using System;
using System.Collections.Generic;
using System.Linq;
using System.Numerics;
namespace IStation.Numerics.Integration.GaussRule
{
///
/// Contains a method to compute the Gauss-Kronrod abscissas/weights and precomputed abscissas/weights for orders 15, 21, 31, 41, 51, 61.
///
internal static partial class GaussKronrodPoint
{
///
/// Precomputed abscissas/weights for orders 15, 21, 31, 41, 51, 61.
///
internal static readonly Dictionary PreComputed = new Dictionary
{
{ 15, new GaussPointPair(15,
new[] // 15-point Gauss-Kronrod Abscissa
{
0.00000000000000000e+00,
2.07784955007898468e-01,
4.05845151377397167e-01,
5.86087235467691130e-01,
7.41531185599394440e-01,
8.64864423359769073e-01,
9.49107912342758525e-01,
9.91455371120812639e-01,
},
new[] // 15-point Gauss-Kronrod Weights
{
2.09482141084727828e-01,
2.04432940075298892e-01,
1.90350578064785410e-01,
1.69004726639267903e-01,
1.40653259715525919e-01,
1.04790010322250184e-01,
6.30920926299785533e-02,
2.29353220105292250e-02,
}, 7,
new[] // 7-point Gauss Weights
{
4.17959183673469388e-01,
3.81830050505118945e-01,
2.79705391489276668e-01,
1.29484966168869693e-01,
})
},
{ 21, new GaussPointPair(21,
new[] // 21-point Gauss-Kronrod Abscissa
{
0.00000000000000000e+00,
1.48874338981631211e-01,
2.94392862701460198e-01,
4.33395394129247191e-01,
5.62757134668604683e-01,
6.79409568299024406e-01,
7.80817726586416897e-01,
8.65063366688984511e-01,
9.30157491355708226e-01,
9.73906528517171720e-01,
9.95657163025808081e-01,
},
new[] // 21-point Gauss-Kronrod Weights
{
1.49445554002916906e-01,
1.47739104901338491e-01,
1.42775938577060081e-01,
1.34709217311473326e-01,
1.23491976262065851e-01,
1.09387158802297642e-01,
9.31254545836976055e-02,
7.50396748109199528e-02,
5.47558965743519960e-02,
3.25581623079647275e-02,
1.16946388673718743e-02,
}, 10,
new[] // 10-point Gauss Weights
{
2.95524224714752870e-01,
2.69266719309996355e-01,
2.19086362515982044e-01,
1.49451349150580593e-01,
6.66713443086881376e-02,
})
},
{ 31, new GaussPointPair(31,
new[] // 31-point Gauss-Kronrod Abscissa
{
0.00000000000000000e+00,
1.01142066918717499e-01,
2.01194093997434522e-01,
2.99180007153168812e-01,
3.94151347077563370e-01,
4.85081863640239681e-01,
5.70972172608538848e-01,
6.50996741297416971e-01,
7.24417731360170047e-01,
7.90418501442465933e-01,
8.48206583410427216e-01,
8.97264532344081901e-01,
9.37273392400705904e-01,
9.67739075679139134e-01,
9.87992518020485428e-01,
9.98002298693397060e-01,
},
new[] // 31-point Gauss-Kronrod Weights
{
1.01330007014791549e-01,
1.00769845523875595e-01,
9.91735987217919593e-02,
9.66427269836236785e-02,
9.31265981708253212e-02,
8.85644430562117706e-02,
8.30805028231330210e-02,
7.68496807577203789e-02,
6.98541213187282587e-02,
6.20095678006706403e-02,
5.34815246909280873e-02,
4.45897513247648766e-02,
3.53463607913758462e-02,
2.54608473267153202e-02,
1.50079473293161225e-02,
5.37747987292334899e-03,
}, 15,
new[] // 15-point Gauss Weights
{
2.02578241925561273e-01,
1.98431485327111576e-01,
1.86161000015562211e-01,
1.66269205816993934e-01,
1.39570677926154314e-01,
1.07159220467171935e-01,
7.03660474881081247e-02,
3.07532419961172684e-02,
