PageRenderTime 82ms CodeModel.GetById 24ms RepoModel.GetById 0ms app.codeStats 1ms

/doc/html/quadpack_8f90_source.html

http://github.com/ixkael/3DEX
HTML | 6448 lines | 6446 code | 0 blank | 2 comment | 0 complexity | 491d26045f44fbf5f60793ebf32a1fb0 MD5 | raw file
Possible License(s): LGPL-3.0

Large files files are truncated, but you can click here to view the full file

  1. <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
  2. <html xmlns="http://www.w3.org/1999/xhtml">
  3. <head>
  4. <meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
  5. <title>3DEX: /Users/bl/Dropbox/3DEX/src/f90/external/quadpack.f90 Source File</title>
  6. <link href="tabs.css" rel="stylesheet" type="text/css"/>
  7. <link href="search/search.css" rel="stylesheet" type="text/css"/>
  8. <script type="text/javascript" src="search/search.js"></script>
  9. <link href="doxygen.css" rel="stylesheet" type="text/css"/>
  10. </head>
  11. <body onload='searchBox.OnSelectItem(0);'>
  12. <!-- Generated by Doxygen 1.7.4 -->
  13. <script type="text/javascript"><!--
  14. var searchBox = new SearchBox("searchBox", "search",false,'Search');
  15. --></script>
  16. <div id="top">
  17. <div id="titlearea">
  18. <table cellspacing="0" cellpadding="0">
  19. <tbody>
  20. <tr style="height: 56px;">
  21. <td style="padding-left: 0.5em;">
  22. <div id="projectname">3DEX&#160;<span id="projectnumber">1.0</span></div>
  23. <div id="projectbrief">Three-dimensional Fourier-Bessel decomposition</div>
  24. </td>
  25. </tr>
  26. </tbody>
  27. </table>
  28. </div>
  29. <div id="navrow1" class="tabs">
  30. <ul class="tablist">
  31. <li><a href="index.html"><span>Main&#160;Page</span></a></li>
  32. <li><a href="pages.html"><span>Related&#160;Pages</span></a></li>
  33. <li><a href="namespaces.html"><span>Modules</span></a></li>
  34. <li><a href="annotated.html"><span>Data&#160;Types&#160;List</span></a></li>
  35. <li class="current"><a href="files.html"><span>Files</span></a></li>
  36. <li id="searchli">
  37. <div id="MSearchBox" class="MSearchBoxInactive">
  38. <span class="left">
  39. <img id="MSearchSelect" src="search/mag_sel.png"
  40. onmouseover="return searchBox.OnSearchSelectShow()"
  41. onmouseout="return searchBox.OnSearchSelectHide()"
  42. alt=""/>
  43. <input type="text" id="MSearchField" value="Search" accesskey="S"
  44. onfocus="searchBox.OnSearchFieldFocus(true)"
  45. onblur="searchBox.OnSearchFieldFocus(false)"
  46. onkeyup="searchBox.OnSearchFieldChange(event)"/>
  47. </span><span class="right">
  48. <a id="MSearchClose" href="javascript:searchBox.CloseResultsWindow()"><img id="MSearchCloseImg" border="0" src="search/close.png" alt=""/></a>
  49. </span>
  50. </div>
  51. </li>
  52. </ul>
  53. </div>
  54. <div id="navrow2" class="tabs2">
  55. <ul class="tablist">
  56. <li><a href="files.html"><span>File&#160;List</span></a></li>
  57. <li><a href="globals.html"><span>File&#160;Members</span></a></li>
  58. </ul>
  59. </div>
  60. <div class="header">
  61. <div class="headertitle">
  62. <div class="title">/Users/bl/Dropbox/3DEX/src/f90/external/quadpack.f90</div> </div>
  63. </div>
  64. <div class="contents">
  65. <a href="quadpack_8f90.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a><a class="code" href="quadpack_8f90.html#a44906a25a31588f7e4f41f0e5253193a">00001</a> <span class="keyword">subroutine </span><a class="code" href="quadpack_8f90.html#a44906a25a31588f7e4f41f0e5253193a">qag</a> ( f, a, b, epsabs, epsrel, key, result, abserr, neval, ier )
  66. <a name="l00002"></a>00002
  67. <a name="l00003"></a>00003 <span class="comment">!*****************************************************************************80</span>
  68. <a name="l00004"></a>00004 <span class="comment">!</span>
  69. <a name="l00005"></a>00005 <span class="comment">!! QAG approximates an integral over a finite interval.</span>
  70. <a name="l00006"></a>00006 <span class="comment">!</span>
  71. <a name="l00007"></a>00007 <span class="comment">! Discussion:</span>
  72. <a name="l00008"></a>00008 <span class="comment">!</span>
  73. <a name="l00009"></a>00009 <span class="comment">! The routine calculates an approximation RESULT to a definite integral </span>
  74. <a name="l00010"></a>00010 <span class="comment">! I = integral of F over (A,B),</span>
  75. <a name="l00011"></a>00011 <span class="comment">! hopefully satisfying</span>
  76. <a name="l00012"></a>00012 <span class="comment">! || I - RESULT || &lt;= max ( EPSABS, EPSREL * ||I|| ).</span>
  77. <a name="l00013"></a>00013 <span class="comment">!</span>
  78. <a name="l00014"></a>00014 <span class="comment">! QAG is a simple globally adaptive integrator using the strategy of </span>
  79. <a name="l00015"></a>00015 <span class="comment">! Aind (Piessens, 1973). It is possible to choose between 6 pairs of</span>
  80. <a name="l00016"></a>00016 <span class="comment">! Gauss-Kronrod quadrature formulae for the rule evaluation component. </span>
  81. <a name="l00017"></a>00017 <span class="comment">! The pairs of high degree of precision are suitable for handling</span>
  82. <a name="l00018"></a>00018 <span class="comment">! integration difficulties due to a strongly oscillating integrand.</span>
  83. <a name="l00019"></a>00019 <span class="comment">!</span>
  84. <a name="l00020"></a>00020 <span class="comment">! Author:</span>
  85. <a name="l00021"></a>00021 <span class="comment">!</span>
  86. <a name="l00022"></a>00022 <span class="comment">! Robert Piessens, Elise de Doncker-Kapenger, </span>
  87. <a name="l00023"></a>00023 <span class="comment">! Christian Ueberhuber, David Kahaner</span>
  88. <a name="l00024"></a>00024 <span class="comment">!</span>
  89. <a name="l00025"></a>00025 <span class="comment">! Reference:</span>
  90. <a name="l00026"></a>00026 <span class="comment">!</span>
  91. <a name="l00027"></a>00027 <span class="comment">! Robert Piessens, Elise de Doncker-Kapenger, </span>
  92. <a name="l00028"></a>00028 <span class="comment">! Christian Ueberhuber, David Kahaner,</span>
  93. <a name="l00029"></a>00029 <span class="comment">! QUADPACK, a Subroutine Package for Automatic Integration,</span>
  94. <a name="l00030"></a>00030 <span class="comment">! Springer Verlag, 1983</span>
  95. <a name="l00031"></a>00031 <span class="comment">!</span>
  96. <a name="l00032"></a>00032 <span class="comment">! Parameters:</span>
  97. <a name="l00033"></a>00033 <span class="comment">!</span>
