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3rdparty/alglib/manual.cpp.html
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3rdparty/alglib/src/alglibinternal.cpp
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3rdparty/alglib/src/alglibinternal.h
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3rdparty/alglib/src/alglibmisc.cpp
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3rdparty/alglib/src/alglibmisc.h
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3rdparty/alglib/src/ap.cpp
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3rdparty/alglib/src/ap.h
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3rdparty/alglib/src/dataanalysis.cpp
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3rdparty/alglib/src/dataanalysis.h
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3rdparty/alglib/src/diffequations.cpp
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3rdparty/alglib/src/diffequations.h
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/*************************************************************************
ALGLIB 3.10.0 (source code generated 2015-08-19)
ALGLIB 3.14.0 (source code generated 2018-06-16)
Copyright (c) Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
......@@ -29,6 +29,7 @@ http://www.fsf.org/licensing/licenses
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
typedef struct
{
ae_int_t n;
......@@ -62,6 +63,7 @@ typedef struct
ae_int_t nfev;
ae_int_t terminationtype;
} odesolverreport;
#endif
}
......@@ -73,6 +75,7 @@ typedef struct
namespace alglib
{
#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
*************************************************************************/
......@@ -129,7 +132,9 @@ public:
ae_int_t &terminationtype;
};
#endif
#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
Cash-Karp adaptive ODE solver.
......@@ -177,8 +182,8 @@ SEE ALSO
-- ALGLIB --
Copyright 01.09.2009 by Bochkanov Sergey
*************************************************************************/
void odesolverrkck(const real_1d_array &y, const ae_int_t n, const real_1d_array &x, const ae_int_t m, const double eps, const double h, odesolverstate &state);
void odesolverrkck(const real_1d_array &y, const real_1d_array &x, const double eps, const double h, odesolverstate &state);
void odesolverrkck(const real_1d_array &y, const ae_int_t n, const real_1d_array &x, const ae_int_t m, const double eps, const double h, odesolverstate &state, const xparams _xparams = alglib::xdefault);
void odesolverrkck(const real_1d_array &y, const real_1d_array &x, const double eps, const double h, odesolverstate &state, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -186,7 +191,7 @@ This function provides reverse communication interface
Reverse communication interface is not documented or recommended to use.
See below for functions which provide better documented API
*************************************************************************/
bool odesolveriteration(const odesolverstate &state);
bool odesolveriteration(const odesolverstate &state, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -203,7 +208,7 @@ It accepts following parameters:
*************************************************************************/
void odesolversolve(odesolverstate &state,
void (*diff)(const real_1d_array &y, double x, real_1d_array &dy, void *ptr),
void *ptr = NULL);
void *ptr = NULL, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -229,7 +234,8 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 01.09.2009 by Bochkanov Sergey
*************************************************************************/
void odesolverresults(const odesolverstate &state, ae_int_t &m, real_1d_array &xtbl, real_2d_array &ytbl, odesolverreport &rep);
void odesolverresults(const odesolverstate &state, ae_int_t &m, real_1d_array &xtbl, real_2d_array &ytbl, odesolverreport &rep, const xparams _xparams = alglib::xdefault);
#endif
}
/////////////////////////////////////////////////////////////////////////
......@@ -239,6 +245,7 @@ void odesolverresults(const odesolverstate &state, ae_int_t &m, real_1d_array &x
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
void odesolverrkck(/* Real */ ae_vector* y,
ae_int_t n,
/* Real */ ae_vector* x,
......@@ -254,14 +261,15 @@ void odesolverresults(odesolverstate* state,
/* Real */ ae_matrix* ytbl,
odesolverreport* rep,
ae_state *_state);
void _odesolverstate_init(void* _p, ae_state *_state);
void _odesolverstate_init_copy(void* _dst, void* _src, ae_state *_state);
void _odesolverstate_init(void* _p, ae_state *_state, ae_bool make_automatic);
void _odesolverstate_init_copy(void* _dst, void* _src, ae_state *_state, ae_bool make_automatic);
void _odesolverstate_clear(void* _p);
void _odesolverstate_destroy(void* _p);
void _odesolverreport_init(void* _p, ae_state *_state);
void _odesolverreport_init_copy(void* _dst, void* _src, ae_state *_state);
void _odesolverreport_init(void* _p, ae_state *_state, ae_bool make_automatic);
void _odesolverreport_init_copy(void* _dst, void* _src, ae_state *_state, ae_bool make_automatic);
void _odesolverreport_clear(void* _p);
void _odesolverreport_destroy(void* _p);
#endif
}
#endif
......
