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use crate::numerical_integration::mode::GaussianQuadratureMethod;
use crate::utils::{gh_table, gl_table, gauss_laguerre_table};
use crate::numerical_integration::integrator::*;
use crate::utils::error_codes::*;
pub const DEFAULT_QUADRATURE_ORDERS: usize = 4;
///Implements the gaussian quadrature methods for numerical integration for single variable functions
#[derive(Clone, Copy)]
pub struct SingleVariableSolver
{
order: usize,
integration_method: GaussianQuadratureMethod
}
impl Default for SingleVariableSolver
{
///default constructor, optimal for most generic polynomial equations
fn default() -> Self
{
return SingleVariableSolver { order: DEFAULT_QUADRATURE_ORDERS, integration_method: GaussianQuadratureMethod::GaussLegendre };
}
}
impl SingleVariableSolver
{
///returns the chosen number of nodes/order for quadrature
pub fn get_order(&self) -> usize
{
return self.order;
}
///sets the number of nodes/order for quadrature
pub fn set_order(&mut self, order: usize)
{
self.order = order;
}
///returns the chosen integration method
/// possible choices are GaussLegendre, GaussHermite and GaussLaguerre
pub fn get_integration_method(&self) -> GaussianQuadratureMethod
{
return self.integration_method;
}
/// sets the integration method
/// possible choices are GaussLegendre, GaussHermite and GaussLaguerre
pub fn set_integration_method(&mut self, integration_method: GaussianQuadratureMethod)
{
self.integration_method = integration_method;
}
///custom constructor, optimal for fine-tuning for specific cases
pub fn from_parameters(order: usize, integration_method: GaussianQuadratureMethod) -> Self
{
SingleVariableSolver
{
order: order,
integration_method: integration_method
}
}
///Helper method to check if inputs are well defined
fn check_for_errors<const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, integration_limit: &[[f64; 2]; NUM_INTEGRATIONS]) -> Result<(), &'static str>
{
//TODO
if !(1..=gl_table::MAX_GL_ORDER).contains(&self.order)
{
return Err(GAUSSIAN_QUADRATURE_ORDER_OUT_OF_RANGE);
}
for iter in 0..integration_limit.len()
{
if integration_limit[iter][0] >= integration_limit[iter][1]
{
return Err(INTEGRATION_LIMITS_ILL_DEFINED);
}
}
if NUM_INTEGRATIONS != number_of_integrations
{
return Err(INCORRECT_NUMBER_OF_INTEGRATION_LIMITS)
}
return Ok(());
}
///returns the gauss legendre numerical integral for a given equation
/// number_of_integrations: number of integrations to perform on the equation
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
fn get_gauss_legendre<const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, func: &dyn Fn(f64) -> f64, integration_limit: &[[f64; 2]; NUM_INTEGRATIONS]) -> f64
{
if number_of_integrations == 1
{
let mut ans = 0.0;
let abcsissa_coeff = (integration_limit[0][1] - integration_limit[0][0])/2.0;
let intercept = (integration_limit[0][1] + integration_limit[0][0])/2.0;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
let args = abcsissa_coeff*abcsissa + intercept;
ans = ans + weight*func(args);
}
return abcsissa_coeff*ans;
}
let mut ans = 0.0;
let abcsissa_coeff = (integration_limit[number_of_integrations-1][1] - integration_limit[number_of_integrations-1][0])/2.0;
//let intercept = (integration_limit[number_of_integrations-1][1] + integration_limit[number_of_integrations-1][0])/2.0;
for iter in 0..self.order
{
let (_, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
//let args = abcsissa_coeff*abcsissa + intercept;
ans = ans + weight*self.get_gauss_legendre(number_of_integrations-1, func, integration_limit);
}
return abcsissa_coeff*ans;
}
///returns the gauss hermite numerical integral for a given equation
/// number_of_integrations: number of integrations to perform on the equation
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
fn get_gauss_hermite<const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, func: &dyn Fn(f64) -> f64, integration_limit: &[[f64; 2]; NUM_INTEGRATIONS]) -> f64
{
if number_of_integrations == 1