})
},
{ 41, new GaussPointPair(41,
new[] // 41-point Gauss-Kronrod Abscissa
{
0.00000000000000000e+00,
7.65265211334973338e-02,
1.52605465240922676e-01,
2.27785851141645078e-01,
3.01627868114913004e-01,
3.73706088715419561e-01,
4.43593175238725103e-01,
5.10867001950827098e-01,
5.75140446819710315e-01,
6.36053680726515025e-01,
6.93237656334751385e-01,
7.46331906460150793e-01,
7.95041428837551198e-01,
8.39116971822218823e-01,
8.78276811252281976e-01,
9.12234428251325906e-01,
9.40822633831754754e-01,
9.63971927277913791e-01,
9.81507877450250259e-01,
9.93128599185094925e-01,
9.98859031588277664e-01,
},
new[] // 41-point Gauss-Kronrod Weights
{
7.66007119179996564e-02,
7.63778676720807367e-02,
7.57044976845566747e-02,
7.45828754004991890e-02,
7.30306903327866675e-02,
7.10544235534440683e-02,
6.86486729285216193e-02,
6.58345971336184221e-02,
6.26532375547811680e-02,
5.91114008806395724e-02,
5.51951053482859947e-02,
5.09445739237286919e-02,
4.64348218674976747e-02,
4.16688733279736863e-02,
3.66001697582007980e-02,
3.12873067770327990e-02,
2.58821336049511588e-02,
2.03883734612665236e-02,
1.46261692569712530e-02,
8.60026985564294220e-03,
3.07358371852053150e-03,
}, 20,
new[] // 20-point Gauss Weights
{
1.52753387130725851e-01,
1.49172986472603747e-01,
1.42096109318382051e-01,
1.31688638449176627e-01,
1.18194531961518417e-01,
1.01930119817240435e-01,
8.32767415767047487e-02,
6.26720483341090636e-02,
4.06014298003869413e-02,
1.76140071391521183e-02,
})
},
{ 51, new GaussPointPair(51,
new[] // 51-point Gauss-Kronrod Abscissa
{
0.00000000000000000e+00,
6.15444830056850789e-02,
1.22864692610710396e-01,
1.83718939421048892e-01,
2.43866883720988432e-01,
3.03089538931107830e-01,
3.61172305809387838e-01,
4.17885382193037749e-01,
4.73002731445714961e-01,
5.26325284334719183e-01,
5.77662930241222968e-01,
6.26810099010317413e-01,
6.73566368473468364e-01,
7.17766406813084388e-01,
7.59259263037357631e-01,
7.97873797998500059e-01,
8.33442628760834001e-01,
8.65847065293275595e-01,
8.94991997878275369e-01,
9.20747115281701562e-01,
9.42974571228974339e-01,
9.61614986425842512e-01,
9.76663921459517511e-01,
9.88035794534077248e-01,
9.95556969790498098e-01,
9.99262104992609834e-01,
},
new[] // 51-point Gauss-Kronrod Weights
{
6.15808180678329351e-02,
6.14711898714253167e-02,
6.11285097170530483e-02,
6.05394553760458629e-02,
5.97203403241740600e-02,
5.86896800223942080e-02,
5.74371163615678329e-02,
5.59508112204123173e-02,
5.42511298885454901e-02,
5.23628858064074759e-02,
5.02776790807156720e-02,
4.79825371388367139e-02,
4.55029130499217889e-02,
4.28728450201700495e-02,
4.00838255040323821e-02,
3.71162714834155436e-02,
3.40021302743293378e-02,
3.07923001673874889e-02,
2.74753175878517378e-02,
2.40099456069532162e-02,
2.04353711458828355e-02,
1.68478177091282982e-02,
1.32362291955716748e-02,
9.47397338617415161e-03,
5.56193213535671376e-03,
1.98738389233031593e-03,
}, 25,
new[] // 25-point Gauss Weights
{
1.23176053726715451e-01,
1.22242442990310042e-01,
1.19455763535784772e-01,
1.14858259145711648e-01,
1.08519624474263653e-01,
1.00535949067050644e-01,
9.10282619829636498e-02,
8.01407003350010180e-02,
