dqagi Subroutine

public subroutine dqagi(f, Bound, Inf, Epsabs, Epsrel, Result, Abserr, Neval, Ier, Limit, Lenw, Last, Iwork, Work)

1D globally adaptive integrator, infinite intervals

the routine calculates an approximation result to a given integral with one of the following forms:

  • i = integral of f over (bound, +infinity)
  • i = integral of f over (-infinity, bound)
  • i = integral of f over (-infinity, +infinity)

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) :: Bound

finite bound of integration range (has no meaning if interval is doubly-infinite)

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)
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.

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 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) :: 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(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

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(limit*3+1), ..., work(limit*3) contain the error estimates.


Calls

proc~~dqagi~~CallsGraph proc~dqagi quadpack_generic::dqagi proc~dqagie quadpack_generic::dqagie proc~dqagi->proc~dqagie proc~dqk15i quadpack_generic::dqk15i proc~dqagie->proc~dqk15i

Source Code

    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