3rdparty/alglib/src/fasttransforms.cpp
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3rdparty/alglib/src/fasttransforms.h
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/*************************************************************************
ALGLIB 3.10.0 (source code generated 2015-08-19)
ALGLIB 3.14.0 (source code generated 2018-06-16)
Copyright (c) Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
......@@ -29,6 +29,14 @@ http://www.fsf.org/licensing/licenses
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
#endif
}
......@@ -40,7 +48,23 @@ namespace alglib_impl
namespace alglib
{
#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
1-dimensional complex FFT.
......@@ -70,8 +94,8 @@ OUTPUT PARAMETERS
-- ALGLIB --
Copyright 29.05.2009 by Bochkanov Sergey
*************************************************************************/
void fftc1d(complex_1d_array &a, const ae_int_t n);
void fftc1d(complex_1d_array &a);
void fftc1d(complex_1d_array &a, const ae_int_t n, const xparams _xparams = alglib::xdefault);
void fftc1d(complex_1d_array &a, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -94,8 +118,8 @@ OUTPUT PARAMETERS
-- ALGLIB --
Copyright 29.05.2009 by Bochkanov Sergey
*************************************************************************/
void fftc1dinv(complex_1d_array &a, const ae_int_t n);
void fftc1dinv(complex_1d_array &a);
void fftc1dinv(complex_1d_array &a, const ae_int_t n, const xparams _xparams = alglib::xdefault);
void fftc1dinv(complex_1d_array &a, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -121,8 +145,8 @@ other FFT-related subroutines.
-- ALGLIB --
Copyright 01.06.2009 by Bochkanov Sergey
*************************************************************************/
void fftr1d(const real_1d_array &a, const ae_int_t n, complex_1d_array &f);
void fftr1d(const real_1d_array &a, complex_1d_array &f);
void fftr1d(const real_1d_array &a, const ae_int_t n, complex_1d_array &f, const xparams _xparams = alglib::xdefault);
void fftr1d(const real_1d_array &a, complex_1d_array &f, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -160,9 +184,51 @@ not used) because array size is used to automatically determine FFT length
-- ALGLIB --
Copyright 01.06.2009 by Bochkanov Sergey
*************************************************************************/
void fftr1dinv(const complex_1d_array &f, const ae_int_t n, real_1d_array &a);
void fftr1dinv(const complex_1d_array &f, real_1d_array &a);
void fftr1dinv(const complex_1d_array &f, const ae_int_t n, real_1d_array &a, const xparams _xparams = alglib::xdefault);
void fftr1dinv(const complex_1d_array &f, real_1d_array &a, const xparams _xparams = alglib::xdefault);
#endif
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
1-dimensional Fast Hartley Transform.
Algorithm has O(N*logN) complexity for any N (composite or prime).
INPUT PARAMETERS
A - array[0..N-1] - real function to be transformed
N - problem size
OUTPUT PARAMETERS
A - FHT of a input array, array[0..N-1],
A_out[k] = sum(A_in[j]*(cos(2*pi*j*k/N)+sin(2*pi*j*k/N)), j=0..N-1)
-- ALGLIB --
Copyright 04.06.2009 by Bochkanov Sergey
*************************************************************************/
void fhtr1d(real_1d_array &a, const ae_int_t n, const xparams _xparams = alglib::xdefault);
/*************************************************************************
1-dimensional inverse FHT.
Algorithm has O(N*logN) complexity for any N (composite or prime).
INPUT PARAMETERS
A - array[0..N-1] - complex array to be transformed
N - problem size
OUTPUT PARAMETERS
A - inverse FHT of a input array, array[0..N-1]
-- ALGLIB --
Copyright 29.05.2009 by Bochkanov Sergey
*************************************************************************/
void fhtr1dinv(real_1d_array &a, const ae_int_t n, const xparams _xparams = alglib::xdefault);
#endif
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
1-dimensional complex convolution.
