1D globally adaptive integrator using Gauss-Kronrod quadrature, oscillating integrand
the routine calculates an approximation result to a given
definite integral i = integral of f
over (a,b)
,
hopefully satisfying following claim for accuracy
abs(i-result)<=max(epsabs,epsrel*abs(i))
.
Type | Intent | Optional | Attributes | Name | ||
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procedure(func) | :: | f |
function subprogram defining the integrand function |
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real(kind=wp), | intent(in) | :: | a |
lower limit of integration |
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real(kind=wp), | intent(in) | :: | b |
upper limit of integration |
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real(kind=wp), | intent(in) | :: | Epsabs |
absolute accuracy requested |
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real(kind=wp), | intent(in) | :: | Epsrel |
relative accuracy requested if epsabs<=0 and epsrel<max(50*rel.mach.acc.,0.5e-28), the routine will end with ier = 6. |
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integer, | intent(in) | :: | Key |
key for choice of local integration rule. a gauss-kronrod pair is used with:
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real(kind=wp), | intent(out) | :: | Result |
approximation to the integral |
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real(kind=wp), | intent(out) | :: | Abserr |
estimate of the modulus of the absolute error,
which should equal or exceed |
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integer, | intent(out) | :: | Neval |
number of integrand evaluations |
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integer, | intent(out) | :: | Ier |
error messages:
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integer, | intent(in) | :: | Limit |
dimensioning parameter for |
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integer, | intent(in) | :: | Lenw |
dimensioning parameter for |
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integer, | intent(out) | :: | Last |
on return, |
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integer | :: | Iwork(Limit) |
vector of dimension at least |
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real(kind=wp) | :: | Work(Lenw) |
vector of dimension at least |
subroutine dqag(f, a, b, Epsabs, Epsrel, Key, Result, Abserr, Neval, Ier, & Limit, Lenw, Last, Iwork, Work) implicit none procedure(func) :: f !! function subprogram defining the integrand function `f(x)`. real(wp), intent(in) :: a !! lower limit of integration real(wp), intent(out) :: Abserr !! estimate of the modulus of the absolute error, !! which should equal or exceed `abs(i-result)` real(wp), intent(in) :: b !! upper limit of integration real(wp), intent(in) :: Epsabs !! absolute accuracy requested real(wp), intent(in) :: Epsrel !! relative accuracy requested !! if epsabs<=0 !! and epsrel<max(50*rel.mach.acc.,0.5e-28), !! the routine will end with ier = 6. real(wp), intent(out) :: Result !! approximation to the integral integer, intent(in) :: Lenw !! dimensioning parameter for `work` !! `lenw` must be at least `limit*4`. !! if `lenw<limit*4`, the routine will end with !! ier = 6. integer, intent(in) :: Limit !! dimensioning parameter for `iwork` !! limit determines the maximum number of subintervals !! in the partition of the given integration interval !! (a,b), limit>=1. !! if limit<1, the routine will end with ier = 6. real(wp) :: Work(Lenw) !! vector of dimension at least `lenw` !! on return !! work(1), ..., work(last) contain the left end !! points of the subintervals in the partition of !! (a,b), !! `work(limit+1), ..., work(limit+last)` contain the !! right end points, !! `work(limit*2+1), ..., work(limit*2+last)` contain !! the integral approximations over the subintervals, !! work(limit*3+1), ..., work(limit*3+last) contain !! the error estimates. integer :: Iwork(Limit) !! vector of dimension at least `limit`, the first `k` !! elements of which contain pointers to the error !! estimates over the subintervals, such that !! work(limit*3+iwork(1)),... , work(limit*3+iwork(k)) !! form a decreasing sequence with k = last if !! last<=(limit/2+2), and k = limit+1-last otherwise integer, intent(out) :: Ier !! * ier = 0 normal and reliable termination of the !! routine. it is assumed that the requested !! accuracy has been achieved. !! * ier>0 abnormal termination of the routine !! the estimates for result and error are !! less reliable. it is assumed that the !! requested accuracy has not been achieved. !! !! error messages: !! !! * ier = 1 maximum number of subdivisions allowed !! has been achieved. one can allow more !! subdivisions by increasing the value of !! limit (and taking the according dimension !! adjustments into account). however, if !! this yield no improvement it is advised !! to analyze the integrand in order to !! determine the integration difficulties. !! if the position of a local difficulty can !! be determined (i.e.singularity, !! discontinuity within the interval) one !! will probably gain from splitting up the !! interval at this point and calling the !! integrator on the subranges. if possible, !! an appropriate special-purpose integrator !! should be used which is designed for !! handling the type of difficulty involved. !! * ier = 2 the occurrence of roundoff error is !! detected, which prevents the requested !! tolerance from being achieved. !! * ier = 3 extremely bad integrand behaviour occurs !! at some points of the integration !! interval. !! * ier = 6 the input is invalid, because !! `(epsabs<=0 and epsrel<max(50*rel.mach.acc.,0.5e-28_wp))` !! or `limit<1` or `lenw<limit*4`. !! `result`, `abserr`, `neval`, `last` are set !! to zero. !! except when lenw is invalid, `iwork(1)`, !! `work(limit*2+1)` and `work(limit*3+1)` are !! set to zero, `work(1)` is set to a and !! `work(limit+1)` to `b`. integer, intent(in) :: Key !! key for choice of local integration rule. !! a gauss-kronrod pair is used with: !! !! * 7 - 15 points if key<2, !! * 10 - 21 points if key = 2, !! * 15 - 31 points if key = 3, !! * 20 - 41 points if key = 4, !! * 25 - 51 points if key = 5, !! * 30 - 61 points if key>5. integer, intent(out) :: Last !! on return, `last` equals the number of subintervals !! produced in the subdivision process, which !! determines the number of significant elements !! actually in the work arrays. integer, intent(out) :: Neval !! number of integrand evaluations integer :: lvl, l1, l2, l3 ! check validity of lenw. Ier = 6 Neval = 0 Last = 0 Result = 0.0_wp Abserr = 0.0_wp if (Limit >= 1 .and. Lenw >= Limit*4) then ! prepare call for dqage. l1 = Limit + 1 l2 = Limit + l1 l3 = Limit + l2 call dqage(f, a, b, Epsabs, Epsrel, Key, Limit, Result, Abserr, Neval, & Ier, Work(1), Work(l1), Work(l2), Work(l3), Iwork, Last) ! call error handler if necessary. lvl = 0 end if if (Ier == 6) lvl = 1 if (Ier /= 0) call xerror('abnormal return from dqag ', Ier, lvl) end subroutine dqag