cubature_wrap - A C++ wrapper for cubature C library
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;
}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
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.
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