......@@ -192,7 +258,7 @@ subroutine - just shift its result correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convc1d(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r);
void convc1d(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -221,7 +287,7 @@ subroutine - just shift its result correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convc1dinv(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r);
void convc1dinv(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -252,7 +318,7 @@ correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convc1dcircular(const complex_1d_array &s, const ae_int_t m, const complex_1d_array &r, const ae_int_t n, complex_1d_array &c);
void convc1dcircular(const complex_1d_array &s, const ae_int_t m, const complex_1d_array &r, const ae_int_t n, complex_1d_array &c, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -281,7 +347,7 @@ correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convc1dcircularinv(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r);
void convc1dcircularinv(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -306,7 +372,7 @@ subroutine - just shift its result correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convr1d(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r);
void convr1d(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -335,7 +401,7 @@ subroutine - just shift its result correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convr1dinv(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r);
void convr1dinv(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -360,7 +426,7 @@ correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convr1dcircular(const real_1d_array &s, const ae_int_t m, const real_1d_array &r, const ae_int_t n, real_1d_array &c);
void convr1dcircular(const real_1d_array &s, const ae_int_t m, const real_1d_array &r, const ae_int_t n, real_1d_array &c, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -389,8 +455,10 @@ correspondingly.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void convr1dcircularinv(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r);
void convr1dcircularinv(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams = alglib::xdefault);
#endif
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
1-dimensional complex cross-correlation.
......@@ -427,7 +495,7 @@ on [-K..M-1], you can still use this subroutine, just shift result by K.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void corrc1d(const complex_1d_array &signal, const ae_int_t n, const complex_1d_array &pattern, const ae_int_t m, complex_1d_array &r);
void corrc1d(const complex_1d_array &signal, const ae_int_t n, const complex_1d_array &pattern, const ae_int_t m, complex_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -457,7 +525,7 @@ OUTPUT PARAMETERS
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void corrc1dcircular(const complex_1d_array &signal, const ae_int_t m, const complex_1d_array &pattern, const ae_int_t n, complex_1d_array &c);
void corrc1dcircular(const complex_1d_array &signal, const ae_int_t m, const complex_1d_array &pattern, const ae_int_t n, complex_1d_array &c, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -496,7 +564,7 @@ on [-K..M-1], you can still use this subroutine, just shift result by K.
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void corrr1d(const real_1d_array &signal, const ae_int_t n, const real_1d_array &pattern, const ae_int_t m, real_1d_array &r);
void corrr1d(const real_1d_array &signal, const ae_int_t n, const real_1d_array &pattern, const ae_int_t m, real_1d_array &r, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -526,45 +594,8 @@ OUTPUT PARAMETERS
-- ALGLIB --
Copyright 21.07.2009 by Bochkanov Sergey
*************************************************************************/
void corrr1dcircular(const real_1d_array &signal, const ae_int_t m, const real_1d_array &pattern, const ae_int_t n, real_1d_array &c);
/*************************************************************************
1-dimensional Fast Hartley Transform.
Algorithm has O(N*logN) complexity for any N (composite or prime).
INPUT PARAMETERS
A - array[0..N-1] - real function to be transformed
N - problem size
OUTPUT PARAMETERS
A - FHT of a input array, array[0..N-1],
A_out[k] = sum(A_in[j]*(cos(2*pi*j*k/N)+sin(2*pi*j*k/N)), j=0..N-1)
-- ALGLIB --
Copyright 04.06.2009 by Bochkanov Sergey
*************************************************************************/
void fhtr1d(real_1d_array &a, const ae_int_t n);
/*************************************************************************
1-dimensional inverse FHT.
Algorithm has O(N*logN) complexity for any N (composite or prime).
