integration_gsl_wrapper

C++ wrapper for GSL numerical integration routines

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requirements

• c++20 for concepts type constraints
• cmake 3.9 for compiling included tests
• gnu scientific library 2.7 https://www.gnu.org/software/gsl/

about

This is a simple single header file wrapper for the adaptive GSL integration routines. Provides and templated integrate function for any univariate function, which is overloaded for complex type, as well as a version to do contour integrals.

header

integration.hpp

• contains a class which wraps the GSL initializations, as well as the primary user-callable functions to perform the integration. integrate(func, lower, upper, max_abs_err, max_rel_err, max_iter)

• an overloaded verion is included to perform contour integrals, in which the user creates a vector of points path which specify the vertices of a straight-line path. integrate(func, path, max_abs_err, max_rel_err, max_iter)

tests

In the src directory, a few test are included to illustrate the use of the wrapper

test_real_integrals.cpp

• few test cases of integrating real-valued univariate functions

test_complex_integral.cpp

• few test cases of integrating complex-valued univariate functions along the real line

test_contour_integral.cpp

• few test cases of integrating complex-valued univariate function along complex complex-valued contour

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compilation and building examples

Since this is a single header wrapper, simply include integration.hpp in your code and call the integrate functions. This wrapper was tested with g++11 on Mac OS X. The intel compiler as of the time of writing this, does not support concepts, which are necessary for type deduction for the numerical quadrature wrapper. To build the examples included, do the following:

1. clone repository, cd to root

2. run cmake: I do this from a script where I specify compilers

    mkdir build && cd build
    CC=/usr/local/bin/gcc-11 
    CXX=/usr/local/bin/g++-11 
    cmake ../
   

3. intsall tests: run make && make install, test executables are installed in bin in root.