LECTURE 10

Integration Using Numerical Recipes

Numerical Recipes in C: The Art of Scientic Computing by W. H. Press, S. A.
Teukolsky, W. T. Vetterling, and B. P. Flannery (Cambridge Univ. Press, 1992) is an ex-
cellent text on scientc computing techniques. They have a homepage at http://www.nr.com
and at http://cfata2.harvard.edu/nr/ where you can download the text of the book. The
book covers things like integration, root nding, interpolation, sorting, minimizing and
maximizing functions, etc. They give a brief description of the technique and then the
function (or subroutine if you use Fortran) that does the trick. I want to show how you
can adapt their functions which are written in C to C++.
Let's take integration as an example. Suppose you want to integrate a function f (x)
over some interval from a to b. Z b
I = f (x)dx (1)
a
If you look up Numerical Recipes in C, then there will be functions which will calculate
the integral of your function f (x). How do you turn this into object{oriented code?
In the example I give, I make an abstract base class RealFunction to be the generic
function that is to be integrated. The actual function is derived from RealFunction.
The intergration routines are also turned into classes with the denition of the function
operator (operator()()) adapted from the integration function in Numerical Recipes.
This is the general strategy. Let's see how it works in detail.
Trapezoidal Rule
The simplest way to do an integral is to use the trapezoidal rule and divide the
abscissa into equally spaced intervals with a spacing h. Then you have a sequence of
abscissas, denoted by x0 , x1 , x2 , ..., xN . The values of the function at these xi 's is
f (xi )  fi (2)
The simple trapezoidal rule says that the integral for one of these intervals is given by

Z x2
1 1 
f (x)dx = h f1 + f2 + O(h3 f 00 ) (3)
x1 2 2
If we use this equation N , 1 times to do the integration in the intervals (x1 ; x2), (x2; x3 ),
..., (xN ,1; xN ), and then add the results, we obtain an \extended" formula for the integral
from x1 to xN . This is the formula for the extended trapezoidal rule:
!
Z xN 
1 1 
(b , a)3 f 00
f (x)dx = h f1 + f2 + f3 + :::fN ,1 + fN + O (4)
x1 2 2 N2
There are 2 functions given by Numerical Recipes (section 4.2) for the extended trape-
zoidal rule. trapzd is a routine that computes the nth stage of renement of an extended
trapezoidal rule. func is input as a pointer to the function to be integrated between lim-
its a and b which
Rb
are also input. When called with n = 1, the routine returns the crudest
estimate of a f (x)dx. Subsequent calls with n = 2; 3; :::(in that sequential order) will
improve the accuracy by adding 2n,2 additional interior points.
98
#define FUNC(x) ((*func)(x))

float trapzd(float (*func)(float), float a, float b, int n)

{
float x,tnm,sum,del;
static float s;
int it,j;

if (n == 1) {
return (s=0.5*(b-a)*(FUNC(a)+FUNC(b)));
} else {
for (it=1,j=1;j<n-1;j++) it <<= 1;
tnm=it;
del=(b-a)/tnm; /*This is the spacing of points to be
added. */
x=a+0.5*del;
for (sum=0.0,j=1;j<=it;j++,x+=del) sum += FUNC(x);
s=0.5*(s+(b-a)*sum/tnm); /*This replaces s by its refined value.*/
return s;
}
}
#undef FUNC

qtrap renes the trapezoidal rule so that you can specify the desired accuracy. The
parameter EPS can be set to the desired fractional accuracy and JMAX can be set so that
2JMAX,1 is the maximum allowed number of steps.
#include <math.h>
#define EPS 1.0e-5
#define JMAX 20

float qtrap(float (*func)(float), float a, float b)

{
float trapzd(float (*func)(float), float a, float b, int n);
void nrerror(char error_text[]);
int j;
float s,olds;

olds = -1.0e30;
for (j=1;j<=JMAX;j++) {
s=trapzd(func,a,b,j);
if (j > 5)
if (fabs(s-olds) < EPS*fabs(olds) ||

