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16.8 QAWS adaptive integration for singular functions
The QAWS algorithm is designed for integrands with algebraic-logarithmic singularities at the end-points of an integration region. In order to work efficiently the algorithm requires a precomputed table of Chebyshev moments.
- Function: gsl_integration_qaws_table * gsl_integration_qaws_table_alloc (double alpha, double beta, int mu, int nu)
This function allocates space for a
gsl_integration_qaws_table
struct describing a singular weight function W(x) with the parameters (\alpha, \beta, \mu, \nu), where \alpha > -1, \beta > -1, and \mu = 0, 1, \nu = 0, 1. The weight function can take four different forms depending on the values of \mu and \nu, The singular points (a,b) do not have to be specified until the integral is computed, where they are the endpoints of the integration range.The function returns a pointer to the newly allocated table
gsl_integration_qaws_table
if no errors were detected, and 0 in the case of error.
- Function: int gsl_integration_qaws_table_set (gsl_integration_qaws_table * t, double alpha, double beta, int mu, int nu)
This function modifies the parameters (\alpha, \beta, \mu, \nu) of an existing
gsl_integration_qaws_table
struct t.
- Function: void gsl_integration_qaws_table_free (gsl_integration_qaws_table * t)
This function frees all the memory associated with the
gsl_integration_qaws_table
struct t.
- Function: int gsl_integration_qaws (gsl_function * f, const double a, const double b, gsl_integration_qaws_table * t, const double epsabs, const double epsrel, const size_t limit, gsl_integration_workspace * workspace, double * result, double * abserr)
This function computes the integral of the function f(x) over the interval (a,b) with the singular weight function (x-a)^\alpha (b-x)^\beta \log^\mu (x-a) \log^\nu (b-x). The parameters of the weight function (\alpha, \beta, \mu, \nu) are taken from the table t. The integral is, The adaptive bisection algorithm of QAG is used. When a subinterval contains one of the endpoints then a special 25-point modified Clenshaw-Curtis rule is used to control the singularities. For subintervals which do not include the endpoints an ordinary 15-point Gauss-Kronrod integration rule is used.
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