  98. <a name="l00034"></a>00034 <span class="comment">! Input, external real F, the name of the function routine, of the form</span>
  99. <a name="l00035"></a>00035 <span class="comment">! function f ( x )</span>
  100. <a name="l00036"></a>00036 <span class="comment">! real f</span>
  101. <a name="l00037"></a>00037 <span class="comment">! real x</span>
  102. <a name="l00038"></a>00038 <span class="comment">! which evaluates the integrand function.</span>
  103. <a name="l00039"></a>00039 <span class="comment">!</span>
  104. <a name="l00040"></a>00040 <span class="comment">! Input, real A, B, the limits of integration.</span>
  105. <a name="l00041"></a>00041 <span class="comment">!</span>
  106. <a name="l00042"></a>00042 <span class="comment">! Input, real EPSABS, EPSREL, the absolute and relative accuracy requested.</span>
  107. <a name="l00043"></a>00043 <span class="comment">!</span>
  108. <a name="l00044"></a>00044 <span class="comment">! Input, integer KEY, chooses the order of the local integration rule:</span>
  109. <a name="l00045"></a>00045 <span class="comment">! 1, 7 Gauss points, 15 Gauss-Kronrod points,</span>
  110. <a name="l00046"></a>00046 <span class="comment">! 2, 10 Gauss points, 21 Gauss-Kronrod points,</span>
  111. <a name="l00047"></a>00047 <span class="comment">! 3, 15 Gauss points, 31 Gauss-Kronrod points,</span>
  112. <a name="l00048"></a>00048 <span class="comment">! 4, 20 Gauss points, 41 Gauss-Kronrod points,</span>
  113. <a name="l00049"></a>00049 <span class="comment">! 5, 25 Gauss points, 51 Gauss-Kronrod points,</span>
  114. <a name="l00050"></a>00050 <span class="comment">! 6, 30 Gauss points, 61 Gauss-Kronrod points.</span>
  115. <a name="l00051"></a>00051 <span class="comment">!</span>
  116. <a name="l00052"></a>00052 <span class="comment">! Output, real RESULT, the estimated value of the integral.</span>
  117. <a name="l00053"></a>00053 <span class="comment">!</span>
  118. <a name="l00054"></a>00054 <span class="comment">! Output, real ABSERR, an estimate of || I - RESULT ||.</span>
  119. <a name="l00055"></a>00055 <span class="comment">!</span>
  120. <a name="l00056"></a>00056 <span class="comment">! Output, integer NEVAL, the number of times the integral was evaluated.</span>
  121. <a name="l00057"></a>00057 <span class="comment">!</span>
  122. <a name="l00058"></a>00058 <span class="comment">! Output, integer IER, return code.</span>
  123. <a name="l00059"></a>00059 <span class="comment">! 0, normal and reliable termination of the routine. It is assumed that the </span>
  124. <a name="l00060"></a>00060 <span class="comment">! requested accuracy has been achieved.</span>
  125. <a name="l00061"></a>00061 <span class="comment">! 1, maximum number of subdivisions allowed has been achieved. One can </span>
  126. <a name="l00062"></a>00062 <span class="comment">! allow more subdivisions by increasing the value of LIMIT in QAG. </span>
  127. <a name="l00063"></a>00063 <span class="comment">! However, if this yields no improvement it is advised to analyze the</span>
  128. <a name="l00064"></a>00064 <span class="comment">! integrand to determine the integration difficulties. If the position</span>
  129. <a name="l00065"></a>00065 <span class="comment">! of a local difficulty can be determined, such as a singularity or</span>
  130. <a name="l00066"></a>00066 <span class="comment">! discontinuity within the interval) one will probably gain from </span>
  131. <a name="l00067"></a>00067 <span class="comment">! splitting up the interval at this point and calling the integrator </span>
  132. <a name="l00068"></a>00068 <span class="comment">! on the subranges. If possible, an appropriate special-purpose </span>
  133. <a name="l00069"></a>00069 <span class="comment">! integrator should be used which is designed for handling the type </span>
  134. <a name="l00070"></a>00070 <span class="comment">! of difficulty involved.</span>
  135. <a name="l00071"></a>00071 <span class="comment">! 2, the occurrence of roundoff error is detected, which prevents the</span>
  136. <a name="l00072"></a>00072 <span class="comment">! requested tolerance from being achieved.</span>
  137. <a name="l00073"></a>00073 <span class="comment">! 3, extremely bad integrand behavior occurs at some points of the</span>
  138. <a name="l00074"></a>00074 <span class="comment">! integration interval.</span>
  139. <a name="l00075"></a>00075 <span class="comment">! 6, the input is invalid, because EPSABS &lt; 0 and EPSREL &lt; 0.</span>
  140. <a name="l00076"></a>00076 <span class="comment">!</span>
  141. <a name="l00077"></a>00077 <span class="comment">! Local parameters:</span>
  142. <a name="l00078"></a>00078 <span class="comment">!</span>
  143. <a name="l00079"></a>00079 <span class="comment">! LIMIT is the maximum number of subintervals allowed in</span>
  144. <a name="l00080"></a>00080 <span class="comment">! the subdivision process of QAGE.</span>
  145. <a name="l00081"></a>00081 <span class="comment">!</span>
  146. <a name="l00082"></a>00082 <span class="keyword">implicit none</span>
  147. <a name="l00083"></a>00083
  148. <a name="l00084"></a>00084 <span class="keywordtype">integer</span>, <span class="keywordtype">parameter</span> :: limit = 500
  149. <a name="l00085"></a>00085
  150. <a name="l00086"></a>00086 <span class="keywordtype">real</span> a
  151. <a name="l00087"></a>00087 <span class="keywordtype">real</span> abserr
  152. <a name="l00088"></a>00088 <span class="keywordtype">real</span> alist(limit)
  153. <a name="l00089"></a>00089 <span class="keywordtype">real</span> b
  154. <a name="l00090"></a>00090 <span class="keywordtype">real</span> blist(limit)
  155. <a name="l00091"></a>00091 <span class="keywordtype">real</span> elist(limit)
  156. <a name="l00092"></a>00092 <span class="keywordtype">real</span> epsabs
  157. <a name="l00093"></a>00093 <span class="keywordtype">real</span> epsrel
  158. <a name="l00094"></a>00094 <span class="keywordtype">real</span>, <span class="keywordtype">external</span> :: f
  159. <a name="l00095"></a>00095 <span class="keywordtype">integer</span> ier
  160. <a name="l00096"></a>00096 <span class="keywordtype">integer</span> iord(limit)
  161. <a name="l00097"></a>00097 <span class="keywordtype">integer</span> key
  162. <a name="l00098"></a>00098 <span class="keywordtype">integer</span> last
  163. <a name="l00099"></a>00099 <span class="keywordtype">integer</span> neval
  164. <a name="l00100"></a>00100 <span class="keywordtype">real</span> result