{
let mut ans = 0.0;
for iter in 0..self.order
{
let (abcsissa, weight) = gh_table::get_gh_weights_and_abscissae(self.order, iter).unwrap();
ans = ans + weight*func(abcsissa)*f64::exp(abcsissa*abcsissa);
}
return ans;
}
let mut ans = 0.0;
for iter in 0..self.order
{
let (_, weight) = gh_table::get_gh_weights_and_abscissae(self.order, iter).unwrap();
ans = ans + weight*self.get_gauss_hermite(number_of_integrations-1, func, integration_limit);
}
return ans;
}
///returns the gauss laguerre numerical integral for a given equation
/// number_of_integrations: number of integrations to perform on the equation
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
fn get_gauss_laguerre<const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, func: &dyn Fn(f64) -> f64, integration_limit: &[[f64; 2]; NUM_INTEGRATIONS]) -> f64
{
if number_of_integrations == 1
{
let mut ans = 0.0;
for iter in 0..self.order
{
let (abcsissa, weight) = gauss_laguerre_table::get_gauss_laguerre_weights_and_abscissae(self.order, iter).unwrap();
ans = ans + (weight*func(abcsissa)*f64::exp(abcsissa));
}
return ans;
}
let mut ans = 0.0;
for iter in 0..self.order
{
let (_, weight) = gauss_laguerre_table::get_gauss_laguerre_weights_and_abscissae(self.order, iter).unwrap();
//let args = (integration_limit[0][0] - integration_limit[0][1])*T::log(abcsissa - integration_limit[0][1], T::abs(T::exp(T::one()))) - abcsissa;
ans = ans + weight*self.get_gauss_laguerre(number_of_integrations, func, integration_limit);
}
return ans;
}
}
impl IntegratorSingleVariable for SingleVariableSolver
{
///returns the gaussian quadrature numerical integration for a single variable equation
/// number_of_integrations: number of integrations to perform on the equation
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
///
/// NOTE: Returns a Result<f64, &'static str>, where possible Err are:
/// GAUSSIAN_QUADRATURE_ORDER_OUT_OF_RANGE -> if the chosen numer of nodes/order is out of supported range
/// INTEGRATION_LIMITS_ILL_DEFINED -> if any integration_limit[i][0] >= integration_limit[i][1] for all possible i
/// INCORRECT_NUMBER_OF_INTEGRATION_LIMITS -> if number_of_integrations is not equal to the size of integration_limit
///
/// assume we want to differentiate f(x) = 4.0*x*x*x - 3.0*x*x. the function would be:
/// ```
/// let my_func = | arg: f64 | -> f64
/// {
/// return 4.0*arg*arg*arg - 3.0*arg*arg;
/// };
///
/// use multicalc::numerical_integration::integrator::*;
/// use multicalc::numerical_integration::gaussian_integration;
///
/// let integrator = gaussian_integration::SingleVariableSolver::default();
/// let integration_limit = [[0.0, 2.0]; 1];
/// let val = integrator.get(1, &my_func, &integration_limit).unwrap(); //single integration
/// assert!(f64::abs(val - 8.0) < 1e-7);
///
/// let integration_limit = [[0.0, 2.0], [-1.0, 1.0]];
/// let val = integrator.get(2, &my_func, &integration_limit).unwrap(); //double integration
/// assert!(f64::abs(val - 16.0) < 1e-7);
///```
fn get<const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, func: &dyn Fn(f64) -> f64, integration_limit: &[[f64; 2]; NUM_INTEGRATIONS]) -> Result<f64, &'static str>
{
self.check_for_errors(number_of_integrations, integration_limit)?;
match self.integration_method
{
GaussianQuadratureMethod::GaussLegendre => return Ok(self.get_gauss_legendre(number_of_integrations, func, integration_limit)),
GaussianQuadratureMethod::GaussHermite => return Ok(self.get_gauss_hermite(number_of_integrations, func, integration_limit)),
GaussianQuadratureMethod::GaussLaguerre => return Ok(self.get_gauss_laguerre(number_of_integrations, func, integration_limit))
}
}
}
///Implements the gaussian quadrature methods for numerical integration for multi variable functions
#[derive(Clone, Copy)]
pub struct MultiVariableSolver
{
order: usize,
integration_method: GaussianQuadratureMethod
}
impl Default for MultiVariableSolver
{
///default constructor, optimal for most generic polynomial equations
fn default() -> Self
