Integrate function with arguments using quadrature
Hello, I'm trying to integrate functions with BOOST quadrature routines. So far they have been extremely impressive accuracy-wise, particularly with multiprecision features. I wish to integrate a function and pass some arguments to it. These arguments can be scalars, matrices, structs or objects. I was wondering if there is an example that explores this. Would I need to use a boost.function? Or would a function pointer work? I currently have an implementation using GSL_functions which explicitly allow the function and parameters to be passed as pointers. I am curious if I can do something similar with boost. Thank you. -- Anirban Pal
From: Boost-users <boost-users-bounces@lists.boost.org> On Behalf Of Anirban Pal via Boost-users Sent: 14 August 2020 22:57 To: boost-users@lists.boost.org Cc: Anirban Pal <anirban.pal.iitkgp@gmail.com> Subject: [Boost-users] Integrate function with arguments using quadrature Hello, I'm trying to integrate functions with BOOST quadrature routines. So far they have been extremely impressive accuracy-wise, particularly with multiprecision features. I wish to integrate a function and pass some arguments to it. These arguments can be scalars, matrices, structs or objects. I was wondering if there is an example that explores this. Would I need to use a boost.function? Or would a function pointer work? I currently have an implementation using GSL_functions which explicitly allow the function and parameters to be passed as pointers. I am curious if I can do something similar with boost. I suspect so. Are these example any help to you? https://www.boost.org/doc/libs/1_74_0/libs/math/example/ooura_fourier_integr... https://www.boost.org/doc/libs/1_74_0/libs/math/example/ooura_fourier_integr... https://www.boost.org/doc/libs/1_74_0/libs/math/example/ooura_fourier_integr... HTH Paul
On 14/08/2020 22:56, Anirban Pal via Boost-users wrote:
Hello,
I'm trying to integrate functions with BOOST quadrature routines. So far they have been extremely impressive accuracy-wise, particularly with multiprecision features.
I wish to integrate a function and pass some arguments to it. These arguments can be scalars, matrices, structs or objects. I was wondering if there is an example that explores this. Would I need to use a boost.function? Or would a function pointer work?
To create a reusable single-valued functor that integrates from [a, x] for fixed a, then I think some nested lambda expressions would work: auto integral = [](double x) { // Integrates from 0 to x: static tanh_sinh<double> integrator; static auto f = [](double x) { return 5 * x + 7; }; return integrator.integrate(f, 0.0, x); }; std::cout << integral(2) << std::endl; std::cout << integral(4.5) << std::endl; I'm not sure what you had in mind with non-scalar arguments, but if you need to evaluate the above at multiple x values [x_1, x_2.... x_n] then conceivably you could integrate from [a, x_0] [x_1, x_2] .... [x_n-1, x_n] and then sum to get the integrals [a, x_0] [a, x_1] .... [a, x_n] Which may or may not be more efficient. HTH, John.
I currently have an implementation using GSL_functions which explicitly allow the function and parameters to be passed as pointers. I am curious if I can do something similar with boost.
Thank you.
-- Anirban Pal
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Thank you John and Paul for your responses. Allow me to be more clear. I’m considering something like the following function *f0*, which depends on *x* and some additional arguments given by the vector *A*. The vector *A *is unknown at compile time and computed during execution. The function f0 is to be integrated at a constant value for *A* (computed at runtime) with a range for *x*. The range is also computed at runtime, but it can be explicitly passed to the *integrator.integrate* call. Lambda expressions seem to be the way to go. However, lambda expressions do not seem to easily capture local variables. In the following code, I've managed to get a lambda expression for the function f(x) = f0(x,A) and I can integrate that. However, I can only use the global variable *B_global* instead of *B_local*. #include <iostream> #include <boost/multiprecision/cpp_bin_float.hpp> #include <boost/math/quadrature/tanh_sinh.hpp> #include <boost/bind/bind.hpp> #include <functional> typedef boost::multiprecision::cpp_bin_float_100 Real; Real B_global[] = {0.0, 0.5, 1.0}; Real f0 (Real x, Real *A) { return x*( A[0]*A[0] + A[1]*A[1] + A[2]*A[2] ); } int main(int argc, char **argv) { using namespace boost::math::quadrature; using namespace std::placeholders; tanh_sinh<Real> integrator; Real *B_local; B_local = (Real *)malloc(3*sizeof(Real)); B_local[0] = 0.0; B_local[1] = 0.5, B_local[2] = 1.0; auto f = [](Real x) { return std::bind(f0, _1, B_global)(x); }; //If I use B_local, I get the error: ‘B_local’ is not captured Real Q = integrator.integrate(f, 0.0, 1.0); std::cout << std::setprecision(std::numeric_limits<Real>::max_digits10) << "Comp.: " << Q << std::endl; return 0; } I figured I need to use boost::bind. Also, I wanted to use boost:bind but I was unsuccessful. So I retreated to std::bind for now. Thank you. On Sun, 16 Aug 2020 at 06:51, John Maddock via Boost-users < boost-users@lists.boost.org> wrote:
On 14/08/2020 22:56, Anirban Pal via Boost-users wrote:
Hello,
I'm trying to integrate functions with BOOST quadrature routines. So far they have been extremely impressive accuracy-wise, particularly with multiprecision features.
