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