INPUT PARAMETERS
A - array[0..N-1] - complex array to be transformed
N - problem size
OUTPUT PARAMETERS
A - inverse FHT of a input array, array[0..N-1]
-- ALGLIB --
Copyright 29.05.2009 by Bochkanov Sergey
*************************************************************************/
void fhtr1dinv(real_1d_array &a, const ae_int_t n);
void corrr1dcircular(const real_1d_array &signal, const ae_int_t m, const real_1d_array &pattern, const ae_int_t n, real_1d_array &c, const xparams _xparams = alglib::xdefault);
#endif
}
/////////////////////////////////////////////////////////////////////////
......@@ -574,6 +605,7 @@ void fhtr1dinv(real_1d_array &a, const ae_int_t n);
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
void fftc1d(/* Complex */ ae_vector* a, ae_int_t n, ae_state *_state);
void fftc1dinv(/* Complex */ ae_vector* a, ae_int_t n, ae_state *_state);
void fftr1d(/* Real */ ae_vector* a,
......@@ -594,6 +626,12 @@ void fftr1dinvinternaleven(/* Real */ ae_vector* a,
/* Real */ ae_vector* buf,
fasttransformplan* plan,
ae_state *_state);
#endif
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
void fhtr1d(/* Real */ ae_vector* a, ae_int_t n, ae_state *_state);
void fhtr1dinv(/* Real */ ae_vector* a, ae_int_t n, ae_state *_state);
#endif
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
void convc1d(/* Complex */ ae_vector* a,
ae_int_t m,
/* Complex */ ae_vector* b,
......@@ -660,6 +698,8 @@ void convr1dx(/* Real */ ae_vector* a,
ae_int_t q,
/* Real */ ae_vector* r,
ae_state *_state);
#endif
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
void corrc1d(/* Complex */ ae_vector* signal,
ae_int_t n,
/* Complex */ ae_vector* pattern,
......@@ -684,8 +724,7 @@ void corrr1dcircular(/* Real */ ae_vector* signal,
ae_int_t n,
/* Real */ ae_vector* c,
ae_state *_state);
void fhtr1d(/* Real */ ae_vector* a, ae_int_t n, ae_state *_state);
void fhtr1dinv(/* Real */ ae_vector* a, ae_int_t n, ae_state *_state);
#endif
}
#endif
......
3rdparty/alglib/src/integration.cpp
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3rdparty/alglib/src/integration.h
View file @ 4beb1c96
/*************************************************************************
ALGLIB 3.10.0 (source code generated 2015-08-19)
ALGLIB 3.14.0 (source code generated 2018-06-16)
Copyright (c) Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
......@@ -21,6 +21,7 @@ http://www.fsf.org/licensing/licenses
#define _integration_pkg_h
#include "ap.h"
#include "alglibinternal.h"
#include "alglibmisc.h"
#include "linalg.h"
#include "specialfunctions.h"
......@@ -31,6 +32,11 @@ http://www.fsf.org/licensing/licenses
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
#if defined(AE_COMPILE_GQ) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_GKQ) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_AUTOGK) || !defined(AE_PARTIAL_BUILD)
typedef struct
{
ae_int_t terminationtype;
......@@ -80,6 +86,7 @@ typedef struct
ae_int_t nfev;
ae_int_t nintervals;
} autogkstate;
#endif
}
......@@ -91,10 +98,15 @@ typedef struct
namespace alglib
{
#if defined(AE_COMPILE_GQ) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_GKQ) || !defined(AE_PARTIAL_BUILD)
#endif
#if defined(AE_COMPILE_AUTOGK) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
Integration report:
* TerminationType = completetion code:
......@@ -167,7 +179,9 @@ public:
double &f;
};
#endif
#if defined(AE_COMPILE_GQ) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
Computation of nodes and weights for a Gauss quadrature formula
......@@ -184,12 +198,12 @@ and zeroth moment Mu0
Mu0 = integral(W(x)dx,a,b)
INPUT PARAMETERS:
Alpha array[0..N-1], alpha coefficients
Beta array[0..N-1], beta coefficients
Alpha - array[0..N-1], alpha coefficients
Beta - array[0..N-1], beta coefficients
Zero-indexed element is not used and may be arbitrary.
Beta[I]>0.
Mu0 zeroth moment of the weight function.
N number of nodes of the quadrature formula, N>=1
Mu0 - zeroth moment of the weight function.
N - number of nodes of the quadrature formula, N>=1
OUTPUT PARAMETERS:
Info - error code:
......@@ -204,7 +218,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 2005-2009 by Bochkanov Sergey
*************************************************************************/
void gqgeneraterec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgeneraterec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -223,14 +237,14 @@ and zeroth moment Mu0
Mu0 = integral(W(x)dx,a,b)
INPUT PARAMETERS:
Alpha array[0..N-2], alpha coefficients
Beta array[0..N-2], beta coefficients.
Alpha - array[0..N-2], alpha coefficients
Beta - array[0..N-2], beta coefficients.
Zero-indexed element is not used, may be arbitrary.
Beta[I]>0
Mu0 zeroth moment of the weighting function.
A left boundary of the integration interval.
B right boundary of the integration interval.
N number of nodes of the quadrature formula, N>=3
Mu0 - zeroth moment of the weighting function.
A - left boundary of the integration interval.
B - right boundary of the integration interval.