99
 (s == 0.0 && olds == 0.0)) return s;
olds=s;
}
nrerror("Too many steps in routine qtrap");
return 0.0;
}
#undef EPS
#undef JMAX

10,6 is about the smallest you should make EPS. If EPS is too small, qtrap takes too
many steps to converge, and the accumulated roundo error may prevent the routine
from converging. The routine qtrap is not very sophisticated, but it's a fairly robust
way of doing integrals of functions that are not very smooth. In other words, it's good
for jagged functions.
Romberg Integration
If the function you are integrating over is fairly smooth, then the best way to do the
integral is using Romberg's method. I think of this as approximating an interval of the
function by a polynomial of order k where k is determined by the routine. qromb is a
powerful and fast routine. It calls 3 other functions that are given by Numerical Recipes:
polint, trapzd, and nerror.

#include <math.h>
#define EPS 1.0e-6
#define JMAX 20
#define JMAXP (JMAX+1)
#define K 5
#define NRANSI
/* #include "nrutil.h" */

float qromb(float (*func)(float), float a, float b)

{
void polint(float xa[], float ya[], int n, float x, float *y, float *dy);
float trapzd(float (*func)(float), float a, float b, int n);
void nrerror(char error_text[]);
float ss,dss;
float s[JMAXP],h[JMAXP+1];
int j;

h[1]=1.0;
for (j=1;j<=JMAX;j++) {
s[j]=trapzd(func,a,b,j);
if (j >= K) {
polint(&h[j-K],&s[j-K],K,0.0,&ss,&dss);

100
if (fabs(dss) <= EPS*fabs(ss)) return ss;
}
h[j+1]=0.25*h[j];
}
nrerror("Too many steps in routine qromb");
return 0.0;
}
/* ********************************************************************* */
void polint(float xa[], float ya[], int n, float x, float *y, float *dy)
{
int i,m,ns=1;
float den,dif,dift,ho,hp,w;
float *c,*d;

dif=fabs(x-xa[1]);
c=vector(1,n);
d=vector(1,n);
for (i=1;i<=n;i++) {
if ( (dift=fabs(x-xa[i])) < dif) {
ns=i;
dif=dift;
}
c[i]=ya[i];
d[i]=ya[i];
}
*y=ya[ns--];
for (m=1;m<n;m++) {
for (i=1;i<=n-m;i++) {
ho=xa[i]-x;
hp=xa[i+m]-x;
w=c[i+1]-d[i];
if ( (den=ho-hp) == 0.0)
nrerror("Error in routine polint");
den=w/den;
d[i]=hp*den;
c[i]=ho*den;
}
*y += (*dy=(2*ns < (n-m) ? c[ns+1] : d[ns--]));
}
free_vector(d,1,n);
free_vector(c,1,n);
}

101
/* ********************************************************************* */
real *vector(long nl, long nh)
/* allocate a real vector with subscript range v[nl..nh]
can replace with "new" in C++ */
{
real *v;

v=(real *)malloc((size_t) ((nh-nl+1+NR_END)*sizeof(real)));

if (!v) nrerror("allocation failure in vector()");
return v-nl+NR_END;
}
/* ********************************************************************* */
void free_vector(real *v, long nl, long nh)
/* free a real vector allocated with vector()
can replace with "delete" in C++ */
{
free((FREE_ARG) (v+nl-NR_END));
}

#undef NRANSI
#undef EPS
#undef JMAX
#undef JMAXP
#undef K

C Program for Romberg and Trapezoidal Integration

You can take the Numerical Recipes subroutines as black boxes but you should always
test them with a simple case to make sure you understand how they work and to make
sure that they work right. There are occasional mistakes in the subroutines. Sometimes
simple cases, like integrating a constant function, can reveal errors. So let's write a test
C program to integrate the function from 0 to =2.
f (x) = x2 (x2 , 2:0) sin(x) (5)
We can integrate this analytically
Z =2
f (x) = 4x(x2 , 7) sin(x) , (x4 , 14x2 + 28) cos(x) (6)
0

Having the exact answer allows us to test how accurate our numerical result is. The code
is
/* Driver for routine qromb */

