1 /* 2 * Copyright Nick Thompson, 2020 3 * Use, modification and distribution are subject to the 4 * Boost Software License, Version 1.0. (See accompanying file 5 * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) 6 */ 7 #ifndef BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP 8 #define BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP 9 #include <boost/math/special_functions/daubechies_wavelet.hpp> 10 #include <boost/math/quadrature/trapezoidal.hpp> 11 12 namespace boost::math::quadrature { 13 14 template<class F, typename Real, int p> 15 class daubechies_wavelet_transform 16 { 17 public: daubechies_wavelet_transform(F f,int grid_refinements=-1,Real tol=100* std::numeric_limits<Real>::epsilon (),int max_refinements=12)18 daubechies_wavelet_transform(F f, int grid_refinements = -1, Real tol = 100*std::numeric_limits<Real>::epsilon(), 19 int max_refinements = 12) : f_{f}, psi_(grid_refinements), tol_{tol}, max_refinements_{max_refinements} 20 {} 21 daubechies_wavelet_transform(F f,boost::math::daubechies_wavelet<Real,p> wavelet,Real tol=100* std::numeric_limits<Real>::epsilon (),int max_refinements=12)22 daubechies_wavelet_transform(F f, boost::math::daubechies_wavelet<Real, p> wavelet, Real tol = 100*std::numeric_limits<Real>::epsilon(), 23 int max_refinements = 12) : f_{f}, psi_{wavelet}, tol_{tol}, max_refinements_{max_refinements} 24 {} 25 operator ()(Real s,Real t)26 auto operator()(Real s, Real t)->decltype(std::declval<F>()(std::declval<Real>())) const 27 { 28 using std::sqrt; 29 using std::abs; 30 using boost::math::quadrature::trapezoidal; 31 auto g = [&] (Real u) { 32 return f_(s*u+t)*psi_(u); 33 }; 34 auto [a,b] = psi_.support(); 35 return sqrt(abs(s))*trapezoidal(g, a, b, tol_, max_refinements_); 36 } 37 38 private: 39 F f_; 40 boost::math::daubechies_wavelet<Real, p> psi_; 41 Real tol_; 42 int max_refinements_; 43 }; 44 45 46 } 47 #endif