same as dqagi but provides more information and control
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
* inf = 1 corresponds to |
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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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integer, | intent(in) | :: | Limit |
gives an upper bound on the number of subintervals
in the partition of |
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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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real(kind=wp), | intent(out) | :: | Alist(Limit) |
vector of dimension at least |
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real(kind=wp), | intent(out) | :: | Blist(Limit) |
vector of dimension at least |
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real(kind=wp), | intent(out) | :: | Rlist(Limit) |
vector of dimension at least |
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real(kind=wp), | intent(out) | :: | Elist(Limit) |
vector of dimension at least |
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integer, | intent(out) | :: | Iord(Limit) |
vector of dimension |
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integer, | intent(out) | :: | Last |
number of subintervals actually produced in the subdivision process |
subroutine dqagie(f, Bound, Inf, Epsabs, Epsrel, Limit, Result, Abserr, & Neval, Ier, Alist, Blist, Rlist, Elist, Iord, Last) implicit none procedure(func) :: f !! function subprogram defining the integrand function `f(x)`. integer, intent(in) :: Limit !! gives an upper bound on the number of subintervals !! in the partition of `(a,b)`, `limit>=1` real(wp), intent(out) :: Abserr !! estimate of the modulus of the absolute error, !! which should equal or exceed `abs(i-result)` real(wp), intent(out) :: Alist(Limit) !! vector of dimension at least `limit`, the first !! `last` elements of which are the left !! end points of the subintervals in the partition !! of the transformed integration range (0,1). real(wp), intent(out) :: Blist(Limit) !! vector of dimension at least `limit`, the first !! `last` elements of which are the right !! end points of the subintervals in the partition !! of the transformed integration range (0,1). real(wp), intent(out) :: Elist(Limit) !! vector of dimension at least `limit`, the first !! `last` elements of which are the moduli of the !! absolute error estimates on the subintervals real(wp), intent(out) :: Rlist(Limit) !! vector of dimension at least `limit`, the first !! `last` elements of which are the integral !! approximations on the subintervals 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 real(wp), intent(in) :: Bound !! finite bound of integration range !! (has no meaning if interval is doubly-infinite) 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)`, !! `result`, `abserr`, `neval`, `last`, `rlist(1)`, !! `elist(1)` and `iord(1)` are set to zero. !! `alist(1)` and `blist(1)` are set to 0 !! and 1 respectively. 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, intent(out) :: Iord(Limit) !! vector of dimension `limit`, the first `k` !! elements of which are pointers to the !! error estimates over the subintervals, !! such that `elist(iord(1)), ..., elist(iord(k))` !! form a decreasing sequence, with `k = last` !! if `last<=(limit/2+2)`, and `k = limit+1-last` !! otherwise integer, intent(out) :: Last !! number of subintervals actually produced !! in the subdivision process integer, intent(out) :: Neval !! number of integrand evaluations real(wp) :: area1, a1, b1, defab1, error1 !! variable for the left subinterval