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26<div class="titlepage"><div><div><h3 class="title">
27<a name="math_toolkit.double_exponential.de_tanh_sinh"></a><a class="link" href="de_tanh_sinh.html" title="tanh_sinh">tanh_sinh</a>
28</h3></div></div></div>
29<pre class="programlisting"><span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Real</span><span class="special">&gt;</span>
30<span class="keyword">class</span> <span class="identifier">tanh_sinh</span>
31<span class="special">{</span>
32<span class="keyword">public</span><span class="special">:</span>
33    <span class="identifier">tanh_sinh</span><span class="special">(</span><span class="identifier">size_t</span> <span class="identifier">max_refinements</span> <span class="special">=</span> <span class="number">15</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">Real</span><span class="special">&amp;</span> <span class="identifier">min_complement</span> <span class="special">=</span> <span class="identifier">tools</span><span class="special">::</span><span class="identifier">min_value</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()</span> <span class="special">*</span> <span class="number">4</span><span class="special">)</span>
34
35    <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</span>
36    <span class="keyword">auto</span> <span class="identifier">integrate</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">b</span><span class="special">,</span>
37                   <span class="identifier">Real</span> <span class="identifier">tolerance</span> <span class="special">=</span> <span class="identifier">tools</span><span class="special">::</span><span class="identifier">root_epsilon</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;(),</span>
38                   <span class="identifier">Real</span><span class="special">*</span> <span class="identifier">error</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
39                   <span class="identifier">Real</span><span class="special">*</span> <span class="identifier">L1</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
40                   <span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-&gt;</span><span class="keyword">decltype</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
41
42    <span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">&gt;</span>
43    <span class="keyword">auto</span> <span class="identifier">integrate</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span> <span class="identifier">Real</span>
44                   <span class="identifier">tolerance</span> <span class="special">=</span> <span class="identifier">tools</span><span class="special">::</span><span class="identifier">root_epsilon</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;(),</span>
45                   <span class="identifier">Real</span><span class="special">*</span> <span class="identifier">error</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
46                   <span class="identifier">Real</span><span class="special">*</span> <span class="identifier">L1</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
47                   <span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span><span class="special">*</span> <span class="identifier">levels</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)-&gt;</span><span class="keyword">decltype</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">F</span><span class="special">&gt;()(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">declval</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;()))</span> <span class="keyword">const</span><span class="special">;</span>
48
49<span class="special">};</span>
50</pre>
51<p>
52        The <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature routine provided by boost
53        is a rapidly convergent numerical integration scheme for holomorphic integrands.
54        By this we mean that the integrand is the restriction to the real line of
55        a complex-differentiable function which is bounded on the interior of the
56        unit disk <span class="emphasis"><em>|z| &lt; 1</em></span>, so that it lies within the so-called
57        <a href="https://en.wikipedia.org/wiki/Hardy_space" target="_top">Hardy space</a>.
58        If your integrand obeys these conditions, it can be shown that <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code>
59        integration is optimal, in the sense that it requires the fewest function
60        evaluations for a given accuracy of any quadrature algorithm for a random
61        element from the Hardy space.
62      </p>
63<p>
64        A basic example of how to use the <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature
65        is shown below:
66      </p>
67<pre class="programlisting"><span class="identifier">tanh_sinh</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">integrator</span><span class="special">;</span>
68<span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">5</span><span class="special">*</span><span class="identifier">x</span> <span class="special">+</span> <span class="number">7</span><span class="special">;</span> <span class="special">};</span>
69<span class="comment">// Integrate over native bounds of (-1,1):</span>
70<span class="keyword">double</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">);</span>
71<span class="comment">// Integrate over (0,1.1) instead:</span>
72<span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0.0</span><span class="special">,</span> <span class="number">1.1</span><span class="special">);</span>
73</pre>
74<p>
75        The basic idea of <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature is that a variable transformation
76        can cause the endpoint derivatives to decay rapidly. When the derivatives
77        at the endpoints decay much faster than the Bernoulli numbers grow, the Euler-Maclaurin
78        summation formula tells us that simple trapezoidal quadrature converges faster
79        than any power of <span class="emphasis"><em>h</em></span>. That means the number of correct
80        digits of the result should roughly double with each new level of integration
81        (halving of <span class="emphasis"><em>h</em></span>), Hence the default termination condition
82        for integration is usually set to the square root of machine epsilon. Most
83        well-behaved integrals should converge to full machine precision with this
84        termination condition, and in 6 or fewer levels at double precision, or 7
85        or fewer levels for quad precision.