  165. <a name="l00101"></a>00101 <span class="keywordtype">real</span> rlist(limit)
  166. <a name="l00102"></a>00102
  167. <a name="l00103"></a>00103 call <a class="code" href="quadpack_8f90.html#ab602437c218a2c74d6a13f9462f98854">qage </a>( f, a, b, epsabs, epsrel, key, limit, result, abserr, neval, &amp;
  168. <a name="l00104"></a>00104 ier, alist, blist, rlist, elist, iord, last )
  169. <a name="l00105"></a>00105
  170. <a name="l00106"></a>00106 return
  171. <a name="l00107"></a>00107 <span class="keyword">end</span>
  172. <a name="l00108"></a><a class="code" href="quadpack_8f90.html#ab602437c218a2c74d6a13f9462f98854">00108</a> <span class="keyword">subroutine </span><a class="code" href="quadpack_8f90.html#ab602437c218a2c74d6a13f9462f98854">qage</a> ( f, a, b, epsabs, epsrel, key, limit, result, abserr, neval, &amp;
  173. <a name="l00109"></a>00109 ier, alist, blist, rlist, elist, iord, last )
  174. <a name="l00110"></a>00110
  175. <a name="l00111"></a>00111 <span class="comment">!*****************************************************************************80</span>
  176. <a name="l00112"></a>00112 <span class="comment">!</span>
  177. <a name="l00113"></a>00113 <span class="comment">!! QAGE estimates a definite integral.</span>
  178. <a name="l00114"></a>00114 <span class="comment">!</span>
  179. <a name="l00115"></a>00115 <span class="comment">! Discussion:</span>
  180. <a name="l00116"></a>00116 <span class="comment">!</span>
  181. <a name="l00117"></a>00117 <span class="comment">! The routine calculates an approximation RESULT to a definite integral </span>
  182. <a name="l00118"></a>00118 <span class="comment">! I = integral of F over (A,B),</span>
  183. <a name="l00119"></a>00119 <span class="comment">! hopefully satisfying</span>
  184. <a name="l00120"></a>00120 <span class="comment">! || I - RESULT || &lt;= max ( EPSABS, EPSREL * ||I|| ).</span>
  185. <a name="l00121"></a>00121 <span class="comment">!</span>
  186. <a name="l00122"></a>00122 <span class="comment">! Author:</span>
  187. <a name="l00123"></a>00123 <span class="comment">!</span>
  188. <a name="l00124"></a>00124 <span class="comment">! Robert Piessens, Elise de Doncker-Kapenger, </span>
  189. <a name="l00125"></a>00125 <span class="comment">! Christian Ueberhuber, David Kahaner</span>
  190. <a name="l00126"></a>00126 <span class="comment">!</span>
  191. <a name="l00127"></a>00127 <span class="comment">! Reference:</span>
  192. <a name="l00128"></a>00128 <span class="comment">!</span>
  193. <a name="l00129"></a>00129 <span class="comment">! Robert Piessens, Elise de Doncker-Kapenger, </span>
  194. <a name="l00130"></a>00130 <span class="comment">! Christian Ueberhuber, David Kahaner,</span>
  195. <a name="l00131"></a>00131 <span class="comment">! QUADPACK, a Subroutine Package for Automatic Integration,</span>
  196. <a name="l00132"></a>00132 <span class="comment">! Springer Verlag, 1983</span>
  197. <a name="l00133"></a>00133 <span class="comment">!</span>
  198. <a name="l00134"></a>00134 <span class="comment">! Parameters:</span>
  199. <a name="l00135"></a>00135 <span class="comment">!</span>
  200. <a name="l00136"></a>00136 <span class="comment">! Input, external real F, the name of the function routine, of the form</span>
  201. <a name="l00137"></a>00137 <span class="comment">! function f ( x )</span>
  202. <a name="l00138"></a>00138 <span class="comment">! real f</span>
  203. <a name="l00139"></a>00139 <span class="comment">! real x</span>
  204. <a name="l00140"></a>00140 <span class="comment">! which evaluates the integrand function.</span>
  205. <a name="l00141"></a>00141 <span class="comment">!</span>
  206. <a name="l00142"></a>00142 <span class="comment">! Input, real A, B, the limits of integration.</span>
  207. <a name="l00143"></a>00143 <span class="comment">!</span>
  208. <a name="l00144"></a>00144 <span class="comment">! Input, real EPSABS, EPSREL, the absolute and relative accuracy requested.</span>
  209. <a name="l00145"></a>00145 <span class="comment">!</span>
  210. <a name="l00146"></a>00146 <span class="comment">! Input, integer KEY, chooses the order of the local integration rule:</span>
  211. <a name="l00147"></a>00147 <span class="comment">! 1, 7 Gauss points, 15 Gauss-Kronrod points,</span>
  212. <a name="l00148"></a>00148 <span class="comment">! 2, 10 Gauss points, 21 Gauss-Kronrod points,</span>
  213. <a name="l00149"></a>00149 <span class="comment">! 3, 15 Gauss points, 31 Gauss-Kronrod points,</span>
  214. <a name="l00150"></a>00150 <span class="comment">! 4, 20 Gauss points, 41 Gauss-Kronrod points,</span>
  215. <a name="l00151"></a>00151 <span class="comment">! 5, 25 Gauss points, 51 Gauss-Kronrod points,</span>
  216. <a name="l00152"></a>00152 <span class="comment">! 6, 30 Gauss points, 61 Gauss-Kronrod points.</span>
  217. <a name="l00153"></a>00153 <span class="comment">!</span>
  218. <a name="l00154"></a>00154 <span class="comment">! Input, integer LIMIT, the maximum number of subintervals that</span>
  219. <a name="l00155"></a>00155 <span class="comment">! can be used.</span>
  220. <a name="l00156"></a>00156 <span class="comment">!</span>
  221. <a name="l00157"></a>00157 <span class="comment">! Output, real RESULT, the estimated value of the integral.</span>
  222. <a name="l00158"></a>00158 <span class="comment">!</span>
  223. <a name="l00159"></a>00159 <span class="comment">! Output, real ABSERR, an estimate of || I - RESULT ||.</span>
  224. <a name="l00160"></a>00160 <span class="comment">!</span>
  225. <a name="l00161"></a>00161 <span class="comment">! Output, integer NEVAL, the number of times the integral was evaluated.</span>
  226. <a name="l00162"></a>00162 <span class="comment">!</span>
  227. <a name="l00163"></a>00163 <span class="comment">! Output, integer IER, return code.</span>
  228. <a name="l00164"></a>00164 <span class="comment">! 0, normal and reliable termination of the routine. It is assumed that the </span>
  229. <a name="l00165"></a>00165 <span class="comment">! requested accuracy has been achieved.</span>
  230. <a name="l00166"></a>00166 <span class="comment">! 1, maximum number of subdivisions allowed has been achieved. One can </span>
  231. <a name="l00167"></a>00167 <span class="comment">! allow more subdivisions by increasing the value of LIMIT in QAG. </span>
  232. <a name="l00168"></a>00168 <span class="comment">! However, if this yields no improvement it is advised to analyze the</span>
  233. <a name="l00169"></a>00169 <span class="comment">! integrand to determine the integration difficulties. If the position</span>
