integration_gsl_wrapper

C++ wrapper for GSL numerical integration routines

requirements

c++20 for concepts type constraints
cmake 3.9 for compiling included tests
gnu scientific library 2.7 https://www.gnu.org/software/gsl/

about

This is a simple single header file wrapper for the adaptive GSL integration routines. Provides and templated integrate function for any univariate function, which is overloaded for complex type, as well as a version to do contour integrals.

header

integration.hpp

contains a class which wraps the GSL initializations, as well as the primary user-callable functions to perform the integration. integrate(func, lower, upper, max_abs_err, max_rel_err, max_iter)
an overloaded verion is included to perform contour integrals, in which the user creates a vector of points path which specify the vertices of a straight-line path. integrate(func, path, max_abs_err, max_rel_err, max_iter)

tests

In the src directory, a few test are included to illustrate the use of the wrapper

test_real_integrals.cpp

few test cases of integrating real-valued univariate functions

test_complex_integral.cpp

few test cases of integrating complex-valued univariate functions along the real line

test_contour_integral.cpp

few test cases of integrating complex-valued univariate function along complex complex-valued contour

compilation and building examples

Since this is a single header wrapper, simply include integration.hpp in your code and call the integrate functions. This wrapper was tested with g++11 on Mac OS X. The intel compiler as of the time of writing this, does not support concepts, which are necessary for type deduction for the numerical quadrature wrapper. To build the examples included, do the following:

clone repository, cd to root

run cmake: I do this from a script where I specify compilers

 mkdir build && cd build
 CC=/usr/local/bin/gcc-11 
 CXX=/usr/local/bin/g++-11 
 cmake ../

intsall tests: run make && make install, test executables are installed in bin in root.