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+// Copyright Nick Thompson, 2017
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+/*
+ * This class performs exp-sinh quadrature on half infinite intervals.
+ *
+ * References:
+ *
+ * 1) Tanaka, Ken'ichiro, et al. "Function classes for double exponential integration formulas." Numerische Mathematik 111.4 (2009): 631-655.
+ */
+
+#ifndef BOOST_MATH_QUADRATURE_EXP_SINH_HPP
+#define BOOST_MATH_QUADRATURE_EXP_SINH_HPP
+
+#include <cmath>
+#include <limits>
+#include <memory>
+#include <boost/math/quadrature/detail/exp_sinh_detail.hpp>
+
+namespace boost{ namespace math{ namespace quadrature {
+
+template<class Real, class Policy = policies::policy<> >
+class exp_sinh
+{
+public:
+ exp_sinh(size_t max_refinements = 9)
+ : m_imp(std::make_shared<detail::exp_sinh_detail<Real, Policy>>(max_refinements)) {}
+
+ template<class F>
+ Real integrate(const F& f, Real a, Real b, Real tol = boost::math::tools::root_epsilon<Real>(), Real* error = nullptr, Real* L1 = nullptr, std::size_t* levels = nullptr) const;
+ template<class F>
+ Real integrate(const F& f, Real tol = boost::math::tools::root_epsilon<Real>(), Real* error = nullptr, Real* L1 = nullptr, std::size_t* levels = nullptr) const;
+
+private:
+ std::shared_ptr<detail::exp_sinh_detail<Real, Policy>> m_imp;
+};
+
+template<class Real, class Policy>
+template<class F>
+Real exp_sinh<Real, Policy>::integrate(const F& f, Real a, Real b, Real tolerance, Real* error, Real* L1, std::size_t* levels) const
+{
+ using std::abs;
+ using boost::math::constants::half;
+ using boost::math::quadrature::detail::exp_sinh_detail;
+
+ static const char* function = "boost::math::quadrature::exp_sinh<%1%>::integrate";
+
+ // Neither limit may be a NaN:
+ if((boost::math::isnan)(a) || (boost::math::isnan)(b))
+ return policies::raise_domain_error(function, "NaN supplied as one limit of integration - sorry I don't know what to do", a, Policy());
+ // Right limit is infinite:
+ if ((boost::math::isfinite)(a) && (b >= boost::math::tools::max_value<Real>()))
+ {
+ // If a = 0, don't use an additional level of indirection:
+ if (a == (Real) 0)
+ {
+ return m_imp->integrate(f, error, L1, function, tolerance, levels);
+ }
+ const auto u = [&](Real t)->Real { return f(t + a); };
+ return m_imp->integrate(u, error, L1, function, tolerance, levels);
+ }
+
+ if ((boost::math::isfinite)(b) && a <= -boost::math::tools::max_value<Real>())
+ {
+ const auto u = [&](Real t)->Real { return f(b-t);};
+ return m_imp->integrate(u, error, L1, function, tolerance, levels);
+ }
+
+ // Infinite limits:
+ if ((a <= -boost::math::tools::max_value<Real>()) && (b >= boost::math::tools::max_value<Real>()))
+ {
+ return policies::raise_domain_error(function, "Use sinh_sinh quadrature for integration over the whole real line; exp_sinh is for half infinite integrals.", a, Policy());
+ }
+ // If we get to here then both ends must necessarily be finite:
+ return policies::raise_domain_error(function, "Use tanh_sinh quadrature for integration over finite domains; exp_sinh is for half infinite integrals.", a, Policy());
+}
+
+template<class Real, class Policy>
+template<class F>
+Real exp_sinh<Real, Policy>::integrate(const F& f, Real tolerance, Real* error, Real* L1, std::size_t* levels) const
+{
+ using std::abs;
+ using boost::math::constants::half;
+ using boost::math::quadrature::detail::exp_sinh_detail;
+
+ static const char* function = "boost::math::quadrature::exp_sinh<%1%>::integrate";
+
+ return m_imp->integrate(f, error, L1, function, tolerance, levels);
+}
+
+
+}}}
+#endif