102
#include <stdio.h>
#include <math.h>
#define PIO2 1.5707963

/* Test function */
float func(float x)
{
return x*x*(x*x-2.0)*sin(x);
}

/* Integral of test function func, i.e., test result */

float fint(float x)
{
return 4.0*x*(x*x-7.0)*sin(x)-(pow(x,4.0)-14.0*x*x+28.0)*cos(x);
}

int main(void)
{
float a=0.0,b=PIO2,s,t;

printf("Integral of func computed with QROMB and QTRAP\n\n");

printf("Actual value of integral is %12.6f\n",fint(b)-fint(a));
s=qromb(func,a,b);
printf("Result from routine QROMB is %11.6f\n",s);
t=qtrap(func,a,b);
printf("Result from routine QTRAP is %11.6f\n",t);
return 0;
}

The result of running main is

Integral of func computed with QROMB and QTRAP

Actual value of integral is -0.479158

Result from routine QROMB is -0.479159
Result from routine QTRAP is -0.479153

So it looks like qromb does a little better. One of the disadvantages of the C routines
is that you can only integrate over one variable. If you want to integrate f (x; y) over x
and y, you have to make another copy of qromb (call it qromb2), and then use qromb2 to
integrate over func2 which in turn calls qromb:
float func(float x, float y)
{

103
 return f(x,y); /* This is schematic */
}
float func2(float y) /* Fix y, integrate over x */
{
return qromb(func,ax,bx);
}
int main(void)
{
float integral=qromb2(func2,ay,by);
return 0;
}

It's much more elegant if we use C++.

C++ Program for Romberg and Trapezoidal Integration
What we would like to do is make a class for the integration routine that can take
any function. So we make each integration routine a class (Romberg and Trapeze)
and the function to be integrated becomes a class derived from a pure abstract class
RealFunction.
integration.h
#include <iostream.h>
#include <math.h>
typedef float real;

class RealFunction{ //abstract class

public:
virtual real operator()()=0; //pure virtual function
virtual ~RealFunction(){}; //virtual destructor
};

class Func1: public RealFunction{ //actual function to be integrated

public: //This should be in testinteg.C
real x;
virtual real operator()() //overloads pure virtual function
{return x*x*(x*x-2.0)*sin(x);}
};

class Trapeze: public RealFunction{

real s;
RealFunction &func; //the generic function to be integrated
real a,b; //integral limits
real &x; //integration variable
real EPS; //desired accuracy

104
 int JMAX; //2**(JMAX)=max number of func. evaluation
public:
virtual real operator()(); //overloads pure virtual function
real operator()(real min,real max, //redo integral with different
real precision=1.0e-7,int max_iter=20){ //parameters
a=min;b=max;EPS=precision;
JMAX=max_iter; return (*this)();};
Trapeze(RealFunction &f,real &Var,real min,real max,
real precision=1.0e-7,int max_iter=20):func(f),x(Var)
{a=min;b=max;EPS=precision;JMAX=max_iter;};
real Trap(int n); //workhorse that really does the integral
};

class Romberg : public RealFunction{

real s;
RealFunction &func; //the function to integrate
real a,b; //integral limits
real &x; //integration variable
real EPS; //desired accuracy
public:
virtual real operator()();
real operator()(real min,real max,real precision=1.0e-7)
{a=min;b=max;EPS=precision;return (*this)();};
Romberg(RealFunction &f,real &Var,real min,real max,
real precision=1.0e-7):func(f),x(Var)
{a=min;b=max;EPS=precision;};
real midpnt(int n); //workhorse that does the integral (open bc)
};

void polint(real xa[],real ya[],int n,real x,real &y,real &dy);

Integration.C
These member functions have been adapted from the subroutines in Numerical Recipes
in C. I have marked the lines which have been changed.
#include "integration.h"
#include <iostream.h>
#define JMAXP 14
#define K 5

real Trapeze::operator()() { //adapted from qtrap

real s,olds;