  234. <a name="l00170"></a>00170 <span class="comment">! of a local difficulty can be determined, such as a singularity or</span>
  235. <a name="l00171"></a>00171 <span class="comment">! discontinuity within the interval) one will probably gain from </span>
  236. <a name="l00172"></a>00172 <span class="comment">! splitting up the interval at this point and calling the integrator </span>
  237. <a name="l00173"></a>00173 <span class="comment">! on the subranges. If possible, an appropriate special-purpose </span>
  238. <a name="l00174"></a>00174 <span class="comment">! integrator should be used which is designed for handling the type </span>
  239. <a name="l00175"></a>00175 <span class="comment">! of difficulty involved.</span>
  240. <a name="l00176"></a>00176 <span class="comment">! 2, the occurrence of roundoff error is detected, which prevents the</span>
  241. <a name="l00177"></a>00177 <span class="comment">! requested tolerance from being achieved.</span>
  242. <a name="l00178"></a>00178 <span class="comment">! 3, extremely bad integrand behavior occurs at some points of the</span>
  243. <a name="l00179"></a>00179 <span class="comment">! integration interval.</span>
  244. <a name="l00180"></a>00180 <span class="comment">! 6, the input is invalid, because EPSABS &lt; 0 and EPSREL &lt; 0.</span>
  245. <a name="l00181"></a>00181 <span class="comment">!</span>
  246. <a name="l00182"></a>00182 <span class="comment">! Workspace, real ALIST(LIMIT), BLIST(LIMIT), contains in entries 1 </span>
  247. <a name="l00183"></a>00183 <span class="comment">! through LAST the left and right ends of the partition subintervals.</span>
  248. <a name="l00184"></a>00184 <span class="comment">!</span>
  249. <a name="l00185"></a>00185 <span class="comment">! Workspace, real RLIST(LIMIT), contains in entries 1 through LAST</span>
  250. <a name="l00186"></a>00186 <span class="comment">! the integral approximations on the subintervals.</span>
  251. <a name="l00187"></a>00187 <span class="comment">!</span>
  252. <a name="l00188"></a>00188 <span class="comment">! Workspace, real ELIST(LIMIT), contains in entries 1 through LAST</span>
  253. <a name="l00189"></a>00189 <span class="comment">! the absolute error estimates on the subintervals.</span>
  254. <a name="l00190"></a>00190 <span class="comment">!</span>
  255. <a name="l00191"></a>00191 <span class="comment">! Output, integer IORD(LIMIT), the first K elements of which are pointers </span>
  256. <a name="l00192"></a>00192 <span class="comment">! to the error estimates over the subintervals, such that</span>
  257. <a name="l00193"></a>00193 <span class="comment">! elist(iord(1)), ..., elist(iord(k)) form a decreasing sequence, with</span>
  258. <a name="l00194"></a>00194 <span class="comment">! k = last if last &lt;= (limit/2+2), and k = limit+1-last otherwise.</span>
  259. <a name="l00195"></a>00195 <span class="comment">!</span>
  260. <a name="l00196"></a>00196 <span class="comment">! Output, integer LAST, the number of subintervals actually produced </span>
  261. <a name="l00197"></a>00197 <span class="comment">! in the subdivision process.</span>
  262. <a name="l00198"></a>00198 <span class="comment">!</span>
  263. <a name="l00199"></a>00199 <span class="comment">! Local parameters:</span>
  264. <a name="l00200"></a>00200 <span class="comment">!</span>
  265. <a name="l00201"></a>00201 <span class="comment">! alist - list of left end points of all subintervals</span>
  266. <a name="l00202"></a>00202 <span class="comment">! considered up to now</span>
  267. <a name="l00203"></a>00203 <span class="comment">! blist - list of right end points of all subintervals</span>
  268. <a name="l00204"></a>00204 <span class="comment">! considered up to now</span>
  269. <a name="l00205"></a>00205 <span class="comment">! elist(i) - error estimate applying to rlist(i)</span>
  270. <a name="l00206"></a>00206 <span class="comment">! maxerr - pointer to the interval with largest error estimate</span>
  271. <a name="l00207"></a>00207 <span class="comment">! errmax - elist(maxerr)</span>
  272. <a name="l00208"></a>00208 <span class="comment">! area - sum of the integrals over the subintervals</span>
  273. <a name="l00209"></a>00209 <span class="comment">! errsum - sum of the errors over the subintervals</span>
  274. <a name="l00210"></a>00210 <span class="comment">! errbnd - requested accuracy max(epsabs,epsrel*abs(result))</span>
  275. <a name="l00211"></a>00211 <span class="comment">! *****1 - variable for the left subinterval</span>
  276. <a name="l00212"></a>00212 <span class="comment">! *****2 - variable for the right subinterval</span>
  277. <a name="l00213"></a>00213 <span class="comment">! last - index for subdivision</span>
  278. <a name="l00214"></a>00214 <span class="comment">!</span>
  279. <a name="l00215"></a>00215 <span class="keyword">implicit none</span>
  280. <a name="l00216"></a>00216
  281. <a name="l00217"></a>00217 <span class="keywordtype">integer</span> limit
  282. <a name="l00218"></a>00218
  283. <a name="l00219"></a>00219 <span class="keywordtype">real</span> a
  284. <a name="l00220"></a>00220 <span class="keywordtype">real</span> abserr
  285. <a name="l00221"></a>00221 <span class="keywordtype">real</span> alist(limit)
  286. <a name="l00222"></a>00222 <span class="keywordtype">real</span> area
  287. <a name="l00223"></a>00223 <span class="keywordtype">real</span> area1
  288. <a name="l00224"></a>00224 <span class="keywordtype">real</span> area12
  289. <a name="l00225"></a>00225 <span class="keywordtype">real</span> area2
  290. <a name="l00226"></a>00226 <span class="keywordtype">real</span> a1
  291. <a name="l00227"></a>00227 <span class="keywordtype">real</span> a2
  292. <a name="l00228"></a>00228 <span class="keywordtype">real</span> b
  293. <a name="l00229"></a>00229 <span class="keywordtype">real</span> blist(limit)
  294. <a name="l00230"></a>00230 <span class="keywordtype">real</span> b1
  295. <a name="l00231"></a>00231 <span class="keywordtype">real</span> b2
  296. <a name="l00232"></a>00232 <span class="keywordtype">real</span> c
  297. <a name="l00233"></a>00233 <span class="keywordtype">real</span> defabs
  298. <a name="l00234"></a>00234 <span class="keywordtype">real</span> defab1
  299. <a name="l00235"></a>00235 <span class="keywordtype">real</span> defab2
  300. <a name="l00236"></a>00236 <span class="keywordtype">real</span> elist(limit)