86      </p>
87<p>
88        One very nice property of tanh-sinh quadrature is that it can handle singularities
89        at the endpoints of the integration domain. For instance, the following integrand,
90        singular at both endpoints, can be efficiently evaluated to 100 binary digits:
91      </p>
92<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="identifier">Real</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">x</span><span class="special">)*</span><span class="identifier">log1p</span><span class="special">(-</span><span class="identifier">x</span><span class="special">);</span> <span class="special">};</span>
93<span class="identifier">Real</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="special">(</span><span class="identifier">Real</span><span class="special">)</span> <span class="number">0</span><span class="special">,</span> <span class="special">(</span><span class="identifier">Real</span><span class="special">)</span> <span class="number">1</span><span class="special">);</span>
94</pre>
95<p>
96        Now onto the caveats: As stated before, the integrands must lie in a Hardy
97        space to ensure rapid convergence. Attempting to integrate a function which
98        is not bounded on the unit disk by tanh-sinh can lead to very slow convergence.
99        For example, take the Runge function:
100      </p>
101<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">f1</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">t</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">1</span><span class="special">/(</span><span class="number">1</span><span class="special">+</span><span class="number">25</span><span class="special">*</span><span class="identifier">t</span><span class="special">*</span><span class="identifier">t</span><span class="special">);</span> <span class="special">};</span>
102<span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f1</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="special">-</span><span class="number">1</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="number">1</span><span class="special">);</span>
103</pre>
104<p>
105        This function has poles at ± ⅈ/5, and as such it is not bounded
106        on the unit disk. However, the related function
107      </p>
108<pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">f2</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">t</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">1</span><span class="special">/(</span><span class="number">1</span><span class="special">+</span><span class="number">0.04</span><span class="special">*</span><span class="identifier">t</span><span class="special">*</span><span class="identifier">t</span><span class="special">);</span> <span class="special">};</span>
109<span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f2</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="special">-</span><span class="number">1</span><span class="special">,</span> <span class="special">(</span><span class="keyword">double</span><span class="special">)</span> <span class="number">1</span><span class="special">);</span>
110</pre>
111<p>
112        has poles outside the unit disk (at ± 5ⅈ), and is therefore in
113        the Hardy space. Our benchmarks show that the second integration is performed
114        22x faster than the first! If you do not understand the structure of your
115        integrand in the complex plane, do performance testing before deployment.
116      </p>
117<p>
118        Like the trapezoidal quadrature, the tanh-sinh quadrature produces an estimate
119        of the L<sub>1</sub> norm of the integral along with the requested integral. This is
120        to establish a scale against which to measure the tolerance, and to provide
121        an estimate of the condition number of the summation. This can be queried
122        as follows:
123      </p>
124<pre class="programlisting"><span class="identifier">tanh_sinh</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">integrator</span><span class="special">;</span>
125<span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">5</span><span class="special">*</span><span class="identifier">x</span> <span class="special">+</span> <span class="number">7</span><span class="special">;</span> <span class="special">};</span>
126<span class="keyword">double</span> <span class="identifier">termination</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;::</span><span class="identifier">epsilon</span><span class="special">());</span>
127<span class="keyword">double</span> <span class="identifier">error</span><span class="special">;</span>
128<span class="keyword">double</span> <span class="identifier">L1</span><span class="special">;</span>
129<span class="identifier">size_t</span> <span class="identifier">levels</span><span class="special">;</span>
130<span class="keyword">double</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0.0</span><span class="special">,</span> <span class="number">1.0</span><span class="special">,</span> <span class="identifier">termination</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">error</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">L1</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">levels</span><span class="special">);</span>