6.80383338123569172e-02,
5.49046959758351919e-02,
4.09391567013063127e-02,
2.63549866150321373e-02,
1.13937985010262879e-02,
})
},
{ 61, new GaussPointPair(61,
new[] // 61-point Gauss-Kronrod Abscissa
{
0.00000000000000000e+00,
5.14718425553176958e-02,
1.02806937966737030e-01,
1.53869913608583547e-01,
2.04525116682309891e-01,
2.54636926167889846e-01,
3.04073202273625077e-01,
3.52704725530878113e-01,
4.00401254830394393e-01,
4.47033769538089177e-01,
4.92480467861778575e-01,
5.36624148142019899e-01,
5.79345235826361692e-01,
6.20526182989242861e-01,
6.60061064126626961e-01,
6.97850494793315797e-01,
7.33790062453226805e-01,
7.67777432104826195e-01,
7.99727835821839083e-01,
8.29565762382768397e-01,
8.57205233546061099e-01,
8.82560535792052682e-01,
9.05573307699907799e-01,
9.26200047429274326e-01,
9.44374444748559979e-01,
9.60021864968307512e-01,
9.73116322501126268e-01,
9.83668123279747210e-01,
9.91630996870404595e-01,
9.96893484074649540e-01,
9.99484410050490638e-01,
},
new[] // 61-point Gauss-Kronrod Weights
{
5.14947294294515676e-02,
5.14261285374590259e-02,
5.12215478492587722e-02,
5.08817958987496065e-02,
5.04059214027823468e-02,
4.97956834270742064e-02,
4.90554345550297789e-02,
4.81858617570871291e-02,
4.71855465692991539e-02,
4.60592382710069881e-02,
4.48148001331626632e-02,
4.34525397013560693e-02,
4.19698102151642461e-02,
4.03745389515359591e-02,
3.86789456247275930e-02,
3.68823646518212292e-02,
3.49793380280600241e-02,
3.29814470574837260e-02,
3.09072575623877625e-02,
2.87540487650412928e-02,
2.65099548823331016e-02,
2.41911620780806014e-02,
2.18280358216091923e-02,
1.94141411939423812e-02,
1.69208891890532726e-02,
1.43697295070458048e-02,
1.18230152534963417e-02,
9.27327965951776343e-03,
6.63070391593129217e-03,
3.89046112709988405e-03,
1.38901369867700762e-03,
}, 30,
new[] // 30-point Gauss Weights
{
1.02852652893558840e-01,
1.01762389748405505e-01,
9.95934205867952671e-02,
9.63687371746442596e-02,
9.21225222377861287e-02,
8.68997872010829798e-02,
8.07558952294202154e-02,
7.37559747377052063e-02,
6.59742298821804951e-02,
5.74931562176190665e-02,
4.84026728305940529e-02,
3.87991925696270496e-02,
2.87847078833233693e-02,
1.84664683110909591e-02,
7.96819249616660562e-03,
})
},
};
}
///
/// Contains a method to compute the Gauss-Kronrod abscissas/weights.
///
internal static partial class GaussKronrodPoint
{
///
/// Computes the Gauss-Kronrod abscissas/weights and Gauss weights.
///
/// Defines an Nth order Gauss-Kronrod rule. The order also defines the number of abscissas and weights for the rule.
/// Required precision to compute the abscissas/weights.
/// Object containing the non-negative abscissas/weights, order.
internal static GaussPointPair Generate(int order, double eps)
{
int gaussOrder = (order - 1) / 2;
int gaussStart = gaussOrder.IsOdd() ? 0 : 1;
int kronrodStart = gaussOrder.IsOdd() ? 1 : 0;
var gaussPoint = GaussLegendrePointFactory.GetGaussPoint(gaussOrder);
var gaussAbscissas = gaussPoint.Abscissas;
var gaussWeights = gaussPoint.Weights;
// Calculate Kronrod polynomial in terms of Legendre polynomials
// K(x) = c0*P(0, x) + c1*P(1, x) + ...