I wish to integrate a function and pass some arguments to it. These arguments can be scalars, matrices, structs or objects. I was wondering if there is an example that explores this. Would I need to use a boost.function? Or would a function pointer work?
To create a reusable single-valued functor that integrates from [a, x] for fixed a, then I think some nested lambda expressions would work:
auto integral = [](double x) { // Integrates from 0 to x: static tanh_sinh<double> integrator; static auto f = [](double x) { return 5 * x + 7; }; return integrator.integrate(f, 0.0, x); }; std::cout << integral(2) << std::endl; std::cout << integral(4.5) << std::endl;
I'm not sure what you had in mind with non-scalar arguments, but if you need to evaluate the above at multiple x values [x_1, x_2.... x_n] then conceivably you could integrate from
[a, x_0]
[x_1, x_2]
....
[x_n-1, x_n]
and then sum to get the integrals
[a, x_0]
[a, x_1]
....
[a, x_n]
Which may or may not be more efficient.
HTH, John.
I currently have an implementation using GSL_functions which explicitly allow the function and parameters to be passed as pointers. I am curious if I can do something similar with boost.
Thank you.
-- Anirban Pal
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
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_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
-- Anirban Pal
In you lambda expression, you have to capture B_local : auto f = [&](Real x) { return std::bind(f0, _1, B_local)(x); }; The *[&]* tells the compiler to capture variables by reference automatically. On Mon, Aug 17, 2020 at 2:26 AM Anirban Pal via Boost-users < boost-users@lists.boost.org> wrote:
Thank you John and Paul for your responses. Allow me to be more clear.
I’m considering something like the following function *f0*, which depends on *x* and some additional arguments given by the vector *A*. The vector *A *is unknown at compile time and computed during execution. The function f0 is to be integrated at a constant value for *A* (computed at runtime) with a range for *x*. The range is also computed at runtime, but it can be explicitly passed to the *integrator.integrate* call.
Lambda expressions seem to be the way to go. However, lambda expressions do not seem to easily capture local variables. In the following code, I've managed to get a lambda expression for the function f(x) = f0(x,A) and I can integrate that. However, I can only use the global variable *B_global* instead of *B_local*.
#include <iostream> #include <boost/multiprecision/cpp_bin_float.hpp> #include <boost/math/quadrature/tanh_sinh.hpp> #include <boost/bind/bind.hpp> #include <functional>
typedef boost::multiprecision::cpp_bin_float_100 Real;
Real B_global[] = {0.0, 0.5, 1.0};
Real f0 (Real x, Real *A) { return x*( A[0]*A[0] + A[1]*A[1] + A[2]*A[2] ); }
int main(int argc, char **argv) { using namespace boost::math::quadrature; using namespace std::placeholders; tanh_sinh<Real> integrator;
Real *B_local; B_local = (Real *)malloc(3*sizeof(Real)); B_local[0] = 0.0; B_local[1] = 0.5, B_local[2] = 1.0;
auto f = [](Real x) { return std::bind(f0, _1, B_global)(x); }; //If I use B_local, I get the error: ‘B_local’ is not captured Real Q = integrator.integrate(f, 0.0, 1.0);
std::cout << std::setprecision(std::numeric_limits<Real>::max_digits10) << "Comp.: " << Q << std::endl;
return 0; }
I figured I need to use boost::bind. Also, I wanted to use boost:bind but I was unsuccessful. So I retreated to std::bind for now.
Thank you.
On Sun, 16 Aug 2020 at 06:51, John Maddock via Boost-users < boost-users@lists.boost.org> wrote:
On 14/08/2020 22:56, Anirban Pal via Boost-users wrote:
Hello,
I'm trying to integrate functions with BOOST quadrature routines. So far they have been extremely impressive accuracy-wise, particularly with multiprecision features.
I wish to integrate a function and pass some arguments to it. These arguments can be scalars, matrices, structs or objects. I was wondering if there is an example that explores this. Would I need to use a boost.function? Or would a function pointer work?
To create a reusable single-valued functor that integrates from [a, x] for fixed a, then I think some nested lambda expressions would work:
auto integral = [](double x) { // Integrates from 0 to x: static tanh_sinh<double> integrator; static auto f = [](double x) { return 5 * x + 7; }; return integrator.integrate(f, 0.0, x); }; std::cout << integral(2) << std::endl; std::cout << integral(4.5) << std::endl;
I'm not sure what you had in mind with non-scalar arguments, but if you need to evaluate the above at multiple x values [x_1, x_2.... x_n] then conceivably you could integrate from
[a, x_0]
[x_1, x_2]
....