real(wp) :: area2, a2, b2, defab2, error2 !! variable for the right subinterval real(wp) :: area12 !! `area1 + area2` real(wp) :: erro12 !! `error1 + error2` real(wp) :: errmax !! `elist(maxerr)` real(wp) :: erlast !! error on the interval currently subdivided !! (before that subdivision has taken place) real(wp) :: area !! sum of the integrals over the subintervals real(wp) :: errsum !! sum of the errors over the subintervals real(wp) :: errbnd !! requested accuracy `max(epsabs,epsrel*abs(result))` real(wp) :: small !! length of the smallest interval considered up !! to now, multiplied by 1.5 real(wp) :: erlarg !! sum of the errors over the intervals larger !! than the smallest interval considered up to now integer :: maxerr !! pointer to the interval with largest error estimate integer :: nres !! number of calls to the extrapolation routine integer :: numrl2 !! number of elements currently in rlist2. if an !! appropriate approximation to the compounded !! integral has been obtained, it is put in !! rlist2(numrl2) after numrl2 has been increased !! by one. logical :: extrap !! logical variable denoting that the routine !! is attempting to perform extrapolation. i.e. !! before subdividing the smallest interval we !! try to decrease the value of erlarg. logical :: noext !! logical variable denoting that extrapolation !! is no longer allowed (true-value) real(wp) :: rlist2(limexp + 2) !! array of dimension at least (`limexp+2`), !! containing the part of the epsilon table !! which is still needed for further computations. real(wp) :: abseps, boun, correc, defabs, dres, & ertest, resabs, reseps, res3la(3) integer :: id, ierro, iroff1, iroff2, iroff3, & jupbnd, k, ksgn, ktmin, nrmax ! test on validity of parameters Ier = 0 Neval = 0 Last = 0 Result = 0.0_wp Abserr = 0.0_wp Alist(1) = 0.0_wp Blist(1) = 1.0_wp Rlist(1) = 0.0_wp Elist(1) = 0.0_wp Iord(1) = 0 if (Epsabs <= 0.0_wp .and. Epsrel < max(50.0_wp*epmach, 0.5e-28_wp)) & Ier = 6 if (Ier == 6) return main : block ! first approximation to the integral ! determine the interval to be mapped onto (0,1). ! if inf = 2 the integral is computed as i = i1+i2, where ! i1 = integral of f over (-infinity,0), ! i2 = integral of f over (0,+infinity). boun = Bound if (Inf == 2) boun = 0.0_wp call dqk15i(f, boun, Inf, 0.0_wp, 1.0_wp, Result, Abserr, defabs, & resabs) ! test on accuracy Last = 1 Rlist(1) = Result Elist(1) = Abserr Iord(1) = 1 dres = abs(Result) errbnd = max(Epsabs, Epsrel*dres) if (Abserr <= 100.0_wp*epmach*defabs .and. Abserr > errbnd) Ier = 2 if (Limit == 1) Ier = 1 if (Ier /= 0 .or. (Abserr <= errbnd .and. Abserr /= resabs) .or. & Abserr == 0.0_wp) exit main ! initialization rlist2(1) = Result errmax = Abserr maxerr = 1 area = Result errsum = Abserr Abserr = oflow nrmax = 1 nres = 0 ktmin = 0 numrl2 = 2 extrap = .false. noext = .false. ierro = 0 iroff1 = 0 iroff2 = 0 iroff3 = 0 ksgn = -1 if (dres >= (1.0_wp - 50.0_wp*epmach)*defabs) ksgn = 1 ! main do-loop loop: do Last = 2, Limit ! bisect the subinterval with nrmax-th largest error estimate. a1 = Alist(maxerr) b1 = 0.5_wp*(Alist(maxerr) + Blist(maxerr)) a2 = b1 b2 = Blist(maxerr) erlast = errmax call dqk15i(f, boun, Inf, a1, b1, area1, error1, resabs, defab1) call dqk15i(f, boun, Inf, a2, b2, area2, error2, resabs, defab2) ! improve previous approximations to integral ! and error and test for accuracy. area12 = area1 + area2 erro12 = error1 + error2 errsum = errsum + erro12 - errmax area = area + area12 - Rlist(maxerr) if (defab1 /= error1 .and. defab2 /= error2) then if (abs(Rlist(maxerr) - area12) <= 0.1e-4_wp*abs(area12) .and. & erro12 >= 0.99_wp*errmax) then if (extrap) iroff2 = iroff2 + 1 if (.not. extrap) iroff1 = iroff1 + 1 end if if (Last > 10 .and. erro12 > errmax) iroff3 = iroff3 + 1 end if Rlist(maxerr) = area1 Rlist(Last) = area2 errbnd = max(Epsabs, Epsrel*abs(area)) ! test for roundoff error and eventually set error flag. if (iroff1 + iroff2 >= 10 .or. iroff3 >= 20) Ier = 2 if (iroff2 >= 5) ierro = 3 ! set error flag in the case that the number of ! subintervals equals limit. if (Last == Limit) Ier = 1 ! set error flag in the case of bad integrand behaviour ! at some points of the integration range. if (max(abs(a1), abs(b2)) <= (1.0_wp + 100.0_wp*epmach) & *(abs(a2) + 1000.0_wp*uflow)) Ier = 4 ! append the newly-created intervals to the list. if (error2 > error1) then Alist(maxerr) = a2 Alist(Last) = a1 Blist(Last) = b1 Rlist(maxerr) = area2 Rlist(Last) = area1 Elist(maxerr) = error2 Elist(Last) = error1 else Alist(Last) = a2 Blist(maxerr) = b1 Blist(Last) = b2 Elist(maxerr) = error1 Elist(Last) = error2 end if ! call subroutine dqpsrt to maintain the descending ordering ! in the list of error estimates and select the subinterval ! with nrmax-th largest error estimate (to be bisected next). call dqpsrt(Limit, Last, maxerr, errmax, Elist, Iord, nrmax) if (errsum <= errbnd) then ! compute global integral sum. Result = sum(Rlist(1:Last)) Abserr = errsum exit main end if if (Ier /= 0) exit if (Last == 2) then small = 0.375_wp erlarg = errsum ertest = errbnd rlist2(2) = area elseif (.not. (noext)) then erlarg = erlarg - erlast if (abs(b1 - a1) > small) erlarg = erlarg + erro12 if (.not. (extrap)) then ! test whether the interval to be bisected next is the ! smallest interval. if (abs(Blist(maxerr) - Alist(maxerr)) > small) cycle loop extrap = .true. nrmax = 2 end if if (ierro /= 3 .and. erlarg > ertest) then ! the smallest interval has the largest error. ! before bisecting decrease the sum of the errors over the ! larger intervals (erlarg) and perform extrapolation. id = nrmax jupbnd = Last if (Last > (2 + Limit/2)) jupbnd = Limit + 3 - Last do k = id, jupbnd maxerr = Iord(nrmax) errmax = Elist(maxerr) if (abs(Blist(maxerr) - Alist(maxerr)) > small) cycle loop nrmax = nrmax + 1 end do end if ! perform extrapolation. numrl2 = numrl2 + 1 rlist2(numrl2) = area call dqelg(numrl2, rlist2, reseps, abseps, res3la, nres) ktmin = ktmin + 1 if (ktmin > 5 .and. Abserr < 0.1e-02_wp*errsum) Ier = 5 if (abseps < Abserr) then ktmin = 0 Abserr = abseps Result = reseps correc = erlarg ertest = max(Epsabs, Epsrel*abs(reseps)) if (Abserr <= ertest) exit end if ! prepare bisection of the smallest interval. if (numrl2 == 1) noext = .true. if (Ier == 5) exit maxerr = Iord(1) errmax = Elist(maxerr) nrmax = 1 extrap = .false. small = small*0.5_wp erlarg = errsum end if end do loop ! set final result and error estimate. if (Abserr /= oflow) then if ((Ier + ierro) /= 0) then if (ierro == 3) Abserr = Abserr + correc if (Ier == 0) Ier = 3 if (Result == 0.0_wp .or. area == 0.0_wp) then if (Abserr > errsum) then ! compute global integral sum. Result = sum(Rlist(1:Last)) Abserr = errsum exit main end if if (area == 0.0_wp) exit main elseif (Abserr/abs(Result) > errsum/abs(area)) then ! compute global integral sum. Result = sum(Rlist(1:Last)) Abserr = errsum exit main end if end if ! test on divergence if (ksgn /= (-1) .or. max(abs(Result), abs(area)) > defabs*0.01_wp) then if (0.01_wp > (Result/area) .or. & (Result/area) > 100.0_wp .or. & errsum > abs(area)) Ier = 6 end if else ! compute global integral sum. Result = sum(Rlist(1:Last)) Abserr = errsum end if end block main Neval = 30*Last - 15 if (Inf == 2) Neval = 2*Neval if (Ier > 2) Ier = Ier - 1 end subroutine dqagie