131<span class="keyword">double</span> <span class="identifier">condition_number</span> <span class="special">=</span> <span class="identifier">L1</span><span class="special">/</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">abs</span><span class="special">(</span><span class="identifier">Q</span><span class="special">);</span>
132</pre>
133<p>
134        If the condition number is large, the computed integral is worthless: typically
135        one can assume that Q has lost one digit of precision when the condition
136        number of O(10^Q). The returned error term is not the actual error in the
137        result, but merely an a posteriori error estimate. It is the absolute difference
138        between the last two approximations, and for well behaved integrals, the
139        actual error should be very much smaller than this. The following table illustrates
140        how the errors and conditioning vary for few sample integrals, in each case
141        the termination condition was set to the square root of epsilon, and all
142        tests were conducted in double precision:
143      </p>
144<div class="informaltable"><table class="table">
145<colgroup>
146<col>
147<col>
148<col>
149<col>
150<col>
151<col>
152<col>
153</colgroup>
154<thead><tr>
155<th>
156                <p>
157                  Integral
158                </p>
159              </th>
160<th>
161                <p>
162                  Range
163                </p>
164              </th>
165<th>
166                <p>
167                  Error
168                </p>
169              </th>
170<th>
171                <p>
172                  Actual measured error
173                </p>
174              </th>
175<th>
176                <p>
177                  Levels
178                </p>
179              </th>
180<th>
181                <p>
182                  Condition Number
183                </p>
184              </th>
185<th>
186                <p>
187                  Comments
188                </p>
189              </th>
190</tr></thead>
191<tbody>
192<tr>
193<td>
194                <p>
195                  <code class="computeroutput"><span class="number">5</span> <span class="special">*</span>
196                  <span class="identifier">x</span> <span class="special">+</span>
197                  <span class="number">7</span></code>
198                </p>
199              </td>
200<td>
201                <p>
202                  (0,1)
203                </p>
204              </td>
205<td>
206                <p>
207                  3.5e-15
208                </p>
209              </td>
210<td>
211                <p>
212                  0
213                </p>
214              </td>
215<td>
216                <p>
217                  5
218                </p>
219              </td>
220<td>
221                <p>
222                  1
223                </p>
224              </td>
225<td>
226                <p>
227                  This trivial case shows just how accurate these methods can be.
228                </p>
229              </td>
230</tr>
231<tr>
232<td>
233                <p>
234                  <code class="computeroutput"><span class="identifier">log</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span>
235                  <span class="special">*</span> <span class="identifier">log</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span></code>
236                </p>
237              </td>
238<td>
239                <p>
240                  0, 1)
241                </p>
242              </td>
243<td>
244                <p>
245                  0
246                </p>
247              </td>
248<td>
249                <p>
250                  0
251                </p>
252              </td>
253<td>
254                <p>
255                  5
256                </p>
257              </td>
258<td>
259                <p>
260                  1
261                </p>
262              </td>
263<td>
264                <p>
265                  This is an example of an integral that Gaussian integrators fail
266                  to handle.
267                </p>
268              </td>
269</tr>
270<tr>
271<td>
272                <p>
273                  <code class="computeroutput"><span class="identifier">exp</span><span class="special">(-</span><span class="identifier">x</span><span class="special">)</span>
274                  <span class="special">/</span> <span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span></code>
275                </p>
276              </td>
277<td>
278                <p>
279                  (0,+∞)
280                </p>
281              </td>
282<td>
283                <p>
284                  8.0e-10
285                </p>
286              </td>
287<td>
288                <p>
289                  1.1e-15
290                </p>
291              </td>
292<td>
293                <p>
294                  5
295                </p>
296              </td>
297<td>
298                <p>
299                  1
300                </p>
301              </td>
302<td>
303                <p>
304                  Gaussian integrators typically fail to handle the singularities
305                  at the endpoints of this one.
