dqag Subroutine

public subroutine dqag(f, a, b, Epsabs, Epsrel, Key, Result, Abserr, Neval, Ier, Limit, Lenw, Last, Iwork, Work)

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)).

History

  • QUADPACK: date written 800101, revision date 830518 (yymmdd)

Arguments

Type IntentOptional Attributes Name
procedure(func) :: f

function subprogram defining the integrand function f(x).

real(kind=wp), intent(in) :: a

lower limit of integration

real(kind=wp), intent(in) :: b

upper limit of integration

real(kind=wp), intent(in) :: Epsabs

absolute accuracy requested

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.

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.
real(kind=wp), intent(out) :: Result

approximation to the integral

real(kind=wp), intent(out) :: Abserr

estimate of the modulus of the absolute error, which should equal or exceed abs(i-result)

integer, intent(out) :: Neval

number of integrand evaluations

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) :: 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.

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(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 :: 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(limit3+iwork(1)),... , work(limit3+iwork(k)) form a decreasing sequence with k = last if last<=(limit/2+2), and k = limit+1-last otherwise

real(kind=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(limit3+1), ..., work(limit3+last) contain the error estimates.


Calls

proc~~dqag~~CallsGraph proc~dqag quadpack_generic::dqag proc~dqage quadpack_generic::dqage proc~dqag->proc~dqage proc~dqk15 quadpack_generic::dqk15 proc~dqage->proc~dqk15 proc~dqk21 quadpack_generic::dqk21 proc~dqage->proc~dqk21 proc~dqk31 quadpack_generic::dqk31 proc~dqage->proc~dqk31 proc~dqk41 quadpack_generic::dqk41 proc~dqage->proc~dqk41 proc~dqk51 quadpack_generic::dqk51 proc~dqage->proc~dqk51 proc~dqk61 quadpack_generic::dqk61 proc~dqage->proc~dqk61

Source Code

    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