105
 int j;

olds = -1.0e30;
for (j=1;j<=JMAX;j++){
s=Trap(j); //changed; Trap is integrating fcn
if (fabs(s-olds) <= EPS*fabs(olds)) return s;
if(s==0.0 && olds == 0.0 && j>6 ) return s;
olds=s;
}
printf("Too many steps in routine qtrap_y\n");
exit(1);
return 0.0;
}
real Trapeze::Trap(int n) { //adapted from trapzd

real tnm,sum,del;
int j,it;

if (n == 1){
it=1;
x=a; s=func(); //changed
x=b; s+=func(); //changed
return (s*=0.5*(b-a));
}else{
for (it=1,j=1;j<n-1;j++) it <<=1;
tnm=it;
del=(b-a)/tnm;
x=a+0.5*del;
for (sum=0.0,j=1;j<=it;j++,x+=del) sum+=func(); //changed
s=0.5*(s+(b-a)*sum/tnm);
return s;
}
}
real Romberg::operator()(){ //adapted from qromb
int j;
real ss,dss,h[JMAXP+2],s[JMAXP+2];
h[1]=1.0;
for(j=1;j<=JMAXP;j++){
s[j]=midpnt(j); //changed; midpnt is integrating
if(j>=K){ //function
polint(&h[j-K],&s[j-K],K,0.0,ss,dss);
if(fabs(dss)<=EPS*fabs(ss)) return ss;

106
}
s[j+1]=s[j];
h[j+1]=h[j]/9.0;
}
cout << "Too many steps in routine Romberg" << endl; exit(1);
return 0.0;
}
real Romberg::midpnt(int n){ //adapted from midpoint
real tnm,sum,del,ddel;
int it,j;

if(n==1){
x=0.5*(a+b); //changed; set x
return (s=(b-a)*func()); //changed; evaluate func
}else{
for(it=1,j=1;j<n-1;j++) it *=3;
tnm=it;
del=(b-a)/(3.0*tnm);
ddel=del+del;
x=a+0.5*del;
sum=0.0;
for(j=1;j<=it;j++){
sum+=func(); //changed; evaluate func
x+=ddel; //changed; set x
sum+=func(); //changed; evaluate func
x+=del; //changed; set x
}
s=(s+(b-a)*sum/tnm)/3.0;
return s;
}
}

polint.C
#include <iostream.h>
#include <stdlib.h>
#include <math.h>
typedef float real;

real *vector(int nl,int nh);

void polint(real xa[],real ya[],int n,real x,real &y,real &dy)
{
int i,m,ns=1;

107
 real den,dif,dift,ho,hp,w;
real *c,*d;

dif=fabs(x-xa[1]);
c=vector(1,n);
d=vector(1,n);
for(i=1;i<=n;i++){
if((dift=fabs(x-xa[i])) < dif){
ns=i;
dif=dift;
}
c[i]=ya[i];
d[i]=ya[i];
}
y=ya[ns--];
for(m=1;m<n;m++){
for(i=1;i<=n-m;i++){
ho=xa[i]-x;
hp=xa[i+m]-x;
w=c[i+1]-d[i];
if((den=ho-hp)==0.0) {printf("error in routine polint\n");
exit(1);}
den=w/den;
d[i]=hp*den;
c[i]=ho*den;
}
y += (dy=(2*ns < (n-m) ? c[ns+1] : d[ns--]));
}
delete [] d; //replaces free_vector
delete [] c; //replaces free_vector
}

#define NR_END 1
real *vector(int nl,int nh)
// allocate a real vector with subscript range v[nl .. nh]
{
real *v;
v=new real[nh-nl+1+NR_END];
if(!v) error("allocation failure in vector1()");
return v-nl+NR_END;
}

108
void error(const char *s)
{
cerr << endl << s << endl; //1st "endl" is in case program is printing
cout << endl << s << endl; //something out when the error occurs
cout.flush(); //write the output buffer to the screen
//or wherever the output of cout goes.
abort();
}
#undef NR_END

Here is the test program for main:

