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1/*2 * Copyright Nick Thompson, 20203 * Use, modification and distribution are subject to the4 * Boost Software License, Version 1.0. (See accompanying file5 * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)6 */7#ifndef BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP8#define BOOST_MATH_QUADRATURE_WAVELET_TRANSFORMS_HPP9#include <boost/math/special_functions/daubechies_wavelet.hpp>10#include <boost/math/quadrature/trapezoidal.hpp>11 12namespace boost::math::quadrature {13 14template<class F, typename Real, int p>15class daubechies_wavelet_transform16{17public:18 daubechies_wavelet_transform(F f, int grid_refinements = -1, Real tol = 100*std::numeric_limits<Real>::epsilon(),19 int max_refinements = 12) : f_{f}, psi_(grid_refinements), tol_{tol}, max_refinements_{max_refinements}20 {}21 22 daubechies_wavelet_transform(F f, boost::math::daubechies_wavelet<Real, p> wavelet, Real tol = 100*std::numeric_limits<Real>::epsilon(),23 int max_refinements = 12) : f_{f}, psi_{wavelet}, tol_{tol}, max_refinements_{max_refinements}24 {}25 26 auto operator()(Real s, Real t) const ->decltype(std::declval<F>()(std::declval<Real>()))27 {28 using std::sqrt;29 using std::abs;30 using boost::math::quadrature::trapezoidal;31 auto g = [&] (Real u) {32 return f_(s*u+t)*psi_(u);33 };34 auto [a,b] = psi_.support();35 return sqrt(abs(s))*trapezoidal(g, a, b, tol_, max_refinements_);36 }37 38private:39 F f_;40 boost::math::daubechies_wavelet<Real, p> psi_;41 Real tol_;42 int max_refinements_;43};44 45 46}47#endif48