integrate_1d_gauss_kronrod.hpp

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#ifndef STAN_MATH_REV_FUNCTOR_INTEGRATE_1D_GAUSS_KRONROD_HPP
#define STAN_MATH_REV_FUNCTOR_INTEGRATE_1D_GAUSS_KRONROD_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/fun/value_of.hpp>
#include <stan/math/rev/functor/integrate_1d_adjoint.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/functor/integrate_1d_gauss_kronrod.hpp>
#include <cmath>
#include <ostream>
#include <vector>
 
namespace stan {
namespace math {
 
template <typename F, typename T_a, typename T_b, typename... Args,
          require_any_st_var<T_a, T_b, Args...> * = nullptr>
inline return_type_t<T_a, T_b, Args...> integrate_1d_gauss_kronrod_tol(
    const F &f, const T_a &a, const T_b &b, double relative_tolerance,
    double absolute_tolerance, int max_depth, std::ostream *msgs,
    const Args &... args) {
  static constexpr const char *function = "integrate_1d_gauss_kronrod";
  check_less_or_equal(function, "lower limit", a, b);
  check_nonnegative(function, "max_depth", max_depth);
  check_nonnegative(function, "absolute_tolerance", absolute_tolerance);
  return internal::integrate_1d_adjoint(
      function, f, a, b,
      [&](auto &&integrand) {
        return integrate_gk(std::forward<decltype(integrand)>(integrand),
                            value_of(a), value_of(b), relative_tolerance,
                            absolute_tolerance, max_depth);
      },
      msgs, args...);
}
 
template <typename F, typename T_a, typename T_b, typename... Args,
          require_any_st_var<T_a, T_b, Args...> * = nullptr>
inline return_type_t<T_a, T_b, Args...> integrate_1d_gauss_kronrod(
    const F &f, const T_a &a, const T_b &b, std::ostream *msgs,
    const Args &... args) {
  return integrate_1d_gauss_kronrod_tol(f, a, b, std::sqrt(EPSILON), 0.0,
                                        INTEGRATE_1D_GAUSS_KRONROD_MAX_DEPTH,
                                        msgs, args...);
}
 
}  // namespace math
}  // namespace stan
 
#endif