  301. <a name="l00237"></a>00237 <span class="keywordtype">real</span> epsabs
  302. <a name="l00238"></a>00238 <span class="keywordtype">real</span> epsrel
  303. <a name="l00239"></a>00239 <span class="keywordtype">real</span> errbnd
  304. <a name="l00240"></a>00240 <span class="keywordtype">real</span> errmax
  305. <a name="l00241"></a>00241 <span class="keywordtype">real</span> error1
  306. <a name="l00242"></a>00242 <span class="keywordtype">real</span> error2
  307. <a name="l00243"></a>00243 <span class="keywordtype">real</span> erro12
  308. <a name="l00244"></a>00244 <span class="keywordtype">real</span> errsum
  309. <a name="l00245"></a>00245 <span class="keywordtype">real</span>, <span class="keywordtype">external</span> :: f
  310. <a name="l00246"></a>00246 <span class="keywordtype">integer</span> ier
  311. <a name="l00247"></a>00247 <span class="keywordtype">integer</span> iord(limit)
  312. <a name="l00248"></a>00248 <span class="keywordtype">integer</span> iroff1
  313. <a name="l00249"></a>00249 <span class="keywordtype">integer</span> iroff2
  314. <a name="l00250"></a>00250 <span class="keywordtype">integer</span> key
  315. <a name="l00251"></a>00251 <span class="keywordtype">integer</span> keyf
  316. <a name="l00252"></a>00252 <span class="keywordtype">integer</span> last
  317. <a name="l00253"></a>00253 <span class="keywordtype">integer</span> maxerr
  318. <a name="l00254"></a>00254 <span class="keywordtype">integer</span> neval
  319. <a name="l00255"></a>00255 <span class="keywordtype">integer</span> nrmax
  320. <a name="l00256"></a>00256 <span class="keywordtype">real</span> resabs
  321. <a name="l00257"></a>00257 <span class="keywordtype">real</span> result
  322. <a name="l00258"></a>00258 <span class="keywordtype">real</span> rlist(limit)
  323. <a name="l00259"></a>00259 <span class="comment">!</span>
  324. <a name="l00260"></a>00260 <span class="comment">! Test on validity of parameters.</span>
  325. <a name="l00261"></a>00261 <span class="comment">!</span>
  326. <a name="l00262"></a>00262 ier = 0
  327. <a name="l00263"></a>00263 neval = 0
  328. <a name="l00264"></a>00264 last = 0
  329. <a name="l00265"></a>00265 result = 0.0e+00
  330. <a name="l00266"></a>00266 abserr = 0.0e+00
  331. <a name="l00267"></a>00267 alist(1) = a
  332. <a name="l00268"></a>00268 blist(1) = b
  333. <a name="l00269"></a>00269 rlist(1) = 0.0e+00
  334. <a name="l00270"></a>00270 elist(1) = 0.0e+00
  335. <a name="l00271"></a>00271 iord(1) = 0
  336. <a name="l00272"></a>00272
  337. <a name="l00273"></a>00273 <span class="keyword">if</span> ( epsabs &lt; 0.0e+00 .and. epsrel &lt; 0.0e+00 ) <span class="keyword">then</span>
  338. <a name="l00274"></a>00274 ier = 6
  339. <a name="l00275"></a>00275 return
  340. <a name="l00276"></a>00276 <span class="keyword">end if</span>
  341. <a name="l00277"></a>00277 <span class="comment">!</span>
  342. <a name="l00278"></a>00278 <span class="comment">! First approximation to the integral.</span>
  343. <a name="l00279"></a>00279 <span class="comment">!</span>
  344. <a name="l00280"></a>00280 keyf = key
  345. <a name="l00281"></a>00281 keyf = max ( keyf, 1 )
  346. <a name="l00282"></a>00282 keyf = min ( keyf, 6 )
  347. <a name="l00283"></a>00283
  348. <a name="l00284"></a>00284 c = keyf
  349. <a name="l00285"></a>00285 neval = 0
  350. <a name="l00286"></a>00286
  351. <a name="l00287"></a>00287 <span class="keyword">if</span> ( keyf == 1 ) <span class="keyword">then</span>
  352. <a name="l00288"></a>00288 call <a class="code" href="quadpack_8f90.html#a1722ad5ba07cec52d38c9ebf9df80a2d">qk15 </a>( f, a, b, result, abserr, defabs, resabs )
  353. <a name="l00289"></a>00289 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 2 ) <span class="keyword">then</span>
  354. <a name="l00290"></a>00290 call <a class="code" href="quadpack_8f90.html#a27241a527b249e9de59a5ed6bee5f805">qk21 </a>( f, a, b, result, abserr, defabs, resabs )
  355. <a name="l00291"></a>00291 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 3 ) <span class="keyword">then</span>
  356. <a name="l00292"></a>00292 call <a class="code" href="quadpack_8f90.html#aded2e8dd2218fbd159b78c0e8975a4cd">qk31 </a>( f, a, b, result, abserr, defabs, resabs )
  357. <a name="l00293"></a>00293 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 4 ) <span class="keyword">then</span>
  358. <a name="l00294"></a>00294 call <a class="code" href="quadpack_8f90.html#aface4edf24710a0b323f5aaeb6bdec34">qk41 </a>( f, a, b, result, abserr, defabs, resabs )
  359. <a name="l00295"></a>00295 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 5 ) <span class="keyword">then</span>
  360. <a name="l00296"></a>00296 call <a class="code" href="quadpack_8f90.html#a73edb4987a87a40ebf4731ab63d7f03e">qk51 </a>( f, a, b, result, abserr, defabs, resabs )
  361. <a name="l00297"></a>00297 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 6 ) <span class="keyword">then</span>
  362. <a name="l00298"></a>00298 call <a class="code" href="quadpack_8f90.html#acb4a48f5e54a2c5f951d0828e8f8146d">qk61 </a>( f, a, b, result, abserr, defabs, resabs )
  363. <a name="l00299"></a>00299 <span class="keyword">end if</span>
  364. <a name="l00300"></a>00300
  365. <a name="l00301"></a>00301 last = 1
  366. <a name="l00302"></a>00302 rlist(1) = result
  367. <a name="l00303"></a>00303 elist(1) = abserr
  368. <a name="l00304"></a>00304 iord(1) = 1
  369. <a name="l00305"></a>00305 <span class="comment">!</span>
  370. <a name="l00306"></a>00306 <span class="comment">! Test on accuracy.</span>
  371. <a name="l00307"></a>00307 <span class="comment">!</span>
  372. <a name="l00308"></a>00308 errbnd = max ( epsabs, epsrel * abs ( result ) )
  373. <a name="l00309"></a>00309
  374. <a name="l00310"></a>00310 <span class="keyword">if</span> ( abserr &lt;= 5.0e+01 * epsilon ( defabs ) * defabs .and. &amp;
  375. <a name="l00311"></a>00311 errbnd &lt; abserr ) <span class="keyword">then</span>
  376. <a name="l00312"></a>00312 ier = 2
  377. <a name="l00313"></a>00313 <span class="keyword">end if</span>
  378. <a name="l00314"></a>00314
  379. <a name="l00315"></a>00315 <span class="keyword">if</span> ( limit == 1 ) <span class="keyword">then</span>
  380. <a name="l00316"></a>00316 ier = 1
  381. <a name="l00317"></a>00317 <span class="keyword">end if</span>
  382. <a name="l00318"></a>00318
  383. <a name="l00319"></a>00319 <span class="keyword">if</span> ( ier /= 0 .or. &amp;
  384. <a name="l00320"></a>00320 ( abserr &lt;= errbnd .and. abserr /= resabs ) .or. &amp;