306                </p>
307              </td>
308</tr>
309<tr>
310<td>
311                <p>
312                  <code class="computeroutput"><span class="identifier">x</span> <span class="special">*</span>
313                  <span class="identifier">sin</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">exp</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">sin</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">exp</span><span class="special">(</span><span class="number">2</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">))))</span></code>
314                </p>
315              </td>
316<td>
317                <p>
318                  (-1,1)
319                </p>
320              </td>
321<td>
322                <p>
323                  7.2e-16
324                </p>
325              </td>
326<td>
327                <p>
328                  4.9e-17
329                </p>
330              </td>
331<td>
332                <p>
333                  9
334                </p>
335              </td>
336<td>
337                <p>
338                  1.89
339                </p>
340              </td>
341<td>
342                <p>
343                  This is a truly horrible integral that oscillates wildly and unpredictably
344                  with some very sharp "spikes" in it's graph. The higher
345                  number of levels used reflects the difficulty of sampling the more
346                  extreme features.
347                </p>
348              </td>
349</tr>
350<tr>
351<td>
352                <p>
353                  <code class="computeroutput"><span class="identifier">x</span> <span class="special">==</span>
354                  <span class="number">0</span> <span class="special">?</span>
355                  <span class="number">1</span> <span class="special">:</span>
356                  <span class="identifier">sin</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span>
357                  <span class="special">/</span> <span class="identifier">x</span></code>
358                </p>
359              </td>
360<td>
361                <p>
362                  (-∞, ∞)
363                </p>
364              </td>
365<td>
366                <p>
367                  3.0e-1
368                </p>
369              </td>
370<td>
371                <p>
372                  4.0e-1
373                </p>
374              </td>
375<td>
376                <p>
377                  15
378                </p>
379              </td>
380<td>
381                <p>
382                  159
383                </p>
384              </td>
385<td>
386                <p>
387                  This highly oscillatory integral isn't handled at all well by tanh-sinh
388                  quadrature: there is so much cancellation in the sum that the result
389                  is essentially worthless. The argument transformation of the infinite
390                  integral behaves somewhat badly as well, in fact we do <span class="emphasis"><em>slightly</em></span>
391                  better integrating over 2 symmetrical and large finite limits.
392                </p>
393              </td>
394</tr>
395<tr>
396<td>
397                <p>
398                  <code class="computeroutput"><span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span> <span class="special">/</span>
399                  <span class="special">(</span><span class="number">1</span>
400                  <span class="special">-</span> <span class="identifier">x</span>
401                  <span class="special">*</span> <span class="identifier">x</span><span class="special">))</span></code>
402                </p>
403              </td>
404<td>
405                <p>
406                  (0,1)
407                </p>
408              </td>
409<td>
410                <p>
411                  1e-8
412                </p>
413              </td>
414<td>
415                <p>
416                  1e-8
417                </p>
418              </td>
419<td>
420                <p>
421                  5
422                </p>
423              </td>
424<td>
425                <p>
426                  1
427                </p>
428              </td>
429<td>
430                <p>
431                  This an example of an integral that has all its area close to a
432                  non-zero endpoint, the problem here is that the function being
433                  integrated returns "garbage" values for x very close
434                  to 1. We can easily fix this issue by passing a 2 argument functor
435                  to the integrator: the second argument gives the distance to the
436                  nearest endpoint, and we can use that information to return accurate
437                  values, and thus fix the integral calculation.
438                </p>
439              </td>
440</tr>
441<tr>
442<td>
443                <p>
444                  <code class="computeroutput"><span class="identifier">x</span> <span class="special">&lt;</span>
445                  <span class="number">0.5</span> <span class="special">?</span>
446                  <span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span>
447                  <span class="special">/</span> <span class="identifier">sqrt</span><span class="special">(</span><span class="number">1</span> <span class="special">-</span> <span class="identifier">x</span>
448                  <span class="special">*</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">:</span> <span class="identifier">sqrt</span><span class="special">(</span><span class="identifier">x</span> <span class="special">/</span>
449                  <span class="special">((</span><span class="identifier">x</span>
450                  <span class="special">+</span> <span class="number">1</span><span class="special">)</span> <span class="special">*</span> <span class="special">(</span><span class="identifier">xc</span><span class="special">)))</span></code>
451                </p>
452              </td>
453<td>
454                <p>
455                  (0,1)
456                </p>
457              </td>
458<td>
459                <p>
460                  0
461                </p>
462              </td>
463<td>
464                <p>
465                  0
466                </p>
467              </td>
468<td>
469                <p>
470                  5
471                </p>
472              </td>
473<td>
474                <p>
475                  1
476                </p>
477              </td>
478<td>
479                <p>
480                  This is the 2-argument version of the previous integral, the second
481                  argument <span class="emphasis"><em>xc</em></span> is <code class="computeroutput"><span class="number">1</span><span class="special">-</span><span class="identifier">x</span></code>
482                  in this case, and we use 1-x<sup>2</sup> == (1-x)(1+x) to calculate 1-x<sup>2</sup> with
483                  greater accuracy.