{
return MultiVariableSolver { order: DEFAULT_QUADRATURE_ORDERS, integration_method: GaussianQuadratureMethod::GaussLegendre };
}
}
impl MultiVariableSolver
{
///returns the chosen number of nodes/order for quadrature
pub fn get_order(&self) -> usize
{
return self.order;
}
///sets the number of nodes/order for quadrature
pub fn set_order(&mut self, order: usize)
{
self.order = order;
}
///returns the chosen integration method
/// possible choices are GaussLegendre, GaussHermite and GaussLaguerre
pub fn get_integration_method(&self) -> GaussianQuadratureMethod
{
return self.integration_method;
}
///sets the integration method
/// possible choices are GaussLegendre, GaussHermite and GaussLaguerre
pub fn set_integration_method(&mut self, integration_method: GaussianQuadratureMethod)
{
self.integration_method = integration_method;
}
///custom constructor, optimal for fine-tuning for specific cases
pub fn from_parameters(order: usize, integration_method: GaussianQuadratureMethod) -> Self
{
MultiVariableSolver
{
order,
integration_method
}
}
///Helper method to check if inputs are well defined
fn check_for_errors<const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, integration_limit: &[[f64; 2]; NUM_INTEGRATIONS]) -> Result<(), &'static str>
{
//TODO
if !(1..=gl_table::MAX_GL_ORDER).contains(&self.order)
{
return Err(GAUSSIAN_QUADRATURE_ORDER_OUT_OF_RANGE);
}
for iter in 0..integration_limit.len()
{
if integration_limit[iter][0] >= integration_limit[iter][1]
{
return Err(INTEGRATION_LIMITS_ILL_DEFINED);
}
}
if NUM_INTEGRATIONS != number_of_integrations
{
return Err(INCORRECT_NUMBER_OF_INTEGRATION_LIMITS)
}
return Ok(());
}
/// returns the gauss legendre numerical integral for a given equation
/// number_of_integrations: number of integrations to perform on the equation
/// idx_to_integrate: the index/indices of variable to integrate
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
/// point: for variables not being integrated, it is their constant value, otherwise it is their final upper limit of integration
fn get_gauss_legendre<const NUM_VARS: usize, const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, idx_to_integrate: [usize; NUM_INTEGRATIONS], func: &dyn Fn(&[f64; NUM_VARS]) -> f64, integration_limits: &[[f64; 2]; NUM_INTEGRATIONS], point: &[f64; NUM_VARS]) -> f64
{
if number_of_integrations == 1
{
let mut ans = 0.0;
let abcsissa_coeff = (integration_limits[0][1] - integration_limits[0][0])/2.0;
let intercept = (integration_limits[0][1] + integration_limits[0][0])/2.0;
let mut args = *point;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
args[idx_to_integrate[0]] = abcsissa_coeff*abcsissa + intercept;
ans = ans + weight*func(&args);
}
return abcsissa_coeff*ans;
}
let mut ans = 0.0;
let abcsissa_coeff = (integration_limits[number_of_integrations-1][1] - integration_limits[number_of_integrations-1][0])/2.0;
let intercept = (integration_limits[number_of_integrations-1][1] + integration_limits[number_of_integrations-1][0])/2.0;
let mut args = *point;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
args[idx_to_integrate[number_of_integrations-1]] = abcsissa_coeff*abcsissa + intercept;
ans = ans + weight*self.get_gauss_legendre(number_of_integrations-1, idx_to_integrate, func, integration_limits, &args);
}
return abcsissa_coeff*ans;
}
/// returns the gauss hermite numerical integral for a given equation
/// number_of_integrations: number of integrations to perform on the equation
/// idx_to_integrate: the index/indices of variable to integrate
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
/// point: for variables not being integrated, it is their constant value, otherwise it is their final upper limit of integration
fn get_gauss_hermite<const NUM_VARS: usize, const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, idx_to_integrate: [usize; NUM_INTEGRATIONS], func: &dyn Fn(&[f64; NUM_VARS]) -> f64, integration_limits: &[[f64; 2]; NUM_INTEGRATIONS], point: &[f64; NUM_VARS]) -> f64
{