  385. <a name="l00321"></a>00321 abserr == 0.0e+00 ) <span class="keyword">then</span>
  386. <a name="l00322"></a>00322
  387. <a name="l00323"></a>00323 <span class="keyword">if</span> ( keyf /= 1 ) <span class="keyword">then</span>
  388. <a name="l00324"></a>00324 neval = (10*keyf+1) * (2*neval+1)
  389. <a name="l00325"></a>00325 <span class="keyword">else</span>
  390. <a name="l00326"></a>00326 neval = 30 * neval + 15
  391. <a name="l00327"></a>00327 <span class="keyword">end if</span>
  392. <a name="l00328"></a>00328
  393. <a name="l00329"></a>00329 return
  394. <a name="l00330"></a>00330
  395. <a name="l00331"></a>00331 <span class="keyword">end if</span>
  396. <a name="l00332"></a>00332 <span class="comment">!</span>
  397. <a name="l00333"></a>00333 <span class="comment">! Initialization.</span>
  398. <a name="l00334"></a>00334 <span class="comment">!</span>
  399. <a name="l00335"></a>00335 errmax = abserr
  400. <a name="l00336"></a>00336 maxerr = 1
  401. <a name="l00337"></a>00337 area = result
  402. <a name="l00338"></a>00338 errsum = abserr
  403. <a name="l00339"></a>00339 nrmax = 1
  404. <a name="l00340"></a>00340 iroff1 = 0
  405. <a name="l00341"></a>00341 iroff2 = 0
  406. <a name="l00342"></a>00342
  407. <a name="l00343"></a>00343 <span class="keyword">do</span> last = 2, limit
  408. <a name="l00344"></a>00344 <span class="comment">!</span>
  409. <a name="l00345"></a>00345 <span class="comment">! Bisect the subinterval with the largest error estimate.</span>
  410. <a name="l00346"></a>00346 <span class="comment">!</span>
  411. <a name="l00347"></a>00347 a1 = alist(maxerr)
  412. <a name="l00348"></a>00348 b1 = 0.5E+00 * ( alist(maxerr) + blist(maxerr) )
  413. <a name="l00349"></a>00349 a2 = b1
  414. <a name="l00350"></a>00350 b2 = blist(maxerr)
  415. <a name="l00351"></a>00351
  416. <a name="l00352"></a>00352 <span class="keyword">if</span> ( keyf == 1 ) <span class="keyword">then</span>
  417. <a name="l00353"></a>00353 call <a class="code" href="quadpack_8f90.html#a1722ad5ba07cec52d38c9ebf9df80a2d">qk15 </a>( f, a1, b1, area1, error1, resabs, defab1 )
  418. <a name="l00354"></a>00354 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 2 ) <span class="keyword">then</span>
  419. <a name="l00355"></a>00355 call <a class="code" href="quadpack_8f90.html#a27241a527b249e9de59a5ed6bee5f805">qk21 </a>( f, a1, b1, area1, error1, resabs, defab1 )
  420. <a name="l00356"></a>00356 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 3 ) <span class="keyword">then</span>
  421. <a name="l00357"></a>00357 call <a class="code" href="quadpack_8f90.html#aded2e8dd2218fbd159b78c0e8975a4cd">qk31 </a>( f, a1, b1, area1, error1, resabs, defab1 )
  422. <a name="l00358"></a>00358 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 4 ) <span class="keyword">then</span>
  423. <a name="l00359"></a>00359 call <a class="code" href="quadpack_8f90.html#aface4edf24710a0b323f5aaeb6bdec34">qk41 </a>( f, a1, b1, area1, error1, resabs, defab1)
  424. <a name="l00360"></a>00360 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 5 ) <span class="keyword">then</span>
  425. <a name="l00361"></a>00361 call <a class="code" href="quadpack_8f90.html#a73edb4987a87a40ebf4731ab63d7f03e">qk51 </a>( f, a1, b1, area1, error1, resabs, defab1 )
  426. <a name="l00362"></a>00362 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 6 ) <span class="keyword">then</span>
  427. <a name="l00363"></a>00363 call <a class="code" href="quadpack_8f90.html#acb4a48f5e54a2c5f951d0828e8f8146d">qk61 </a>( f, a1, b1, area1, error1, resabs, defab1 )
  428. <a name="l00364"></a>00364 <span class="keyword">end if</span>
  429. <a name="l00365"></a>00365
  430. <a name="l00366"></a>00366 <span class="keyword">if</span> ( keyf == 1 ) <span class="keyword">then</span>
  431. <a name="l00367"></a>00367 call <a class="code" href="quadpack_8f90.html#a1722ad5ba07cec52d38c9ebf9df80a2d">qk15 </a>( f, a2, b2, area2, error2, resabs, defab2 )
  432. <a name="l00368"></a>00368 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 2 ) <span class="keyword">then</span>
  433. <a name="l00369"></a>00369 call <a class="code" href="quadpack_8f90.html#a27241a527b249e9de59a5ed6bee5f805">qk21 </a>( f, a2, b2, area2, error2, resabs, defab2 )
  434. <a name="l00370"></a>00370 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 3 ) <span class="keyword">then</span>
  435. <a name="l00371"></a>00371 call <a class="code" href="quadpack_8f90.html#aded2e8dd2218fbd159b78c0e8975a4cd">qk31 </a>( f, a2, b2, area2, error2, resabs, defab2 )
  436. <a name="l00372"></a>00372 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 4 ) <span class="keyword">then</span>
  437. <a name="l00373"></a>00373 call <a class="code" href="quadpack_8f90.html#aface4edf24710a0b323f5aaeb6bdec34">qk41 </a>( f, a2, b2, area2, error2, resabs, defab2 )
  438. <a name="l00374"></a>00374 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 5 ) <span class="keyword">then</span>
  439. <a name="l00375"></a>00375 call <a class="code" href="quadpack_8f90.html#a73edb4987a87a40ebf4731ab63d7f03e">qk51 </a>( f, a2, b2, area2, error2, resabs, defab2 )
  440. <a name="l00376"></a>00376 <span class="keyword">else</span> <span class="keyword">if</span> ( keyf == 6 ) <span class="keyword">then</span>
  441. <a name="l00377"></a>00377 call <a class="code" href="quadpack_8f90.html#acb4a48f5e54a2c5f951d0828e8f8146d">qk61 </a>( f, a2, b2, area2, error2, resabs, defab2 )
  442. <a name="l00378"></a>00378 <span class="keyword">end if</span>
  443. <a name="l00379"></a>00379 <span class="comment">!</span>
  444. <a name="l00380"></a>00380 <span class="comment">! Improve previous approximations to integral and error and</span>
  445. <a name="l00381"></a>00381 <span class="comment">! test for accuracy.</span>
  446. <a name="l00382"></a>00382 <span class="comment">!</span>
  447. <a name="l00383"></a>00383 neval = neval + 1
  448. <a name="l00384"></a>00384 area12 = area1 + area2
  449. <a name="l00385"></a>00385 erro12 = error1 + error2
  450. <a name="l00386"></a>00386 errsum = errsum + erro12 - errmax
  451. <a name="l00387"></a>00387 area = area + area12 - rlist(maxerr)
  452. <a name="l00388"></a>00388
  453. <a name="l00389"></a>00389 <span class="keyword">if</span> ( defab1 /= error1 .and. defab2 /= error2 ) <span class="keyword">then</span>
  454. <a name="l00390"></a>00390
  455. <a name="l00391"></a>00391 <span class="keyword">if</span> ( abs ( rlist(maxerr) - area12 ) &lt;= 1.0e-05 * abs ( area12 ) &amp;
