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| Original file line number | Diff line number | Diff line change |
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| module IntegralsCubatureExt | ||
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| using Integrals, Cubature | ||
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| import Integrals: transformation_if_inf, scale_x, scale_x! | ||
| import Cubature: INDIVIDUAL, PAIRED, L1, L2, LINF | ||
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| function Integrals.__solvebp_call(prob::IntegralProblem, | ||
| alg::AbstractCubatureJLAlgorithm, | ||
| sensealg, lb, ub, p; | ||
| reltol = 1e-8, abstol = 1e-8, | ||
| maxiters = typemax(Int)) | ||
| nout = prob.nout | ||
| if nout == 1 | ||
| # the output of prob.f could be either scalar or a vector of length 1, however | ||
| # the behavior of the output of the integration routine is undefined (could differ | ||
| # across algorithms) | ||
| # Cubature will output a real number in when called without nout/fdim | ||
| if prob.batch == 0 | ||
| if isinplace(prob) | ||
| dx = zeros(eltype(lb), prob.nout) | ||
| f = (x) -> (prob.f(dx, x, p); dx[1]) | ||
| else | ||
| f = (x) -> prob.f(x, p)[1] | ||
| end | ||
| if lb isa Number | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hquadrature(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| else | ||
| val, err = Cubature.pquadrature(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| end | ||
| else | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hcubature(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| else | ||
| val, err = Cubature.pcubature(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| end | ||
| end | ||
| else | ||
| if isinplace(prob) | ||
| f = (x, dx) -> prob.f(dx, x, p) | ||
| else | ||
| f = (x, dx) -> (dx .= prob.f(x, p)) | ||
| end | ||
| if lb isa Number | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hquadrature_v(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| else | ||
| val, err = Cubature.pquadrature_v(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| end | ||
| else | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hcubature_v(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| else | ||
| val, err = Cubature.pcubature_v(f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters) | ||
| end | ||
| end | ||
| end | ||
| else | ||
| if prob.batch == 0 | ||
| if isinplace(prob) | ||
| f = (x, dx) -> (prob.f(dx, x, p); dx) | ||
| else | ||
| f = (x, dx) -> (dx .= prob.f(x, p)) | ||
| end | ||
| if lb isa Number | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hquadrature(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| else | ||
| val, err = Cubature.pquadrature(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| end | ||
| else | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hcubature(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| else | ||
| val, err = Cubature.pcubature(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| end | ||
| end | ||
| else | ||
| if isinplace(prob) | ||
| f = (x, dx) -> (prob.f(dx, x, p); dx) | ||
| else | ||
| f = (x, dx) -> (dx .= prob.f(x, p)) | ||
| end | ||
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| if lb isa Number | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hquadrature_v(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| else | ||
| val, err = Cubature.pquadrature_v(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| end | ||
| else | ||
| if alg isa CubatureJLh | ||
| val, err = Cubature.hcubature_v(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| else | ||
| val, err = Cubature.pcubature_v(nout, f, lb, ub; | ||
| reltol = reltol, abstol = abstol, | ||
| maxevals = maxiters, | ||
| error_norm = alg.error_norm) | ||
| end | ||
| end | ||
| end | ||
| end | ||
| SciMLBase.build_solution(prob, alg, val, err, retcode = ReturnCode.Success) | ||
| end | ||
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| end |
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