#include <iostream.h>
#include "integration.h"
typedef float real;

int main() {
float integral, a=0.0, b=1.5707963;
Func1 Testfunc; //call default constructor
Trapeze Trap(Testfunc,Testfunc.x,a,b);
float integralt= Trap();
cout << "C++ Trapezoidal Integration Result = " << integralt << endl;
Romberg Rom(Testfunc,Testfunc.x,a,b);
integral=Rom();
cout << "C++ Romberg Integration Result = " << integral << endl;
return 0;

To compile we type
g++ -lm integration.C polint.C testinteg.C

The result is:

C++ Trapezoidal Integration Result = -0.479153
C++ Romberg Integration Result = -0.479159

We have dened an abstract class RealFunction which has a pure virtual function
virtual real operator()()=0; //pure virtual function

This acts as a placeholder for the function that will be integrated. We tell the integration
routine that it will be integrating a RealFunction. Then we derive the actual function
from RealFunction. The function and the variable of integration are passed by reference
as an argument of the constructor. In the integration subroutine, the FUNC(a) which
appeared in the C program is replaced by
109
 x=a; s=func();

in the C++ program. The arguments that were passed to the integration function in the
C program have become data members of the class. Most of the variables used in the
integration subroutine do not need to be made class members, but the input and output
parameters should be made class members. In addition, if there are static variables in the
C program, these should be made (nonstatic) members of the class. In the C subroutines
from Numerical Recipes, the static variables are ones that retain their values between
dierent calls to the function. (Normally, the variables local to a function lose their
values when the function goes out of scope.) By making them nonstatic data members
of the class, they will keep their values between dierent calls to the member functions.
In fact they will keep their values for as long as the object exists. (These values are not
const and can be changed by the member functions.)
We have rewritten the C function vector so that it uses new. We have replaced the
free_vector function with delete.
Revised C++ Code for Integration
Romberg::midpnt(int n) and Trapeze::trap(int n) are examples of what I will
call \integrators". They are subroutines that really do the integration. Let's make
Romberg and Trapeze more exible so that they can easily accept any integrator. We can
do this by making them template classes which accept the type of integrator. Integrator
will be a base class with midpnt and trap derived from it.
We will also replace the error statement with throwing and catching exceptions.
integration.h
#include <math.h>
#include <iostream.h>
#include "exception.h"
#define JMAXP 14
#define K 5

typedef float real;

class RealFunction{ //abstract class

public:
virtual real operator()()=0; //pure virtual function
virtual ~RealFunction(){}; //virtual destructor
};

class Func1: public RealFunction{ //test function

public:
real x;
virtual real operator()()
{return x*x*(x*x-2.0)*sin(x);}

110
};

class FuncXY: public RealFunction{ //another test function

public:
real x, y;
virtual real operator()()
{return log(x*y);}
};

class Integrator{ //base class for the workhorse

//of the integration routine
public:
real s; //value of integral
RealFunction &func; //the function to integrate
real a, b; //integral limits
real &x; //integration variable
Integrator(RealFunction &f,real &Var,real min,real max):func(f),x(Var)
{a=min;b=max;}
SetLimits(real min, real max) {a=min;b=max;}
};

class Trapzd: public Integrator{

public:
Trapzd(RealFunction &f,real &Var,real min,real max):
Integrator(f,Var,min,max){}; //call base class constructor
real operator()(int n); //integration subroutine
};

class Midpoint: public Integrator{

public:
Midpoint(RealFunction &f,real &Var,real min,real max):
Integrator(f,Var,min,max){}; //call base class constructor
real operator()(int n); //integration subroutine
};

template<class SomeIntegrator>
class Trapeze: public RealFunction{
real EPS; //Desired precision
int JMAX; //2**(JMAX)=max number of func. evaluation
SomeIntegrator integrator; //contains integration routine
public:
virtual real operator()();