  456. <a name="l00392"></a>00392 .and. 9.9e-01 * errmax &lt;= erro12 ) <span class="keyword">then</span>
  457. <a name="l00393"></a>00393 iroff1 = iroff1 + 1
  458. <a name="l00394"></a>00394 <span class="keyword">end if</span>
  459. <a name="l00395"></a>00395
  460. <a name="l00396"></a>00396 <span class="keyword">if</span> ( 10 &lt; last .and. errmax &lt; erro12 ) <span class="keyword">then</span>
  461. <a name="l00397"></a>00397 iroff2 = iroff2 + 1
  462. <a name="l00398"></a>00398 <span class="keyword">end if</span>
  463. <a name="l00399"></a>00399
  464. <a name="l00400"></a>00400 <span class="keyword">end if</span>
  465. <a name="l00401"></a>00401
  466. <a name="l00402"></a>00402 rlist(maxerr) = area1
  467. <a name="l00403"></a>00403 rlist(last) = area2
  468. <a name="l00404"></a>00404 errbnd = max ( epsabs, epsrel * abs ( area ) )
  469. <a name="l00405"></a>00405 <span class="comment">!</span>
  470. <a name="l00406"></a>00406 <span class="comment">! Test for roundoff error and eventually set error flag.</span>
  471. <a name="l00407"></a>00407 <span class="comment">!</span>
  472. <a name="l00408"></a>00408 <span class="keyword">if</span> ( errbnd &lt; errsum ) <span class="keyword">then</span>
  473. <a name="l00409"></a>00409
  474. <a name="l00410"></a>00410 <span class="keyword">if</span> ( 6 &lt;= iroff1 .or. 20 &lt;= iroff2 ) <span class="keyword">then</span>
  475. <a name="l00411"></a>00411 ier = 2
  476. <a name="l00412"></a>00412 <span class="keyword">end if</span>
  477. <a name="l00413"></a>00413 <span class="comment">!</span>
  478. <a name="l00414"></a>00414 <span class="comment">! Set error flag in the case that the number of subintervals</span>
  479. <a name="l00415"></a>00415 <span class="comment">! equals limit.</span>
  480. <a name="l00416"></a>00416 <span class="comment">!</span>
  481. <a name="l00417"></a>00417 <span class="keyword">if</span> ( last == limit ) <span class="keyword">then</span>
  482. <a name="l00418"></a>00418 ier = 1
  483. <a name="l00419"></a>00419 <span class="keyword">end if</span>
  484. <a name="l00420"></a>00420 <span class="comment">!</span>
  485. <a name="l00421"></a>00421 <span class="comment">! Set error flag in the case of bad integrand behavior</span>
  486. <a name="l00422"></a>00422 <span class="comment">! at a point of the integration range.</span>
  487. <a name="l00423"></a>00423 <span class="comment">!</span>
  488. <a name="l00424"></a>00424 <span class="keyword">if</span> ( max ( abs ( a1 ), abs ( b2 ) ) &lt;= ( 1.0e+00 + c * 1.0e+03 * &amp;
  489. <a name="l00425"></a>00425 epsilon ( a1 ) ) * ( abs ( a2 ) + 1.0e+04 * tiny ( a2 ) ) ) <span class="keyword">then</span>
  490. <a name="l00426"></a>00426 ier = 3
  491. <a name="l00427"></a>00427 <span class="keyword">end if</span>
  492. <a name="l00428"></a>00428
  493. <a name="l00429"></a>00429 <span class="keyword">end if</span>
  494. <a name="l00430"></a>00430 <span class="comment">!</span>
  495. <a name="l00431"></a>00431 <span class="comment">! Append the newly-created intervals to the list.</span>
  496. <a name="l00432"></a>00432 <span class="comment">!</span>
  497. <a name="l00433"></a>00433 <span class="keyword">if</span> ( error2 &lt;= error1 ) <span class="keyword">then</span>
  498. <a name="l00434"></a>00434 alist(last) = a2
  499. <a name="l00435"></a>00435 blist(maxerr) = b1
  500. <a name="l00436"></a>00436 blist(last) = b2
  501. <a name="l00437"></a>00437 elist(maxerr) = error1
  502. <a name="l00438"></a>00438 elist(last) = error2
  503. <a name="l00439"></a>00439 <span class="keyword">else</span>
  504. <a name="l00440"></a>00440 alist(maxerr) = a2
  505. <a name="l00441"></a>00441 alist(last) = a1
  506. <a name="l00442"></a>00442 blist(last) = b1
  507. <a name="l00443"></a>00443 rlist(maxerr) = area2
  508. <a name="l00444"></a>00444 rlist(last) = area1
  509. <a name="l00445"></a>00445 elist(maxerr) = error2
  510. <a name="l00446"></a>00446 elist(last) = error1
  511. <a name="l00447"></a>00447 <span class="keyword">end if</span>
  512. <a name="l00448"></a>00448 <span class="comment">!</span>
  513. <a name="l00449"></a>00449 <span class="comment">! Call QSORT to maintain the descending ordering</span>
  514. <a name="l00450"></a>00450 <span class="comment">! in the list of error estimates and select the subinterval</span>
  515. <a name="l00451"></a>00451 <span class="comment">! with the largest error estimate (to be bisected next).</span>
  516. <a name="l00452"></a>00452 <span class="comment">!</span>
  517. <a name="l00453"></a>00453 call <a class="code" href="quadpack_8f90.html#a55e08a684c5a6315fb37dd0fdc66d8e6">qsort </a>( limit, last, maxerr, errmax, elist, iord, nrmax )
  518. <a name="l00454"></a>00454
  519. <a name="l00455"></a>00455 <span class="keyword">if</span> ( ier /= 0 .or. errsum &lt;= errbnd ) <span class="keyword">then</span>
  520. <a name="l00456"></a>00456 exit
  521. <a name="l00457"></a>00457 <span class="keyword">end if</span>
  522. <a name="l00458"></a>00458
  523. <a name="l00459"></a>00459 <span class="keyword">end do</span>
  524. <a name="l00460"></a>00460 <span class="comment">!</span>
  525. <a name="l00461"></a>00461 <span class="comment">! Compute final result.</span>
  526. <a name="l00462"></a>00462 <span class="comment">!</span>
  527. <a name="l00463"></a>00463 result = sum ( rlist(1:last) )
  528. <a name="l00464"></a>00464
  529. <a name="l00465"></a>00465 abserr = errsum
  530. <a name="l00466"></a>00466
  531. <a name="l00467"></a>00467 <span class="keyword">if</span> ( keyf /= 1 ) <span class="keyword">then</span>
  532. <a name="l00468"></a>00468 neval = ( 10 * keyf + 1 ) * ( 2 * neval + 1 )
  533. <a name="l00469"></a>00469 <span class="keyword">else</span>
  534. <a name="l00470"></a>00470 neval = 30 * neval + 15
  535. <a name="l00471"></a>00471 <span class="keyword">end if</span>
  536. <a name="l00472"></a>00472
  537. <a name="l00473"></a>00473 return
  538. <a name="l00474"></a>00474 <span class="keyword">end</span>
  539. <a name="l00475"></a><a class="code" href="quadpack_8f90.html#ac59eaf7c56c1d421d129425895fa0107">00475</a> <span class="keyword">subroutine </span><a class="code" href="quadpack_8f90.html#ac59eaf7c56c1d421d129425895fa0107">qagi</a> ( f, bound, inf, epsabs, epsrel, result, abserr, neval, ier )
  540. <a name="l00476"></a>00476
  541. <a name="l00477"></a>00477 <span class="comment">!*****************************************************************************80</span>