[x_n-1, x_n]
and then sum to get the integrals
[a, x_0]
[a, x_1]
....
[a, x_n]
Which may or may not be more efficient.
HTH, John.
I currently have an implementation using GSL_functions which explicitly allow the function and parameters to be passed as pointers. I am curious if I can do something similar with boost.
Thank you.
-- Anirban Pal
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
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_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
-- Anirban Pal
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
Thank you John and Kila. On Thu, 20 Aug 2020 at 00:42, kila suelika via Boost-users < boost-users@lists.boost.org> wrote:
In you lambda expression, you have to capture B_local :
auto f = [&](Real x) { return std::bind(f0, _1, B_local)(x); };
The *[&]* tells the compiler to capture variables by reference automatically.
On Mon, Aug 17, 2020 at 2:26 AM Anirban Pal via Boost-users < boost-users@lists.boost.org> wrote:
Thank you John and Paul for your responses. Allow me to be more clear.
I’m considering something like the following function *f0*, which depends on *x* and some additional arguments given by the vector *A*. The vector *A *is unknown at compile time and computed during execution. The function f0 is to be integrated at a constant value for *A* (computed at runtime) with a range for *x*. The range is also computed at runtime, but it can be explicitly passed to the *integrator.integrate* call.
Lambda expressions seem to be the way to go. However, lambda expressions do not seem to easily capture local variables. In the following code, I've managed to get a lambda expression for the function f(x) = f0(x,A) and I can integrate that. However, I can only use the global variable *B_global* instead of *B_local*.
#include <iostream> #include <boost/multiprecision/cpp_bin_float.hpp> #include <boost/math/quadrature/tanh_sinh.hpp> #include <boost/bind/bind.hpp> #include <functional>
typedef boost::multiprecision::cpp_bin_float_100 Real;
Real B_global[] = {0.0, 0.5, 1.0};
Real f0 (Real x, Real *A) { return x*( A[0]*A[0] + A[1]*A[1] + A[2]*A[2] ); }
int main(int argc, char **argv) { using namespace boost::math::quadrature; using namespace std::placeholders; tanh_sinh<Real> integrator;
Real *B_local; B_local = (Real *)malloc(3*sizeof(Real)); B_local[0] = 0.0; B_local[1] = 0.5, B_local[2] = 1.0;
auto f = [](Real x) { return std::bind(f0, _1, B_global)(x); }; //If I use B_local, I get the error: ‘B_local’ is not captured Real Q = integrator.integrate(f, 0.0, 1.0);
std::cout << std::setprecision(std::numeric_limits<Real>::max_digits10) << "Comp.: " << Q << std::endl;
return 0; }
I figured I need to use boost::bind. Also, I wanted to use boost:bind but I was unsuccessful. So I retreated to std::bind for now.
Thank you.
On Sun, 16 Aug 2020 at 06:51, John Maddock via Boost-users < boost-users@lists.boost.org> wrote:
On 14/08/2020 22:56, Anirban Pal via Boost-users wrote:
Hello,
I'm trying to integrate functions with BOOST quadrature routines. So far they have been extremely impressive accuracy-wise, particularly with multiprecision features.
I wish to integrate a function and pass some arguments to it. These arguments can be scalars, matrices, structs or objects. I was wondering if there is an example that explores this. Would I need to use a boost.function? Or would a function pointer work?
To create a reusable single-valued functor that integrates from [a, x] for fixed a, then I think some nested lambda expressions would work:
auto integral = [](double x) { // Integrates from 0 to x: static tanh_sinh<double> integrator; static auto f = [](double x) { return 5 * x + 7; }; return integrator.integrate(f, 0.0, x); }; std::cout << integral(2) << std::endl; std::cout << integral(4.5) << std::endl;
I'm not sure what you had in mind with non-scalar arguments, but if you need to evaluate the above at multiple x values [x_1, x_2.... x_n] then conceivably you could integrate from
[a, x_0]
[x_1, x_2]
....
[x_n-1, x_n]
and then sum to get the integrals
[a, x_0]
[a, x_1]
....
[a, x_n]
Which may or may not be more efficient.
HTH, John.
I currently have an implementation using GSL_functions which explicitly allow the function and parameters to be passed as pointers. I am curious if I can do something similar with boost.
Thank you.
-- Anirban Pal
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
-- This email has been checked for viruses by Avast antivirus software. https://www.avast.com/antivirus
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
-- Anirban Pal
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
_______________________________________________ Boost-users mailing list Boost-users@lists.boost.org https://lists.boost.org/mailman/listinfo.cgi/boost-users
-- Anirban Pal
participants (1)
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Anirban Pal -
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kila suelika -
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