N - number of nodes of the quadrature formula, N>=3
(including the left and right boundary nodes).
OUTPUT PARAMETERS:
......@@ -246,7 +260,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 2005-2009 by Bochkanov Sergey
*************************************************************************/
void gqgenerategausslobattorec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const double a, const double b, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgenerategausslobattorec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const double a, const double b, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -265,13 +279,13 @@ and zeroth moment Mu0
Mu0 = integral(W(x)dx,a,b)
INPUT PARAMETERS:
Alpha array[0..N-2], alpha coefficients.
Beta array[0..N-1], beta coefficients
Alpha - array[0..N-2], alpha coefficients.
Beta - array[0..N-1], beta coefficients
Zero-indexed element is not used.
Beta[I]>0
Mu0 zeroth moment of the weighting function.
A left boundary of the integration interval.
N number of nodes of the quadrature formula, N>=2
Mu0 - zeroth moment of the weighting function.
A - left boundary of the integration interval.
N - number of nodes of the quadrature formula, N>=2
(including the left boundary node).
OUTPUT PARAMETERS:
......@@ -288,7 +302,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 2005-2009 by Bochkanov Sergey
*************************************************************************/
void gqgenerategaussradaurec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const double a, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgenerategaussradaurec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const double a, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -315,7 +329,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gqgenerategausslegendre(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgenerategausslegendre(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -345,7 +359,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gqgenerategaussjacobi(const ae_int_t n, const double alpha, const double beta, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgenerategaussjacobi(const ae_int_t n, const double alpha, const double beta, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -374,7 +388,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gqgenerategausslaguerre(const ae_int_t n, const double alpha, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgenerategausslaguerre(const ae_int_t n, const double alpha, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -400,8 +414,10 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gqgenerategausshermite(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w);
void gqgenerategausshermite(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &w, const xparams _xparams = alglib::xdefault);
#endif
#if defined(AE_COMPILE_GKQ) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
Computation of nodes and weights of a Gauss-Kronrod quadrature formula
......@@ -419,12 +435,12 @@ and zero moment Mu0
INPUT PARAMETERS:
Alpha alpha coefficients, array[0..floor(3*K/2)].
Beta beta coefficients, array[0..ceil(3*K/2)].
Alpha - alpha coefficients, array[0..floor(3*K/2)].
Beta - beta coefficients, array[0..ceil(3*K/2)].
Beta[0] is not used and may be arbitrary.
Beta[I]>0.
Mu0 zeroth moment of the weight function.
N number of nodes of the Gauss-Kronrod quadrature formula,
Mu0 - zeroth moment of the weight function.
N - number of nodes of the Gauss-Kronrod quadrature formula,
N >= 3,
N = 2*K+1.
......@@ -448,7 +464,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 08.05.2009 by Bochkanov Sergey
*************************************************************************/
void gkqgeneraterec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss);
void gkqgeneraterec(const real_1d_array &alpha, const real_1d_array &beta, const double mu0, const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -480,7 +496,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gkqgenerategausslegendre(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss);
void gkqgenerategausslegendre(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -519,7 +535,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gkqgenerategaussjacobi(const ae_int_t n, const double alpha, const double beta, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss);
void gkqgenerategaussjacobi(const ae_int_t n, const double alpha, const double beta, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -548,7 +564,7 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gkqlegendrecalc(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss);
void gkqlegendrecalc(const ae_int_t n, ae_int_t &info, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -573,8 +589,10 @@ OUTPUT PARAMETERS:
-- ALGLIB --
Copyright 12.05.2009 by Bochkanov Sergey
*************************************************************************/
void gkqlegendretbl(const ae_int_t n, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss, double &eps);
void gkqlegendretbl(const ae_int_t n, real_1d_array &x, real_1d_array &wkronrod, real_1d_array &wgauss, double &eps, const xparams _xparams = alglib::xdefault);
#endif
#if defined(AE_COMPILE_AUTOGK) || !defined(AE_PARTIAL_BUILD)
/*************************************************************************
Integration of a smooth function F(x) on a finite interval [a,b].
