1D globally adaptive integrator, singularities or discontinuities
the routine calculates an approximation result to a given
definite integral i = integral of f
over (a,b)
,
hopefully satisfying following claim for accuracy
break points of the integration interval, where local
difficulties of the integrand may occur (e.g.
singularities, discontinuities), are provided by the user.
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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integer, | intent(in) | :: | Npts2 |
number equal to two more than the number of
user-supplied break points within the integration
range, |
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real(kind=wp), | intent(in) | :: | Points(Npts2) |
vector of dimension npts2, the first |
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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) | :: | Leniw |
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(Leniw) |
vector of dimension at least |
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real(kind=wp) | :: | Work(Lenw) |
vector of dimension at least
note that |
subroutine dqagp(f, a, b, Npts2, Points, Epsabs, Epsrel, Result, Abserr, & Neval, Ier, Leniw, 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(in) :: b !! upper limit of integration integer, intent(in) :: Npts2 !! number equal to two more than the number of !! user-supplied break points within the integration !! range, `npts>=2`. !! if `npts2<2`, the routine will end with ier = 6. real(wp), intent(in) :: Points(Npts2) !! vector of dimension npts2, the first `(npts2-2)` !! elements of which are the user provided break !! points. if these points do not constitute an !! ascending sequence there will be an automatic !! sorting. 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(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 integral 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 (i.e. singularity, !! discontinuity within the interval), it !! should be supplied to the routine as an !! element of the vector points. if necessary !! an appropriate special-purpose integrator !! must 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 presumed 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>0. !! * ier = 6 the input is invalid because !! `npts2<2` or !! break points are specified outside !! the integration range or !! `(epsabs<=0 and epsrel<max(50*rel.mach.acc.,0.5e-28))` !! `result`, `abserr`, `neval`, `last` are set to !! zero. except when `leniw` or `lenw` or `npts2` is !! invalid, `iwork(1)`, `iwork(limit+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` (where `limit = (leniw-npts2)/2`). integer, intent(in) :: Leniw !! dimensioning parameter for `iwork`. !! `leniw` determines `limit = (leniw-npts2)/2`, !! which is the maximum number of subintervals in the !! partition of the given integration interval `(a,b)`, !! `leniw>=(3*npts2-2)`. !! if `leniw<(3*npts2-2)`, the routine will end with !! ier = 6. integer, intent(in) :: Lenw !! dimensioning parameter for `work`. !! `lenw` must be at least `leniw*2-npts2`. !! if `lenw<leniw*2-npts2`, 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(Leniw) !! vector of dimension at least `leniw`. on return, !! 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 !! `iwork(limit+1), ...,iwork(limit+last)` contain the !! subdivision levels of the subintervals, i.e. !! if `(aa,bb)` is a subinterval of `(p1,p2)` !! where `p1` as well as `p2` is a user-provided !! break point or integration limit, then `(aa,bb)` has !! level `l` if `abs(bb-aa) = abs(p2-p1)*2**(-l)`, !! `iwork(limit*2+1), ..., iwork(limit*2+npts2)` have !! no significance for the user, !! note that `limit = (leniw-npts2)/2`. 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 corresponding error estimates, !! * `work(limit*4+1), ..., work(limit*4+npts2)` !! contain the integration limits and the !! break points sorted in an ascending sequence. !! !! note that `limit = (leniw-npts2)/2`. integer :: limit, lvl, l1, l2, l3, l4 ! check validity of limit and lenw. Ier = 6 Neval = 0 Last = 0 Result = 0.0_wp Abserr = 0.0_wp if (Leniw >= (3*Npts2 - 2) .and. Lenw >= (Leniw*2 - Npts2) .and. Npts2 >= 2) then ! prepare call for dqagpe. limit = (Leniw - Npts2)/2 l1 = limit + 1 l2 = limit + l1 l3 = limit + l2 l4 = limit + l3 call dqagpe(f, a, b, Npts2, Points, Epsabs, Epsrel, limit, Result, & Abserr, Neval, Ier, Work(1), Work(l1), Work(l2), Work(l3), & Work(l4), Iwork(1), Iwork(l1), Iwork(l2), Last) ! call error handler if necessary. lvl = 0 end if if (Ier == 6) lvl = 1 if (Ier /= 0) call xerror('abnormal return from dqagp', Ier, lvl) end subroutine dqagp