var c = StieltjesP(gaussOrder + 1);
// Calculate Abscissas for Kronrod polynomial
int r = gaussOrder.IsOdd() ? (gaussOrder - 1) / 2 + 1 : gaussOrder / 2 + 1;
var kronrodAbscissas = new double[r];
for (int k = 1; k <= gaussOrder + 1; k = k + 2)
{
var x0 = (1.0 - (1.0 - 1.0 / gaussOrder) / (8 * gaussOrder * gaussOrder)) * Math.Cos((k - 0.5) * Math.PI / (2.0 * gaussOrder + 1.0));
var dx = 0d;
var j = 1; // iterations
// Newton iterations
do
{
var E = LegendreSeries(c, x0);
dx = E.Item1 / E.Item2;
x0 = x0 - dx;
j++;
}
while (Math.Abs(dx) > eps && j < 100);
if (Math.Abs(x0) < Precision.MachineEpsilon) x0 = 0.0;
kronrodAbscissas[(k - 1) / 2] = x0;
}
// Concatenate two abscissas
var abscissas = new double[gaussAbscissas.Length + kronrodAbscissas.Length];
gaussAbscissas.CopyTo(abscissas, 0);
kronrodAbscissas.CopyTo(abscissas, gaussAbscissas.Length);
abscissas = abscissas.OrderBy(v => v).ToArray();
// Calculate weights for abscissas
var weights = new double[gaussAbscissas.Length + kronrodAbscissas.Length];
for (int i = gaussStart; i < abscissas.Length; i += 2)
{
var x = abscissas[i];
var E = LegendreSeries(c, x);
var L = LegendreP(gaussOrder, x);
var p = L.Item2;
var w2 = 2.0 / ((1.0 - x * x) * p * p); // Gauss weight
weights[i] = w2 + 2.0 / ((gaussOrder + 1.0) * p * E.Item1);
}
for (int i = kronrodStart; i < abscissas.Length; i += 2)
{
var x = abscissas[i];
var E = LegendreSeries(c, x);
var L = LegendreP(gaussOrder, x);
weights[i] = 2.0 / ((gaussOrder + 1.0) * L.Item1 * E.Item2);
}
return new GaussPointPair(order, abscissas, weights, gaussOrder, gaussWeights);
}
///
/// Returns coefficients of a Stieltjes polynomial in terms of Legendre polynomials.
///
internal static double[] StieltjesP(int order)
{
// Reference:
// 1. Patterson, Thomas NL. "The optimum addition of points to quadrature formulae." Mathematics of Computation 22.104 (1968): 847-856.
// 2. Piessens, Robert, and Maria Branders. "A note on the optimal addition of abscissas to quadrature formulas of Gauss and Lobatto type." Mathematics of Computation (1974): 135-139.
// 3. Legendre-Stieltjes Polynomials, Boost.Math
//
// Here, we are using Patterson algorithm, expanding the Stieltjes polynomial in terms of Legendre polynomials.
//
// Kronrod Polynomial K[n + 1, x] is expanded in terms of Legendre Polynomial P[n, x].
//
// K[n + 1, x] = sum_(n=1)^r a[i] P[2 * i - 1 - q, x]
//
// where P[n, x] is the Legendre polynomial of degree n,
// [x] denotes the integer part of x,
// q = n - 2[n/2]
// r = [(n + 3)/2]
//
// The added n + 1 Kronrod abscissae is the roots of the Kronrod polynomial.
if (order == 1) // P(1, x)
return new double[] { 0, 1 };
else if (order == 2) // -2/5 * P(0, x) + P(2, x)
return new double[] { -0.4, 0, 1 };
else if (order == 3) // -9/14 * P(1, x) + P(3, x)
return new double[] { 0, -0.642857142857142857142857142857, 0, 1 };
else if (order == 4) // 14/891 * P(0, x) - 20/27 * P(2, x) + P(4, x)
return new double[] { 0.0157126823793490460157126823793, 0, -0.740740740740740740740740740741, 0, 1 };
else if (order == 5) // 135/12584 * P(1, x) - 35/44 * P(3, x) + P(5, x)
return new double[] { 0, 0.0107279084551811824539097266370, 0, -0.795454545454545454545454545455, 0, 1 };
int n = order - 1;
int q = n.IsOdd() ? 1 : 0;
int r = n.IsOdd() ? (n - 1) / 2 + 2 : n / 2 + 1;
double[] a = new double[r + 1];
// Calculate a[i] for i = 1, ..., r
//
// a[r] = 1;
// a[r - 1] = -a[r] * S[r, 1] / S[r - 1, 1];
// a[r - 2] = -a[r] * S[r, 2] / S[r - 2, 2] - a[r - 1] * S[r - 1, 2] / S[r - 2, 2];
// ...