484                </p>
485              </td>
486</tr>
487</tbody>
488</table></div>
489<p>
490        Although the <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature can compute integral over
491        infinite domains by variable transformations, these transformations can create
492        a very poorly behaved integrand. For this reason, double-exponential variable
493        transformations have been provided that allow stable computation over infinite
494        domains; these being the exp-sinh and sinh-sinh quadrature.
495      </p>
496<h5>
497<a name="math_toolkit.double_exponential.de_tanh_sinh.h0"></a>
498        <span class="phrase"><a name="math_toolkit.double_exponential.de_tanh_sinh.complex_integrals"></a></span><a class="link" href="de_tanh_sinh.html#math_toolkit.double_exponential.de_tanh_sinh.complex_integrals">Complex
499        integrals</a>
500      </h5>
501<p>
502        The <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> integrator
503        supports integration of functions which return complex results, for example
504        the sine-integral <code class="computeroutput"><span class="identifier">Si</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span></code> has
505        the integral representation:
506      </p>
507<div class="blockquote"><blockquote class="blockquote"><p>
508          <span class="inlinemediaobject"><img src="../../../equations/sine_integral.svg"></span>
509
510        </p></blockquote></div>
511<p>
512        Which we can code up directly as:
513      </p>
514<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Complex</span><span class="special">&gt;</span>
515<span class="identifier">Complex</span> <span class="identifier">Si</span><span class="special">(</span><span class="identifier">Complex</span> <span class="identifier">z</span><span class="special">)</span>
516<span class="special">{</span>
517   <span class="keyword">typedef</span> <span class="keyword">typename</span> <span class="identifier">Complex</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">value_type</span><span class="special">;</span>
518   <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">sin</span><span class="special">;</span>  <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">cos</span><span class="special">;</span> <span class="keyword">using</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">exp</span><span class="special">;</span>
519   <span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[&amp;</span><span class="identifier">z</span><span class="special">](</span><span class="identifier">value_type</span> <span class="identifier">t</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="special">-</span><span class="identifier">exp</span><span class="special">(-</span><span class="identifier">z</span> <span class="special">*</span> <span class="identifier">cos</span><span class="special">(</span><span class="identifier">t</span><span class="special">))</span> <span class="special">*</span> <span class="identifier">cos</span><span class="special">(</span><span class="identifier">z</span> <span class="special">*</span> <span class="identifier">sin</span><span class="special">(</span><span class="identifier">t</span><span class="special">));</span> <span class="special">};</span>
520   <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">quadrature</span><span class="special">::</span><span class="identifier">tanh_sinh</span><span class="special">&lt;</span><span class="identifier">value_type</span><span class="special">&gt;</span> <span class="identifier">integrator</span><span class="special">;</span>
521   <span class="keyword">return</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">constants</span><span class="special">::</span><span class="identifier">half_pi</span><span class="special">&lt;</span><span class="identifier">value_type</span><span class="special">&gt;())</span> <span class="special">+</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">constants</span><span class="special">::</span><span class="identifier">half_pi</span><span class="special">&lt;</span><span class="identifier">value_type</span><span class="special">&gt;();</span>
522<span class="special">}</span>
523</pre>
524</div>
525<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
526<td align="left"></td>
527<td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
528      Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
529      Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
530      Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
531      Daryle Walker and Xiaogang Zhang<p>
532        Distributed under the Boost Software License, Version 1.0. (See accompanying
533        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
534      </p>
535</div></td>
536</tr></table>
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