48 lines
1.5 KiB
C++
48 lines
1.5 KiB
C++
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/*
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* Copyright Nick Thompson, 2020
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* Use, modification and distribution are subject to the
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* Boost Software License, Version 1.0. (See accompanying file
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* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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*/
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#ifndef BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP
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#define BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP
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#include <boost/math/special_functions/daubechies_wavelet.hpp>
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#include <boost/math/quadrature/trapezoidal.hpp>
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namespace boost::math::quadrature {
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template<class F, typename Real, int p>
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class daubechies_wavelet_transform
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{
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public:
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daubechies_wavelet_transform(F f, int grid_refinements = -1, Real tol = 100*std::numeric_limits<Real>::epsilon(),
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int max_refinements = 12) : f_{f}, psi_(grid_refinements), tol_{tol}, max_refinements_{max_refinements}
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{}
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daubechies_wavelet_transform(F f, boost::math::daubechies_wavelet<Real, p> wavelet, Real tol = 100*std::numeric_limits<Real>::epsilon(),
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int max_refinements = 12) : f_{f}, psi_{wavelet}, tol_{tol}, max_refinements_{max_refinements}
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{}
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auto operator()(Real s, Real t)->decltype(std::declval<F>()(std::declval<Real>())) const
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{
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using std::sqrt;
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using std::abs;
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using boost::math::quadrature::trapezoidal;
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auto g = [&] (Real u) {
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return f_(s*u+t)*psi_(u);
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};
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auto [a,b] = psi_.support();
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return sqrt(abs(s))*trapezoidal(g, a, b, tol_, max_refinements_);
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}
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private:
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F f_;
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boost::math::daubechies_wavelet<Real, p> psi_;
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Real tol_;
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int max_refinements_;
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};
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}
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#endif
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