adquad.h

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/*
  This file is part of MADNESS.

  Copyright (C) 2007,2010 Oak Ridge National Laboratory

  This program is free software; you can redistribute it and/or modify
  it under the terms of the GNU General Public License as published by
  the Free Software Foundation; either version 2 of the License, or
  (at your option) any later version.

  This program is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
  GNU General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA

  For more information please contact:

  Robert J. Harrison
  Oak Ridge National Laboratory
  One Bethel Valley Road
  P.O. Box 2008, MS-6367

  email: harrisonrj@ornl.gov
  tel:   865-241-3937
  fax:   865-572-0680

  $Id$
*/
#ifndef MADNESS_MRA_ADQUAD_H__INCLUDED
#define MADNESS_MRA_ADQUAD_H__INCLUDED

#include <madness/mra/legendre.h>

namespace madness {

    namespace detail {
        template <typename T>
        double norm(const T& t) {
            return std::abs(t);
        }

        template <typename T>
        double norm(const Tensor<T>& t) {
            return t.normf();
        }
    }

    template <typename funcT>
    typename funcT::returnT do_adq(double lo, double hi, const funcT& func,
                                   int n, const double* x, const double* w) {
        // x and w provide the Gauss-Legendre quadrature rule of order n on [0,1]
        double range = (hi-lo);
        typename funcT::returnT sum = func(lo + range*x[0])*w[0];
        for (int i=1; i<n; ++i) sum += func(lo + range*x[i])*w[i];
        return sum*range;
    }


    template <typename funcT>
    typename funcT::returnT adq1(double lo, double hi, const funcT& func, double thresh,
                                 int n, const double* x, const double* w, int level) {
        static const int MAX_LEVEL=14;
        double d = (hi-lo)/2;
        // Twoscale by any other name would smell just as sweet.
        typename funcT::returnT full = do_adq(lo, hi, func, n, x, w);
        typename funcT::returnT half = do_adq(lo, lo+d, func, n, x, w) + do_adq(lo+d, hi, func, n, x, w);

        double abserr = madness::detail::norm(full-half);
        double norm = madness::detail::norm(half);
        double relerr = (norm==0.0) ? 0.0 : abserr/norm;
        //for (int i=0; i<level; ++i) std::cout << "! ";
        //std::cout << norm << " " << abserr << " " << relerr << " " << thresh << std::endl;

        bool converged = (relerr < 1e-14) || (abserr<thresh && relerr<0.01);
        if (converged) {
            return half;
        }
        else {
            if (level == MAX_LEVEL) {
                //throw "Adaptive quadrature: failed : runaway refinement?";
                return half;
            }
            else {
                return adq1(lo, lo+d, func, thresh*0.5, n, x, w, level+1) +
                       adq1(lo+d, hi, func, thresh*0.5, n, x, w, level+1);
            }
        }
    }

    template <typename funcT>
    typename funcT::returnT adq(double lo, double hi, const funcT& func, double thresh) {
        const int n = 20;
        double x[n], y[n];
        gauss_legendre(n, 0.0, 1.0, x, y);

        return adq1(lo, hi, func, thresh, n, x, y, 0);
    }

    namespace detail {
        struct adqtest {
            typedef double returnT;
            double operator()(double x) const {
                // int(exp(-x^2)*cos(a*x),x=-inf..inf) = sqrt(pi)*exp(-a^2/4)
                return exp(-x*x)*cos(3*x);
            }

            static double exact() {
                const double pi = 3.1415926535897932384;
                return sqrt(pi)*exp(-9.0/4.0);
            }

            static bool runtest() {
                double test = madness::adq(-6.0,6.0,adqtest(),1e-14);
                return std::abs(test-exact())<1e-14;
            }

        };
    }
}

#endif // MADNESS_MRA_ADQUAD_H__INCLUDED