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1 // Copyright Nick Thompson, 2017
2 // Use, modification and distribution are subject to the
3 // Boost Software License, Version 1.0.
4 // (See accompanying file LICENSE_1_0.txt
5 // or copy at http://www.boost.org/LICENSE_1_0.txt)
6
7 /*
8 * This class performs sinh-sinh quadrature over the entire real line.
9 *
10 * References:
11 *
12 * 1) Tanaka, Ken'ichiro, et al. "Function classes for double exponential integration formulas." Numerische Mathematik 111.4 (2009): 631-655.
13 */
14
15 #ifndef BOOST_MATH_QUADRATURE_SINH_SINH_HPP
16 #define BOOST_MATH_QUADRATURE_SINH_SINH_HPP
17
18 #include <cmath>
19 #include <limits>
20 #include <memory>
21 #include <boost/math/quadrature/detail/sinh_sinh_detail.hpp>
22
23 namespace boost{ namespace math{ namespace quadrature {
24
25 template<class Real, class Policy = boost::math::policies::policy<> >
26 class sinh_sinh
27 {
28 public:
29 sinh_sinh(size_t max_refinements = 9)
30 : m_imp(std::make_shared<detail::sinh_sinh_detail<Real, Policy> >(max_refinements)) {}
31
32 template<class F>
33 Real integrate(const F f, Real tol = boost::math::tools::root_epsilon<Real>(), Real* error = nullptr, Real* L1 = nullptr, std::size_t* levels = nullptr) const
34 {
35 return m_imp->integrate(f, tol, error, L1, levels);
36 }
37
38 private:
39 std::shared_ptr<detail::sinh_sinh_detail<Real, Policy>> m_imp;
40 };
41
42 }}}
43 #endif