ptr() -> Double) -> Double -> CInt 133 :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double
132 -> Ptr Double -> Ptr Double -> IO CInt 134 -> CInt -> Ptr Double -> Ptr Double -> IO CInt
133 135
134-------------------------------------------------------------------- 136--------------------------------------------------------------------
135{- | Numerical integration using /gsl_integration_qagiu/ (integration over the semi-infinite integral a..Inf). 137{- | Numerical integration using /gsl_integration_qagiu/ (integration over the semi-infinite integral a..Inf).
@@ -151,7 +153,7 @@ integrateQAGIU prec n f a = unsafePerformIO $ do
151 r <- malloc 153 r <- malloc
152 e <- malloc 154 e <- malloc
153 fp <- mkfun (\x _ -> f x) 155 fp <- mkfun (\x _ -> f x)
154 c_integrate_qagiu fp a prec (fromIntegral n) r e // check "integrate_qagiu" 156 c_integrate_qagiu fp a eps prec (fromIntegral n) r e // check "integrate_qagiu"
155 vr <- peek r 157 vr <- peek r
156 ve <- peek e 158 ve <- peek e
157 let result = (vr,ve) 159 let result = (vr,ve)
@@ -160,9 +162,9 @@ integrateQAGIU prec n f a = unsafePerformIO $ do
160 freeHaskellFunPtr fp 162 freeHaskellFunPtr fp
161 return result 163 return result
162 164
163foreign import ccall safe "gsl-aux.h integrate_qagiu" 165foreign import ccall safe "integrate_qagiu" c_integrate_qagiu
164 c_integrate_qagiu :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> CInt 166 :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double
165 -> Ptr Double -> Ptr Double -> IO CInt 167 -> Double -> CInt -> Ptr Double -> Ptr Double -> IO CInt
166 168
167-------------------------------------------------------------------- 169--------------------------------------------------------------------
168{- | Numerical integration using /gsl_integration_qagil/ (integration over the semi-infinite integral -Inf..b). 170{- | Numerical integration using /gsl_integration_qagil/ (integration over the semi-infinite integral -Inf..b).
@@ -184,7 +186,7 @@ integrateQAGIL prec n f b = unsafePerformIO $ do
184 r <- malloc 186 r <- malloc
185 e <- malloc 187 e <- malloc
186 fp <- mkfun (\x _ -> f x) 188 fp <- mkfun (\x _ -> f x)
187 c_integrate_qagil fp b prec (fromIntegral n) r e // check "integrate_qagil" 189 c_integrate_qagil fp b eps prec (fromIntegral n) r e // check "integrate_qagil"
188 vr <- peek r 190 vr <- peek r
189 ve <- peek e 191 ve <- peek e
190 let result = (vr,ve) 192 let result = (vr,ve)
@@ -193,9 +195,9 @@ integrateQAGIL prec n f b = unsafePerformIO $ do
193 freeHaskellFunPtr fp 195 freeHaskellFunPtr fp
194 return result 196 return result
195 197
196foreign import ccall safe "gsl-aux.h integrate_qagil" 198foreign import ccall safe "gsl-aux.h integrate_qagil" c_integrate_qagil
197 c_integrate_qagil :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> CInt 199 :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double
198 -> Ptr Double -> Ptr Double -> IO CInt 200 -> Double -> CInt -> Ptr Double -> Ptr Double -> IO CInt
199 201
200 202
201-------------------------------------------------------------------- 203--------------------------------------------------------------------
@@ -231,7 +233,7 @@ integrateCQUAD prec n f a b = unsafePerformIO $ do
231 e <- malloc 233 e <- malloc
232 neval <- malloc 234 neval <- malloc
233 fp <- mkfun (\x _ -> f x) 235 fp <- mkfun (\x _ -> f x)
234 c_integrate_cquad fp a b prec (fromIntegral n) r e neval // check "integrate_cquad" 236 c_integrate_cquad fp a b eps prec (fromIntegral n) r e neval // check "integrate_cquad"
235 vr <- peek r 237 vr <- peek r
236 ve <- peek e 238 ve <- peek e
237 vneval <- peek neval 239 vneval <- peek neval
@@ -242,6 +244,7 @@ integrateCQUAD prec n f a b = unsafePerformIO $ do
242 freeHaskellFunPtr fp 244 freeHaskellFunPtr fp
243 return result 245 return result
244 246
245foreign import ccall safe "gsl-aux.h integrate_cquad" 247foreign import ccall safe "integrate_cquad" c_integrate_cquad
246 c_integrate_cquad :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double -> Double -> CInt 248 :: FunPtr (Double-> Ptr() -> Double) -> Double -> Double
247 -> Ptr Double -> Ptr Double -> Ptr Int -> IO CInt 249 -> Double -> Double -> CInt -> Ptr Double -> Ptr Double -> Ptr Int -> IO CInt
250
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