if number_of_integrations == 1
{
let mut ans = 0.0;
let mut args = *point;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
args[idx_to_integrate[0]] = abcsissa;
ans = ans + weight*func(&args);
}
return ans;
}
let mut ans = 0.0;
let mut args = *point;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
args[idx_to_integrate[number_of_integrations-1]] = abcsissa;
ans = ans + weight*self.get_gauss_legendre(number_of_integrations-1, idx_to_integrate, func, integration_limits, &args);
}
return ans;
}
/// returns the gauss laguerre numerical integral for a given equation
/// number_of_integrations: number of integrations to perform on the equation
/// idx_to_integrate: the index/indices of variable to integrate
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
/// point: for variables not being integrated, it is their constant value, otherwise it is their final upper limit of integration
fn get_gauss_laguerre<const NUM_VARS: usize, const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, idx_to_integrate: [usize; NUM_INTEGRATIONS], func: &dyn Fn(&[f64; NUM_VARS]) -> f64, integration_limits: &[[f64; 2]; NUM_INTEGRATIONS], point: &[f64; NUM_VARS]) -> f64
{
if number_of_integrations == 1
{
let mut ans = 0.0;
let mut args = *point;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
args[idx_to_integrate[0]] = abcsissa;
ans = ans + weight*func(&args);
}
return ans;
}
let mut ans = 0.0;
let mut args = *point;
for iter in 0..self.order
{
let (abcsissa, weight) = gl_table::get_gl_weights_and_abscissae(self.order, iter).unwrap();
args[idx_to_integrate[number_of_integrations-1]] = abcsissa;
ans = ans + weight*self.get_gauss_legendre(number_of_integrations-1, idx_to_integrate, func, integration_limits, &args);
}
return ans;
}
}
impl IntegratorMultiVariable for MultiVariableSolver
{
///returns the gaussian quadrature numerical integration for a single variable equation
/// number_of_integrations: number of integrations to perform on the equation
/// func: the equation to integrate
/// integration_limit: the integration bound(s) for each round of integration
///
/// NOTE: Returns a Result<f64, &'static str>, where possible Err are:
/// GAUSSIAN_QUADRATURE_ORDER_OUT_OF_RANGE -> if the chosen numer of nodes/order is out of supported range
/// INTEGRATION_LIMITS_ILL_DEFINED -> if any integration_limit[i][0] >= integration_limit[i][1] for all possible i
/// INCORRECT_NUMBER_OF_INTEGRATION_LIMITS -> if number_of_integrations is not equal to the size of integration_limit
///
/// assume we want to differentiate f(x,y,z) = 2.0*x + y*z. the function would be:
/// ```
/// let my_func = | args: &[f64; 3] | -> f64
/// {
/// return 2.0*args[0] + args[1]*args[2];
/// };
///
/// use multicalc::numerical_integration::integrator::*;
/// use multicalc::numerical_integration::gaussian_integration;
///
/// let integrator = gaussian_integration::MultiVariableSolver::default();
/// let point = [1.0, 2.0, 3.0];
///
/// let integration_limit = [[0.0, 1.0]; 1];
/// let val = integrator.get(1, [0; 1], &my_func, &integration_limit, &point).unwrap(); //single integration for x
/// assert!(f64::abs(val - 7.0) < 1e-7);
///
///```
fn get<const NUM_VARS: usize, const NUM_INTEGRATIONS: usize>(&self, number_of_integrations: usize, idx_to_integrate: [usize; NUM_INTEGRATIONS], func: &dyn Fn(&[f64; NUM_VARS]) -> f64, integration_limits: &[[f64; 2]; NUM_INTEGRATIONS], point: &[f64; NUM_VARS]) -> Result<f64, &'static str>
{
self.check_for_errors(number_of_integrations, integration_limits)?;
match self.integration_method
{
GaussianQuadratureMethod::GaussLegendre => return Ok(self.get_gauss_legendre(number_of_integrations, idx_to_integrate, func, integration_limits, point)),
GaussianQuadratureMethod::GaussHermite => return Ok(self.get_gauss_hermite(number_of_integrations, idx_to_integrate, func, integration_limits, point)),
GaussianQuadratureMethod::GaussLaguerre => return Ok(self.get_gauss_laguerre(number_of_integrations, idx_to_integrate, func, integration_limits, point))
}
}
}