1D globally adaptive integrator, infinite intervals
the routine calculates an approximation result to a given integral with one of the following forms:
f
over (bound, +infinity)
f
over (-infinity, bound)
f
over (-infinity, +infinity)
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) | :: | Bound |
finite bound of integration range (has no meaning if interval is doubly-infinite) |
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integer, | intent(in) | :: | Inf |
indicating the kind of integration range involved:
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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 |
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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 dqagi(f, Bound, Inf, Epsabs, Epsrel, 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(out) :: Abserr !! estimate of the modulus of the absolute error, !! which should equal or exceed `abs(i-result)` real(wp), intent(in) :: Bound !! finite bound of integration range !! (has no meaning if interval is doubly-infinite) 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)` !! contain the error estimates. 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 yields 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 (e.g. 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. !! the error may be under-estimated. !! * ier = 3 extremely bad integrand behaviour occurs !! at some points of the integration !! interval. !! * ier = 4 the algorithm does not converge. !! roundoff error is detected in the !! extrapolation table. !! it is assumed that the requested tolerance !! cannot be achieved, and that the returned !! result is the best which can be obtained. !! * ier = 5 the integral is probably divergent, or !! slowly convergent. it must be noted that !! divergence can occur with any other value !! of ier. !! * ier = 6 the input is invalid, because !! `(epsabs<=0 and epsrel<max(50*rel.mach.acc.,0.5e-28))` !! or `limit<1` or `leniw<limit*4`. !! `result`, `abserr`, `neval`, `last` are set to !! zero. except when `limit` or `leniw` 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) :: Inf !! indicating the kind of integration range involved: !! !! * inf = 1 corresponds to `(bound,+infinity)` !! * inf = -1 corresponds to `(-infinity,bound)` !! * inf = 2 corresponds to `(-infinity,+infinity)` 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) :: 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 limit and 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 dqagie. l1 = Limit + 1 l2 = Limit + l1 l3 = Limit + l2 call dqagie(f, Bound, Inf, Epsabs, Epsrel, 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 dqagi', Ier, lvl) end subroutine dqagi