1 files changed, 79 insertions, 0 deletions
diff --git a/src/boost/libs/random/test/integrate.hpp b/src/boost/libs/random/test/integrate.hpp
new file mode 100644
index 000000000..33766acd6
--- /dev/null
+++ b/src/boost/libs/random/test/integrate.hpp
@@ -0,0 +1,79 @@
+/* integrate.hpp header file
+ *
+ * Copyright Jens Maurer 2000
+ * Distributed under 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)
+ *
+ * $Id$
+ *
+ * Revision history
+ *   01 April 2001: Modified to use new <boost/limits.hpp> header. (JMaddock)
+ */
+
+#ifndef INTEGRATE_HPP
+#define INTEGRATE_HPP
+
+#include <boost/limits.hpp>
+
+template<class UnaryFunction>
+inline typename UnaryFunction::result_type 
+trapezoid(UnaryFunction f, typename UnaryFunction::argument_type a,
+          typename UnaryFunction::argument_type b, int n)
+{
+  typename UnaryFunction::result_type tmp = 0;
+  for(int i = 1; i <= n-1; ++i)
+    tmp += f(a+(b-a)/n*i);
+  return (b-a)/2/n * (f(a) + f(b) + 2*tmp);
+}
+
+template<class UnaryFunction>
+inline typename UnaryFunction::result_type 
+simpson(UnaryFunction f, typename UnaryFunction::argument_type a,
+        typename UnaryFunction::argument_type b, int n)
+{
+  typename UnaryFunction::result_type tmp1 = 0;
+  for(int i = 1; i <= n-1; ++i)
+    tmp1 += f(a+(b-a)/n*i);
+  typename UnaryFunction::result_type tmp2 = 0;
+  for(int i = 1; i <= n ; ++i)
+    tmp2 += f(a+(b-a)/2/n*(2*i-1));
+
+  return (b-a)/6/n * (f(a) + f(b) + 2*tmp1 + 4*tmp2);
+}
+
+// compute b so that f(b) = y; assume f is monotone increasing
+template<class UnaryFunction, class T>
+inline T
+invert_monotone_inc(UnaryFunction f, typename UnaryFunction::result_type y,
+                    T lower = -1,
+                    T upper = 1)
+{
+  while(upper-lower > 1e-6) {
+    double middle = (upper+lower)/2;
+    if(f(middle) > y)
+      upper = middle;
+    else
+      lower = middle;
+  }
+  return (upper+lower)/2;
+}
+
+// compute b so that  I(f(x), a, b) == y
+template<class UnaryFunction>
+inline typename UnaryFunction::argument_type
+quantil(UnaryFunction f, typename UnaryFunction::argument_type a,
+        typename UnaryFunction::result_type y,
+        typename UnaryFunction::argument_type step)
+{
+  typedef typename UnaryFunction::result_type result_type;
+  if(y >= 1.0)
+    return std::numeric_limits<result_type>::infinity();
+  typename UnaryFunction::argument_type b = a;
+  for(result_type result = 0; result < y; b += step)
+    result += step*f(b);
+  return b;
+}
+
+
+#endif /* INTEGRATE_HPP */