forum.alglib.net

Hi,

I would like to integrate a function f(x,y) with respect to x. In the examples, I didn't find something like that. For example, how can I modify the D1 example to integrate exp(x*z) instead, where z is an additional parameter to the function int_function_1_func ? (see below)

I know this should be a trivial question, but any help would be welcome, as I'm not familiar with alglib or C++.

Many thanks in advance.

void int_function_1_func(double x, double xminusa, double bminusx, double &y, void *ptr)
{
// this callback calculates f(x)=exp(x)
y = exp(x);
}

int main(int argc, char **argv)
{
//
// This example demonstrates integration of f=exp(x) on [0,1]:
// * first, autogkstate is initialized
// * then we call integration function
// * and finally we obtain results with autogkresults() call
//
double a = 0;
double b = 1;
autogkstate s;
double v;
autogkreport rep;

autogksmooth(a, b, s);
alglib::autogkintegrate(s, int_function_1_func);
autogkresults(s, v, rep);

printf("%.2f\n", double(v)); // EXPECTED: 1.7182
return 0;
}

Hey,

I had the same problem this week. The key ist the last argument in your function (the pointer). It's possible to pass additional arguments with this pointer:

void int_function_1_func(double x, double xminusa, double bminusx, double &y, void *ptr)
{
double *param = (double *) ptr;
a = *param;

// this callback calculates f(x)=exp(x)
y = exp(x)/a; // or whatever you want
}

int main(int argc, char **argv)
{
//
// This example demonstrates integration of f=exp(x) on [0,1]:
// * first, autogkstate is initialized
// * then we call integration function
// * and finally we obtain results with autogkresults() call
//
double a = 0;
double b = 1;

/* this could be your parameter */
double param = 5;

autogkstate s;
double v;
autogkreport rep;

autogksmooth(a, b, s);
alglib::autogkintegrate(s, int_function_1_func, &param); /* the pointer to your parameter is an additional argument */

autogkresults(s, v, rep);

printf("%.2f\n", double(v)); // EXPECTED: 1.7182
return 0;
}