69 lines
2.2 KiB
C++
69 lines
2.2 KiB
C++
// Copyright Nick Thompson, 2019
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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/*
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* References:
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* Ooura, Takuya, and Masatake Mori. "A robust double exponential formula for Fourier-type integrals." Journal of computational and applied mathematics 112.1-2 (1999): 229-241.
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* http://www.kurims.kyoto-u.ac.jp/~ooura/intde.html
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*/
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#ifndef BOOST_MATH_QUADRATURE_OOURA_FOURIER_INTEGRALS_HPP
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#define BOOST_MATH_QUADRATURE_OOURA_FOURIER_INTEGRALS_HPP
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#include <memory>
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#include <boost/math/quadrature/detail/ooura_fourier_integrals_detail.hpp>
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namespace boost { namespace math { namespace quadrature {
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template<class Real>
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class ooura_fourier_sin {
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public:
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ooura_fourier_sin(const Real relative_error_tolerance = tools::root_epsilon<Real>(), size_t levels = sizeof(Real)) : impl_(std::make_shared<detail::ooura_fourier_sin_detail<Real>>(relative_error_tolerance, levels))
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{}
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template<class F>
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std::pair<Real, Real> integrate(F const & f, Real omega) {
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return impl_->integrate(f, omega);
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}
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// These are just for debugging/unit tests:
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std::vector<std::vector<Real>> const & big_nodes() const {
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return impl_->big_nodes();
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}
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std::vector<std::vector<Real>> const & weights_for_big_nodes() const {
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return impl_->weights_for_big_nodes();
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}
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std::vector<std::vector<Real>> const & little_nodes() const {
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return impl_->little_nodes();
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}
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std::vector<std::vector<Real>> const & weights_for_little_nodes() const {
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return impl_->weights_for_little_nodes();
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}
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private:
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std::shared_ptr<detail::ooura_fourier_sin_detail<Real>> impl_;
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};
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template<class Real>
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class ooura_fourier_cos {
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public:
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ooura_fourier_cos(const Real relative_error_tolerance = tools::root_epsilon<Real>(), size_t levels = sizeof(Real)) : impl_(std::make_shared<detail::ooura_fourier_cos_detail<Real>>(relative_error_tolerance, levels))
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{}
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template<class F>
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std::pair<Real, Real> integrate(F const & f, Real omega) {
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return impl_->integrate(f, omega);
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}
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private:
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std::shared_ptr<detail::ooura_fourier_cos_detail<Real>> impl_;
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};
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}}}
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#endif
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