I'd like to perform the following one dimensional integration in C++ using gsl,
I(x) = int_{x/4}^1 dy y^{3/2+a} (1-y)^{1/2} exp(1.13*sqrt(log(4y/x))),
where a
and x
are treated as constants of the integration and I would like to be able to perform the integration for x
sampled in the interval 0.000001<x<0.001
for a fixed a
provided by the user.
Here is my attempt:
#include <iostream>
#include <iomanip>
#include <fstream>
#include <vector>
#include <string>
#include <cmath>
#include <gsl/gsl_integration.h>
#include <stdio.h>
#include <math.h>
double integrand(double y, void * params) {
double a = *(double *) params;
double x = *(double *) params;
double intg = pow(y,3e0/2e0+a)*pow(1-y,1e0/2e0)*exp(1.13*sqrt(log(4*y/x)));
return intg;
}
double integral(double a) {
gsl_integration_workspace * w
= gsl_integration_workspace_alloc (1000);
gsl_function F;
F.function = &integrand;
F.params = &a;
double result, error;
for(int i = 0; i<100; i++) {
double x = (0.001-0.000001)*i/100 + 0.000001;
gsl_integration_qags (&F, x/4, 1e0, 0, 1e-7, 1000,
w, &result, &error);
}
gsl_integration_workspace_free (w); // Free memory
return result;
}
int main(){
std::cout << "x" << x << "result "<< integral(-0.046)<<std::endl;
}
The problem I am having is how to pass the value of x
given by the for loop to the integrand? At the moment, the code returns nan
because I am not passing x
to the integrand, only to the x dependence in the lower integration boundary. Still a newbie in C++ so apologies in advance for possible simplicity of my question.
If the x indicated in the lower limit of integration ("x/4" expression) is the same as the x participating in the formula of the integrand, then the solution is as follows:
#include <iostream>
#include <iomanip>
#include <fstream>
#include <vector>
#include <string>
#include <cmath>
#include <gsl/gsl_integration.h>
#include <stdio.h>
#include <math.h>
//create a structure for the parameters of the integral function:
struct params
{
double a;
double x;
};
//create an integration function for the x variable:
//let all INTERNAL parameters have a prefix "_" in the name:
double integrand(double y, void * params_from_above)
{
//declare our structure for parameters and be sure to do type casting,
//and initialize the parameter values passed from above:
params& _inner_params = *(params*)params_from_above;
//we calculate the value of the integrand using the passed parameter values:
double _intg = pow(y, 1.5 + _inner_params.a) * pow(1.0 - y, 0.5) * exp(1.13 * sqrt(log(4.0 * y/_inner_params.x)));
return _intg;
}
double integral(double a)
{
double result, error;
//declare a structure for storing and passing "a" and "x" parameters:
params custom_params;
//create integration workspace:
gsl_integration_workspace * w = gsl_integration_workspace_alloc (1000);
//declare and initialize gsl callback function for integrand:
gsl_function F;
F.function = &integrand;
//declare and initialize gsl params structure:
//(so far only for the value of "a" parameter)
F.params = &custom_params;
custom_params.a = a;
//start the main cycle of calculations:
for(int i = 0; i < 100; i++)
{
//compute x parameter value:
double _x = (0.001-0.000001)*i/100 + 0.000001;
//save the value of the X parameter for sending to the integrand:
custom_params.x = _x;
//compute the integral for current "x"/4 parameter value:
gsl_integration_qags (&F, _x/4.0, 1.0, 0, 1e-7, 1000, w, &result, &error);
//output integral value:
printf("res = %f\n", result);
//delay: press any key for continue:
system("pause");
}
gsl_integration_workspace_free (w); // Free memory
return result;
}
int main()
{
//here you are mistaken, since only the last value is displayed...
//but I left your expression for the sake of calling an integral function:
std::cout << "result "<< integral(-0.046) << std::endl;
}
And I get the following output for the first five "x" parameter values:
C:\Users\...\CLionProjects\gsl_test\cmake-build-debug\gsl_test.exe
res = 15.226887
Press any key to continue . . .
res = 10.523077
Press any key to continue . . .
res = 9.467232
Press any key to continue . . .
res = 8.870463
Press any key to continue . . .
res = 8.459477
Press any key to continue . . .