1D globally adaptive integrator using interval subdivision and extrapolation
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))
.
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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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
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subroutine dqags(f, a, b, 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(in) :: a !! lower limit of integration 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 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 sub- !! divisions 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 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. !! * ier = 6 the input is invalid, because !! `(epsabs<=0` and !! `epsrel<max(50*rel.mach.acc.,0.5e-28)` !! or `limit<1` or `lenw<limit*4`. !! `result`, `abserr`, `neval`, `last` are set to !! zero. except when limit or 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, 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(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 :: 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 dqagse. l1 = Limit + 1 l2 = Limit + l1 l3 = Limit + l2 call dqagse(f, a, b, 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 dqags', Ier, lvl) end subroutine dqags