Source file integration.ml
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open Fun
let () = Error.init ()
external qng :
gsl_fun ->
a:float ->
b:float ->
epsabs:float ->
epsrel:float ->
float * float * int = "ml_gsl_integration_qng"
type workspace
external alloc_ws : int -> workspace = "ml_gsl_integration_workspace_alloc"
external free_ws : workspace -> unit = "ml_gsl_integration_workspace_free"
let make_ws size =
let ws = alloc_ws size in
Gc.finalise free_ws ws;
ws
external size : workspace -> int = "ml_gsl_integration_ws_size"
type key = GAUSS15 | GAUSS21 | GAUSS31 | GAUSS41 | GAUSS51 | GAUSS61
external qag :
gsl_fun ->
a:float ->
b:float ->
epsabs:float ->
epsrel:float ->
?limit:int ->
key ->
workspace ->
result = "ml_gsl_integration_qag_bc" "ml_gsl_integration_qag"
external qags :
gsl_fun ->
a:float ->
b:float ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
result = "ml_gsl_integration_qags_bc" "ml_gsl_integration_qags"
external qagp :
gsl_fun ->
pts:float array ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
result = "ml_gsl_integration_qagp_bc" "ml_gsl_integration_qagp"
external qagi :
gsl_fun -> epsabs:float -> epsrel:float -> ?limit:int -> workspace -> result
= "ml_gsl_integration_qagi"
external qagiu :
gsl_fun ->
a:float ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
result = "ml_gsl_integration_qagiu_bc" "ml_gsl_integration_qagiu"
external qagil :
gsl_fun ->
b:float ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
result = "ml_gsl_integration_qagil_bc" "ml_gsl_integration_qagil"
let qag_sing gslfun ~a ~b ?pts ?(limit = 1000) ~epsabs ~epsrel () =
if b < a then invalid_arg "qag_sing";
let ws = make_ws limit in
if b = infinity then
if a = neg_infinity then qagi gslfun ~epsabs ~epsrel ws
else qagiu gslfun ~a ~epsabs ~epsrel ws
else if a = neg_infinity then qagil gslfun ~b ~epsabs ~epsrel ws
else
match pts with
| None -> qags gslfun ~a ~b ~epsabs ~epsrel ws
| Some farr ->
let len = Array.length farr in
let arr = Array.make (2 + len) a in
Array.blit farr 0 arr 1 len;
arr.(len + 1) <- b;
qagp gslfun ~pts:arr ~epsabs ~epsrel ws
external qawc :
gsl_fun ->
a:float ->
b:float ->
c:float ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
result = "ml_gsl_integration_qawc_bc" "ml_gsl_integration_qawc"
type qaws_table
external alloc_qaws :
alpha:float -> beta:float -> mu:int -> nu:int -> qaws_table
= "ml_gsl_integration_qaws_table_alloc"
external set_qaws :
qaws_table -> alpha:float -> beta:float -> mu:int -> nu:int -> unit
= "ml_gsl_integration_qaws_table_set"
external free_qaws : qaws_table -> unit = "ml_gsl_integration_qaws_table_free"
external qaws :
gsl_fun ->
a:float ->
b:float ->
qaws_table ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
result = "ml_gsl_integration_qaws_bc" "ml_gsl_integration_qaws"
type qawo_table
type qawo_sine = QAWO_COSINE | QAWO_SINE
external alloc_qawo : omega:float -> l:float -> qawo_sine -> n:int -> qawo_table
= "ml_gsl_integration_qawo_table_alloc"
external set_qawo : qawo_table -> omega:float -> l:float -> qawo_sine -> unit
= "ml_gsl_integration_qawo_table_set"
external free_qawo : qawo_table -> unit = "ml_gsl_integration_qawo_table_free"
external qawo :
gsl_fun ->
a:float ->
epsabs:float ->
epsrel:float ->
?limit:int ->
workspace ->
qawo_table ->
result = "ml_gsl_integration_qawo_bc" "ml_gsl_integration_qawo"
external qawf :
gsl_fun ->
a:float ->
epsabs:float ->
?limit:int ->
workspace ->
workspace ->
qawo_table ->
result = "ml_gsl_integration_qawf_bc" "ml_gsl_integration_qawf"