  542. <a name="l00478"></a>00478 <span class="comment">!</span>
  543. <a name="l00479"></a>00479 <span class="comment">!! QAGI estimates an integral over a semi-infinite or infinite interval.</span>
  544. <a name="l00480"></a>00480 <span class="comment">!</span>
  545. <a name="l00481"></a>00481 <span class="comment">! Discussion:</span>
  546. <a name="l00482"></a>00482 <span class="comment">!</span>
  547. <a name="l00483"></a>00483 <span class="comment">! The routine calculates an approximation RESULT to a definite integral </span>
  548. <a name="l00484"></a>00484 <span class="comment">! I = integral of F over (A, +Infinity), </span>
  549. <a name="l00485"></a>00485 <span class="comment">! or </span>
  550. <a name="l00486"></a>00486 <span class="comment">! I = integral of F over (-Infinity,A)</span>
  551. <a name="l00487"></a>00487 <span class="comment">! or </span>
  552. <a name="l00488"></a>00488 <span class="comment">! I = integral of F over (-Infinity,+Infinity),</span>
  553. <a name="l00489"></a>00489 <span class="comment">! hopefully satisfying</span>
  554. <a name="l00490"></a>00490 <span class="comment">! || I - RESULT || &lt;= max ( EPSABS, EPSREL * ||I|| ).</span>
  555. <a name="l00491"></a>00491 <span class="comment">!</span>
  556. <a name="l00492"></a>00492 <span class="comment">! Author:</span>
  557. <a name="l00493"></a>00493 <span class="comment">!</span>
  558. <a name="l00494"></a>00494 <span class="comment">! Robert Piessens, Elise de Doncker-Kapenger, </span>
  559. <a name="l00495"></a>00495 <span class="comment">! Christian Ueberhuber, David Kahaner</span>
  560. <a name="l00496"></a>00496 <span class="comment">!</span>
  561. <a name="l00497"></a>00497 <span class="comment">! Reference:</span>
  562. <a name="l00498"></a>00498 <span class="comment">!</span>
  563. <a name="l00499"></a>00499 <span class="comment">! Robert Piessens, Elise de Doncker-Kapenger, </span>
  564. <a name="l00500"></a>00500 <span class="comment">! Christian Ueberhuber, David Kahaner,</span>
  565. <a name="l00501"></a>00501 <span class="comment">! QUADPACK, a Subroutine Package for Automatic Integration,</span>
  566. <a name="l00502"></a>00502 <span class="comment">! Springer Verlag, 1983</span>
  567. <a name="l00503"></a>00503 <span class="comment">!</span>
  568. <a name="l00504"></a>00504 <span class="comment">! Parameters:</span>
  569. <a name="l00505"></a>00505 <span class="comment">!</span>
  570. <a name="l00506"></a>00506 <span class="comment">! Input, external real F, the name of the function routine, of the form</span>
  571. <a name="l00507"></a>00507 <span class="comment">! function f ( x )</span>
  572. <a name="l00508"></a>00508 <span class="comment">! real f</span>
  573. <a name="l00509"></a>00509 <span class="comment">! real x</span>
  574. <a name="l00510"></a>00510 <span class="comment">! which evaluates the integrand function.</span>
  575. <a name="l00511"></a>00511 <span class="comment">!</span>
  576. <a name="l00512"></a>00512 <span class="comment">! Input, real BOUND, the value of the finite endpoint of the integration</span>
  577. <a name="l00513"></a>00513 <span class="comment">! range, if any, that is, if INF is 1 or -1.</span>
  578. <a name="l00514"></a>00514 <span class="comment">!</span>
  579. <a name="l00515"></a>00515 <span class="comment">! Input, integer INF, indicates the type of integration range.</span>
  580. <a name="l00516"></a>00516 <span class="comment">! 1: ( BOUND, +Infinity),</span>
  581. <a name="l00517"></a>00517 <span class="comment">! -1: ( -Infinity, BOUND),</span>
  582. <a name="l00518"></a>00518 <span class="comment">! 2: ( -Infinity, +Infinity).</span>
  583. <a name="l00519"></a>00519 <span class="comment">!</span>
  584. <a name="l00520"></a>00520 <span class="comment">! Input, real EPSABS, EPSREL, the absolute and relative accuracy requested.</span>
  585. <a name="l00521"></a>00521 <span class="comment">!</span>
  586. <a name="l00522"></a>00522 <span class="comment">! Output, real RESULT, the estimated value of the integral.</span>
  587. <a name="l00523"></a>00523 <span class="comment">!</span>
  588. <a name="l00524"></a>00524 <span class="comment">! Output, real ABSERR, an estimate of || I - RESULT ||.</span>
  589. <a name="l00525"></a>00525 <span class="comment">!</span>
  590. <a name="l00526"></a>00526 <span class="comment">! Output, integer NEVAL, the number of times the integral was evaluated.</span>
  591. <a name="l00527"></a>00527 <span class="comment">!</span>
  592. <a name="l00528"></a>00528 <span class="comment">! Output, integer IER, error indicator.</span>
  593. <a name="l00529"></a>00529 <span class="comment">! 0, normal and reliable termination of the routine. It is assumed that </span>
  594. <a name="l00530"></a>00530 <span class="comment">! the requested accuracy has been achieved.</span>
  595. <a name="l00531"></a>00531 <span class="comment">! &gt; 0, abnormal termination of the routine. The estimates for result</span>
  596. <a name="l00532"></a>00532 <span class="comment">! and error are less reliable. It is assumed that the requested</span>
  597. <a name="l00533"></a>00533 <span class="comment">! accuracy has not been achieved.</span>
  598. <a name="l00534"></a>00534 <span class="comment">! 1, maximum number of subdivisions allowed has been achieved. One can </span>
  599. <a name="l00535"></a>00535 <span class="comment">! allow more subdivisions by increasing the data value of LIMIT in QAGI</span>
  600. <a name="l00536"></a>00536 <span class="comment">! (and taking the according dimension adjustments into account).</span>
  601. <a name="l00537"></a>00537 <span class="comment">! However, if this yields no improvement it is advised to analyze the</span>
  602. <a name="l00538"></a>00538 <span class="comment">! integrand in order to determine the integration difficulties. If the</span>
  603. <a name="l00539"></a>00539 <span class="comment">! position of a local difficulty can be determined (e.g. singularity,</span>
  604. <a name="l00540"></a>00540 <span class="comment">! discontinuity within the interval) one will probably gain from</span>
  605. <a name="l00541"></a>00541 <span class="comment">! splitting up the interval at this point and calling the integrator </span>
  606. <a name="l00542"></a>00542 <span class="comment">! on the subranges. If possible, an appropriate special-purpose </span>
  607. <a name="l00543"></a>00543 <span class="comment">!

Large files files are truncated, but you can click here to view the full file