111
 real operator() //Reset integration limits and accuracy
(real min,real max,real precision=1.0e-7,int max_iter=20){
integrator.SetLimits(min,max);
EPS=precision;
JMAX=max_iter;
return (*this)();}
Trapeze(RealFunction &f,real &Var,real min,real max,
real precision=1.0e-7,int max_iter=20):
integrator(f, Var, min, max)
{EPS=precision;JMAX=max_iter;}
};

template<class SomeIntegrator>
class Romberg : public RealFunction{
real EPS; //Desired precision
SomeIntegrator integrator; //Integration routine
public:
virtual real operator()();
real operator() //Reset integration limits and accuracy
(real min,real max,real precision=1.0e-7)
{integrator.SetLimits(min,max);
EPS=precision;
return (*this)();}
Romberg(RealFunction &f,real &Var,real min,real max,
real precision=1.0e-7):
integrator(f, Var, min, max)
{EPS=precision;}
};

template<class SomeIntegrator>
real Trapeze<SomeIntegrator>::operator()() {
real s,olds;
int j;

olds = -1.0e30;
for (j=1;j<=JMAX;j++){
s=integrator(j); //call integration subroutine
if (fabs(s-olds) <= EPS*fabs(olds)) return s;
if(s==0.0 && olds == 0.0 && j>6 ) return s;
olds=s;
}
throw Exception("Too many steps in Trapeze()",__FILE__,__LINE__);

112
 return 0.0;
}

template<class SomeIntegrator>
real Romberg<SomeIntegrator>::operator()(){
int j;
real ss,dss,h[JMAXP+2],s[JMAXP+2];

h[1]=1.0;
for(j=1;j<=JMAXP;j++){
s[j]=integrator(j); //call integration subroutine
if(j>=K){
polint(&h[j-K],&s[j-K],K,0.0,ss,dss);
if(fabs(dss)<=EPS*fabs(ss)) return ss;
}
s[j+1]=s[j];
h[j+1]=h[j]/9.0;
}
throw Exception("Too many steps in Romberg",__FILE__,__LINE__);
return 0.0;
}

void polint(real xa[],real ya[],int n,real x,real &y,real &dy);

exception.h
#include<iostream.h>
class Exception
{
public:
Exception(char* pMsg, char* pFile, int nLine)
{
strcpy(msg,pMsg);
msg[sizeof(msg)-1]='\0'; //make sure msg is terminated
strcpy(file,pFile);
file[sizeof(file)-1]='\0';
lineNum=nLine;
}
virtual void display(ostream& out)
{
out << "Error: " << msg << endl;
out << "Occurred on line number " << lineNum << ", file "
<< endl;

113
 }
protected:
// error message
char msg[80];
// file name and line number where error occurred
char file[80];
int lineNum;
};

integration.C
#include <iostream.h>
#include "integration.h"

real Trapzd::operator()(int n) {
real tnm,sum,del;
int j,it;

if (n == 1){
it=1;
x=a; s=func(); //set x; evaluate func()
x=b; s+=func(); //set x; evaluate func()
return (s*=0.5*(b-a));
}else{
for (it=1,j=1;j<n-1;j++) it <<=1;
tnm=it;
del=(b-a)/tnm;
x=a+0.5*del;
for (sum=0.0,j=1;j<=it;j++,x += del) //set x
sum+=func(); //evaluate func()
s=0.5*(s+(b-a)*sum/tnm);
return s;
}
}
// ********************************************************************
real Midpoint::operator()(int n){
real tnm,sum,del,ddel;
int it,j;

if(n==1){
x=0.5*(a+b); //set x
return (s=(b-a)*func()); //evaluate func()
}else{

114
for(it=1,j=1;j<n-1;j++) it *=3;
tnm=it;
del=(b-a)/(3.0*tnm);
ddel=del+del;
x=a+0.5*del;
sum=0.0;
for(j=1;j<=it;j++){
sum+=func(); //evaluate func()
x+=ddel; //set x
sum+=func(); //evaluate func()
x+=del; //set x
}
s=(s+(b-a)*sum/tnm)/3.0;
return s;
}
}

polint.C
#include <iostream.h>
#include <stdlib.h>
#include <math.h>
#include "exception.h"
typedef float real;

real *vector(int nl,int nh);

void polint(real xa[],real ya[],int n,real x,real &y,real &dy)
{
int i,m,ns=1;
real den,dif,dift,ho,hp,w;
real *c,*d;

dif=fabs(x-xa[1]);
c=vector(1,n);
d=vector(1,n);
for(i=1;i<=n;i++){
if((dift=fabs(x-xa[i])) < dif){
ns=i;
dif=dift;
}
c[i]=ya[i];
d[i]=ya[i];
}