// a[1] = -a[r] * S[r, r - 1] / S[1, r - 1] - a[r - 1] * S[r - 1, r - 1] / S[1, r - 1] - ... - a[2] * S[2, r - 1] / S[1, r - 1];
//
// S[i, k] / S[r - k, k] = S[i - 1, k] / S[r - k, k]
// * ((n - q + 2 * (i + k - 1)) * (n + q + 2 * (k - i + 1)) * (n - 1 - q + 2 * (i - k)) * (2 * (k + i - 1) - 1 - q - n))
// / ((n - q + 2 * (i - k)) * (2 * (k + i - 1) - q - n) * (n + 1 + q + 2 * (k - i)) * (n - 1 - q + 2 * (i + k)));
a[r] = 1.0;
for (int k = 1; k < r; k++)
{
double ratio = 1.0;
a[r - k] = 0.0;
for (int i = r + 1 - k; i <= r; i++)
{
double numerator = (n - q + 2 * (i + k - 1)) * (n + q + 2 * (k - i + 1)) * (n - 1 - q + 2 * (i - k)) * (2 * (k + i - 1) - 1 - q - n);
double denominator = (n - q + 2 * (i - k)) * (2 * (k + i - 1) - q - n) * (n + 1 + q + 2 * (k - i)) * (n - 1 - q + 2 * (i + k));
ratio = ratio * numerator / denominator;
a[r - k] -= a[i] * ratio;
}
}
// K = sum c[k] P[k, x]
double[] c = new double[2 * r - q];
for (int i = 1; i < a.Length; i++)
{
c[2 * i - 1 - q] = a[i];
}
return c;
}
///
/// Return value and derivative of a Legendre series at given points.
///
internal static Tuple LegendreSeries(double[] a, double x)
{
// S = a[0]*P[0, x] + ... + a[k]*P[k, x] + ... + a[n]*P[n, x]
// where P[k, x] is the Legendre polynomial of order k
//
// According to the Clenshaw algorithm, S can be written by
// S = a[0] + x*b[1, x] - 1/2 * b[2,x]
//
// b[n + 1, x] = 0
// b[n + 2, x] = 0
// b[k, x] = a[k] + (2k + 1)/(k + 1)*x*b[k + 1, x] - (k + 1)/(k + 2)*b[k + 2, x]
//
// Derivative of S is given by
// S' = b[1, x] + x*b'[1, x] - 1/2 * b'[2,x]
//
// b'[k, x] = (2k + 1)/(k + 1)*b[k + 1, x] + (2k + 1)/(k + 1)*x*b'[k + 1, x] - (k + 1)/(k + 2)*b'[k + 2, x]
if (a.Length == 1)
return new Tuple(a[0], 0);
if (a.Length == 2)
return new Tuple(a[0] + a[1] * x, a[1]);
double b0 = 0.0, b1 = 0.0, b2 = 0.0;
double p0 = 0.0, p1 = 0.0, p2 = 0.0;
for (int k = a.Length - 1; k >= 1; k--)
{
b0 = a[k] + (2.0 * k + 1.0) / (k + 1.0) * x * b1 - (k + 1.0) / (k + 2.0) * b2;
p0 = (2.0 * k + 1.0) / (k + 1.0) * (b1 + x * p1) - (k + 1.0) / (k + 2.0) * p2;
b2 = b1;
b1 = b0;
p2 = p1;
p1 = p0;
}
var value = a[0] + b1 * x - 0.5 * b2;
var derivative = b1 + p1 * x - 0.5 * p2;
return new Tuple( value, derivative );
}
///
/// Return value and derivative of a Legendre polynomial of order at given points.
///
internal static Tuple LegendreP(int order, double x)
{
// The Legendre polynomial, P[n, x], is defined by the recurrence relation:
//
// P[0, x] = 1
// P[1, x] = x
// (n + 1) * P[n + 1, x] = (2 * n + 1) * x * P[n, x] - n * P[n - 1, x]
//
// The derivative of the Legendre polynomial, P'[n, x] is given by
// P'[0, x] = 0
// P'[1, x] = 1
// (n + 1) * P'[n + 1, x] = (2 * n + 1) * P[n, x] + (2 * n + 1) * x * P'[n, x] - n * P'[n - 1, x]
// = (2 * n + 1) * (P[n, x] + x * P'[n, x]) - n * P'[n - 1, x]
if (order == 0)
return new Tuple(1.0, 0.0);
if (order == 1)
return new Tuple(x, 1.0);
double b0 = 0.0, b1 = 1.0, b2 = 0.0;
double p0 = 0.0, p1 = 0.0, p2 = 0.0;
for (int k = 1; k <= order; k++)
{
b0 = (2.0 * k - 1.0) / k * x * b1 - (k - 1.0) / k * b2; // L(k, x)
p0 = (2.0 * k - 1.0) / k * (b1 + x * p1) - (k - 1.0) / k * p2; // L'(k, x)
b2 = b1;
b1 = b0;
p2 = p1;
p1 = p0;
}
var value = b0;
var derivative = p0;
return new Tuple(value, derivative);
}
}
}