......@@ -601,7 +619,7 @@ SEE ALSO
-- ALGLIB --
Copyright 06.05.2009 by Bochkanov Sergey
*************************************************************************/
void autogksmooth(const double a, const double b, autogkstate &state);
void autogksmooth(const double a, const double b, autogkstate &state, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -627,7 +645,7 @@ SEE ALSO
-- ALGLIB --
Copyright 06.05.2009 by Bochkanov Sergey
*************************************************************************/
void autogksmoothw(const double a, const double b, const double xwidth, autogkstate &state);
void autogksmoothw(const double a, const double b, const double xwidth, autogkstate &state, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -662,7 +680,7 @@ SEE ALSO
-- ALGLIB --
Copyright 06.05.2009 by Bochkanov Sergey
*************************************************************************/
void autogksingular(const double a, const double b, const double alpha, const double beta, autogkstate &state);
void autogksingular(const double a, const double b, const double alpha, const double beta, autogkstate &state, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -670,7 +688,7 @@ This function provides reverse communication interface
Reverse communication interface is not documented or recommended to use.
See below for functions which provide better documented API
*************************************************************************/
bool autogkiteration(const autogkstate &state);
bool autogkiteration(const autogkstate &state, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -687,7 +705,7 @@ It accepts following parameters:
*************************************************************************/
void autogkintegrate(autogkstate &state,
void (*func)(double x, double xminusa, double bminusx, double &y, void *ptr),
void *ptr = NULL);
void *ptr = NULL, const xparams _xparams = alglib::xdefault);
/*************************************************************************
......@@ -705,7 +723,8 @@ Output parameters:
-- ALGLIB --
Copyright 14.11.2007 by Bochkanov Sergey
*************************************************************************/
void autogkresults(const autogkstate &state, double &v, autogkreport &rep);
void autogkresults(const autogkstate &state, double &v, autogkreport &rep, const xparams _xparams = alglib::xdefault);
#endif
}
/////////////////////////////////////////////////////////////////////////
......@@ -715,6 +734,7 @@ void autogkresults(const autogkstate &state, double &v, autogkreport &rep);
/////////////////////////////////////////////////////////////////////////
namespace alglib_impl
{
#if defined(AE_COMPILE_GQ) || !defined(AE_PARTIAL_BUILD)
void gqgeneraterec(/* Real */ ae_vector* alpha,
/* Real */ ae_vector* beta,
double mu0,
......@@ -765,6 +785,8 @@ void gqgenerategausshermite(ae_int_t n,
/* Real */ ae_vector* x,
/* Real */ ae_vector* w,
ae_state *_state);
#endif
#if defined(AE_COMPILE_GKQ) || !defined(AE_PARTIAL_BUILD)
void gkqgeneraterec(/* Real */ ae_vector* alpha,
/* Real */ ae_vector* beta,
double mu0,
......@@ -800,6 +822,8 @@ void gkqlegendretbl(ae_int_t n,
/* Real */ ae_vector* wgauss,
double* eps,
ae_state *_state);
#endif
#if defined(AE_COMPILE_AUTOGK) || !defined(AE_PARTIAL_BUILD)
void autogksmooth(double a,
double b,
autogkstate* state,
......@@ -820,18 +844,19 @@ void autogkresults(autogkstate* state,
double* v,
autogkreport* rep,
ae_state *_state);
void _autogkreport_init(void* _p, ae_state *_state);
void _autogkreport_init_copy(void* _dst, void* _src, ae_state *_state);
void _autogkreport_init(void* _p, ae_state *_state, ae_bool make_automatic);
void _autogkreport_init_copy(void* _dst, void* _src, ae_state *_state, ae_bool make_automatic);
void _autogkreport_clear(void* _p);
void _autogkreport_destroy(void* _p);
void _autogkinternalstate_init(void* _p, ae_state *_state);
void _autogkinternalstate_init_copy(void* _dst, void* _src, ae_state *_state);
void _autogkinternalstate_init(void* _p, ae_state *_state, ae_bool make_automatic);
void _autogkinternalstate_init_copy(void* _dst, void* _src, ae_state *_state, ae_bool make_automatic);
void _autogkinternalstate_clear(void* _p);
void _autogkinternalstate_destroy(void* _p);
void _autogkstate_init(void* _p, ae_state *_state);
void _autogkstate_init_copy(void* _dst, void* _src, ae_state *_state);
void _autogkstate_init(void* _p, ae_state *_state, ae_bool make_automatic);
void _autogkstate_init_copy(void* _dst, void* _src, ae_state *_state, ae_bool make_automatic);
void _autogkstate_clear(void* _p);
void _autogkstate_destroy(void* _p);
#endif
}
#endif
......
3rdparty/alglib/src/interpolation.cpp
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