/cubature_wrap

A C++ wrapper for cubature C library

Primary LanguageC++

cubature_wrap - A C++ wrapper for cubature C library

Contents

Intro

This is a C++ wrapper for cubature C library.

The main goal that I wanted to achieve is to obtain the syntax as close as possible to mathematica, i.e.,

cub::make_cubature_h_int(F, limit, x_min, x_max, eps_abs, eps_rel, norm)

where F is any callable object, with the following signature

std::array<double, F_SIZE> (*)(const std::array<double, X_SIZE> &)

Luckily, the modern C++ standard allows one to have such a clean syntax. Therefore, the wrapper implements functions, which are located in the namespace cub and have the signature

std::array<std::array<double,2>, F_SIZE>
make_cubature_h_int(
				F func,
				std::size_t limit,
				const std::array<double,X_SIZE>& x_min,
				const std::array<double,X_SIZE>& x_max,
				double eps_abs,
				double eps_rel,
				error_norm norm = ERROR_INDIVIDUAL
				)

with the analogous definition for make_cubature_p_int. Here p and h in the definition of the function define the usage of hcubature and pcubature routines respectively.

However, the length of the vector function F_SIZE and the dimension of the integration X_SIZE are determined by the compiler automatically through the templates.

This function returns a two dimensional array of length F_SIZE, where the first array element is the result and the second element is the error respectively.

Consequently, the actual usage is the following

#include <iostream>
#include <array>
#include <cmath>

#include <cubature_wrap.hpp>

std::array<double,1> f(const std::array<double,3> &x){
	double e = 0.;
	for(const auto &el: x){
		e += el*el;
	}
	return {exp(-e)};
}

int main(int argc, char *argv[])
{
	double lim = 5. * 1./sqrt(2.);
	std::array<double,3> x_min = {-lim,-lim,-lim};
	std::array<double,3> x_max = {lim,lim,lim};
	double eps_abs = 0.0001;
	double eps_rel = 0.0001;

	std::cout << "gauss 3d hcubature = "
	   << cub::make_cubature_h_int(
			   f,100000,x_min,x_max,eps_abs,eps_rel)[0][0] << "\n";

	std::cout << "gauss 3d pcubature = "
	   << cub::make_cubature_p_int(
			   f,100000,x_min,x_max,eps_abs,eps_rel)[0][0] << "\n";

	std::cout << "exact result = " << sqrt(M_PI) * M_PI << "\n";
	
	return 0;
}

Installation

If installed in the non standard location the following steps are necessary

git clone https://www.github.com/tupos/cubature_wrap
cd cubature_wrap
git submodule init
git submodule update
mkdir build
cd build
cmake -DCMAKE_INSTALL_PREFIX=INSTALLATION_PATH ..
make
make install

where INSTALLATION_PATH is the installation path. If removed the default is used.

Then in order to check that everyting is working as expected one can save the above test file lets say into main.cpp and compile and link

on Mac OS for example

g++ -o cubature_test main.cpp -IINSTALLATION_PATH/include -LINSTALLATION_PATH/lib -std=c++14 -lcubature -rpath INSTALLATION_PATH/lib

./cubature_test

On linux one should ommit -rpath and everything after it and run the program

LD_LIBRARY_PATH=INSTALLATION_PATH/lib ./cubature_test

Contact

If you have questions about the program or need help, please write me an email olegskor@gmail.com.

If you have bug reports or feature suggestions, please use the issue tracker.

The author's homepage is https://github.com/tupos.

License

cubature_wrap a C++ wrapper for cubature C library

Copyright (C) 2018 Oleg Skoromnik

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see https://www.gnu.org/licenses/

© 2018 cubature_wrap authors