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 y=ya[ns--];
for(m=1;m<n;m++){
for(i=1;i<=n-m;i++){
ho=xa[i]-x;
hp=xa[i+m]-x;
w=c[i+1]-d[i];
if((den=ho-hp)==0.0)
{throw Exception("error in routine polint",__FILE__,__LINE__);}
den=w/den;
d[i]=hp*den;
c[i]=ho*den;
}
y += (dy=(2*ns < (n-m) ? c[ns+1] : d[ns--]));
}
delete [] d;
delete [] c;
}
#define NR_END 1
real *vector(int nl,int nh)
// allocate a real vector with subscript range v[nl .. nh]
{
real *v;
v=new real[nh-nl+1+NR_END];
if(!v)
{throw Exception("allocation failure in vector()", __FILE__,__LINE__);}
return v-nl+NR_END;
}
#undef NR_END

We have made template classes out of Romberg and Trapeze to allow for using dierent
integrators. We have made Integrator a base class, and the actual integrators are
derived from Integrator. We chose not to make Integrator an abstract class with pure
virtual functions since this costs overhead and doesn't really buy us anything. Notice
that in Romberg and Trapeze, the line
s=integrator(j)

calls the integration subroutine. integrator(j) does not overload a virtual function
in the base class Integrator. There is no function Integrator::operator()(int j).
Rather integrator is an instantiation of the template class SomeIntegrator. When
we replace the template type SomeIntegrator with a concrete type, like Romberg or
Trapeze, that concrete type had better have a member function operator()(int j).
The function being integrated (func), the variable of integration, and the limits of
integration are only needed by the integrators, and not by Romberg and Trapeze per se.
116
So we have made func, x, and the limits of integration data members of Integrator;
they are no longer data members of Romberg and Trapeze. But the constructors of
Romberg and Trapeze take these as arguments and pass them to Integrator.
testinteg.C
Here is the test program for our integration routines:
#include <iostream.h>
#include "integration.h"

int main() {
try
{
float a=0.0, b=1.5707963;
Func1 Testfunc; //call default constructor
Trapeze<Trapzd> Trap(Testfunc,Testfunc.x,a,b);
float integralt= Trap();
Romberg<Midpoint> RomTest(Testfunc,Testfunc.x,a,b);
float integral=RomTest();
cout << "C++ Trapezoidal Integration Result = " << integralt << endl;
cout << "C++ Romberg Integration Result = " << integral << endl;

// Now let's do a double integral over x and y.

FuncXY FXY;
a=0.05;
b=9.0;
Romberg<Midpoint> RomX(FXY,FXY.x,a,b);
Romberg<Midpoint> Rom(RomX,FXY.y,a,b);
integral=Rom();
cout << "C++ Romberg XY Integration Result with Midpoint integrator= "
<< integral << endl;

Romberg<Trapzd> TRomX(FXY,FXY.x,a,b);
Romberg<Trapzd> TRom(TRomX,FXY.y,a,b);
integral=TRom();
cout << "C++ Romberg XY Integration Result with Trapzd integrator= "
<< integral << endl;
}
catch(Exception& x)
{
//use the built-in display member function
x.display(cerr);
}

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 return 0;
}

The result of running this program is

C++ Trapezoidal Integration Result = -0.479153
C++ Romberg Integration Result = -0.479159
C++ Romberg XY Integration Result with Midpoint integrator= 196.451
C++ Romberg XY Integration Result with Trapzd integrator= 196.406

Notice that in the test program, we can easily do a double integral since Romberg
and Trapeze overload the pure virtual function virtual real operator()()=0 in class
RealFunction. In other words, Romberg and Trapeze are classes derived from RealFunction.
So Romberg IS_A RealFunction and Trapeze IS_A RealFunction. Their output is
completely acceptable as a function that can be integrated yet again.

118