ceph/src/boost/boost/math/quadrature/wavelet_transforms.hpp

   1 /*
   2  * Copyright Nick Thompson, 2020
   3  * Use, modification and distribution are subject to the
   4  * Boost Software License, Version 1.0. (See accompanying file
   5  * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
   6  */
   7 #ifndef BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP
   8 #define BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP
   9 #include <boost/math/special_functions/daubechies_wavelet.hpp>
  10 #include <boost/math/quadrature/trapezoidal.hpp>
  11
  12 namespace boost::math::quadrature {
  13
  14 template<class F, typename Real, int p>
  15 class daubechies_wavelet_transform
  16 {
  17 public:
  18     daubechies_wavelet_transform(F f, int grid_refinements = -1, Real tol = 100*std::numeric_limits<Real>::epsilon(),
  19     int max_refinements = 12) : f_{f}, psi_(grid_refinements), tol_{tol}, max_refinements_{max_refinements}
  20     {}
  21
  22     daubechies_wavelet_transform(F f, boost::math::daubechies_wavelet<Real, p> wavelet, Real tol = 100*std::numeric_limits<Real>::epsilon(),
  23     int max_refinements = 12) : f_{f}, psi_{wavelet}, tol_{tol}, max_refinements_{max_refinements}
  24     {}
  25
  26     auto operator()(Real s, Real t)->decltype(std::declval<F>()(std::declval<Real>())) const
  27     {
  28         using std::sqrt;
  29         using std::abs;
  30         using boost::math::quadrature::trapezoidal;
  31         auto g = [&] (Real u) {
  32             return f_(s*u+t)*psi_(u);
  33         };
  34         auto [a,b] = psi_.support();
  35         return sqrt(abs(s))*trapezoidal(g, a, b, tol_, max_refinements_);
  36     }
  37
  38 private:
  39     F f_;
  40     boost::math::daubechies_wavelet<Real, p> psi_;
  41     Real tol_;
  42     int max_refinements_;
  43 };
  44
  45
  46 }
  47 #endif