Fourier sine/cosine transform for user supplied interval a
to infinity
the routine calculates an approximation result to a given
fourier integral i=integral of f(x)*w(x)
over (a,infinity)
where w(x) = cos(omega*x)
or w(x) = sin(omega*x)
.
hopefully satisfying following claim for accuracy
abs(i-result)<=epsabs
.
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) | :: | Omega |
parameter in the integrand weight function |
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integer, | intent(in) | :: | Integr |
indicates which of the weight functions is used:
if |
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real(kind=wp), | intent(in) | :: | Epsabs |
absolute accuracy requested, |
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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:
if |
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integer, | intent(in) | :: | Limlst |
limlst gives an upper bound on the number of
cycles, |
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integer, | intent(out) | :: | Lst |
on return, lst indicates the number of cycles
actually needed for the integration.
if |
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integer, | intent(in) | :: | Leniw |
dimensioning parameter for |
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integer, | intent(in) | :: | Maxp1 |
maxp1 gives an upper bound on the number of
chebyshev moments which can be stored, i.e. for
the intervals of lengths |
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integer, | intent(in) | :: | Lenw |
dimensioning parameter for |
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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
further elements of work have no specific meaning for the user. |
subroutine dqawf(f, a, Omega, Integr, Epsabs, Result, Abserr, Neval, Ier, & Limlst, Lst, Leniw, Maxp1, Lenw, 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) :: Omega !! parameter in the integrand weight function integer, intent(in) :: Integr !! indicates which of the weight functions is used: !! !! * integr = 1 `w(x) = cos(omega*x)` !! * integr = 2 `w(x) = sin(omega*x)` !! !! if `integr/=1 .and. integr/=2`, the routine !! will end with ier = 6. real(wp), intent(in) :: Epsabs !! absolute accuracy requested, `epsabs>0`. !! if `epsabs<=0`, 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: !! !! `if omega/=0`: !! !! * ier = 1 maximum number of cycles allowed !! has been achieved, i.e. of subintervals !! `(a+(k-1)c,a+kc)` where !! `c = (2*int(abs(omega))+1)*pi/abs(omega)`, !! for `k = 1, 2, ..., lst`. !! one can allow more cycles by increasing !! the value of limlst (and taking the !! according dimension adjustments into !! account). examine the array iwork which !! contains the error flags on the cycles, in !! order to look for eventual local !! 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 !! appropriate integrators on the subranges. !! * ier = 4 the extrapolation table constructed for !! convergence acceleration of the series !! formed by the integral contributions over !! the cycles, does not converge to within !! the requested accuracy. !! as in the case of ier = 1, it is advised !! to examine the array iwork which contains !! the error flags on the cycles. !! * ier = 6 the input is invalid because !! `(integr/=1 and integr/=2)` or !! `epsabs<=0` or `limlst<1` or !! `leniw<(limlst+2)` or `maxp1<1` or !! `lenw<(leniw*2+maxp1*25)`. !! `result`, `abserr`, `neval`, `lst` are set to !! zero. !! * ier = 7 bad integrand behaviour occurs within !! one or more of the cycles. location and !! type of the difficulty involved can be !! determined from the first `lst` elements of !! vector `iwork`. here `lst` is the number of !! cycles actually needed (see below): !! !! * iwork(k) = 1 the maximum number of !! subdivisions `(=(leniw-limlst)/2)` has !! been achieved on the `k`th cycle. !! * iwork(k) = 2 occurrence of roundoff error !! is detected and prevents the !! tolerance imposed on the `k`th !! cycle, from being achieved !! on this cycle. !! * iwork(k) = 3 extremely bad integrand !! behaviour occurs at some !! points of the `k`th cycle. !! * iwork(k) = 4 the integration procedure !! over the `k`th cycle does !! not converge (to within the !! required accuracy) due to !! roundoff in the extrapolation !! procedure invoked on this !! cycle. it is assumed that the !! result on this interval is !! the best which can be !! obtained. !! * iwork(k) = 5 the integral over the `k`th !! cycle is probably divergent !! or slowly convergent. it must !! be noted that divergence can !! occur with any other value of !! `iwork(k)`. !! !! if `omega = 0` and `integr = 1`, !! the integral is calculated by means of [[dqagie]], !! and `ier = iwork(1)` (with meaning as described !! for `iwork(k),k = 1`). integer, intent(in) :: Limlst !! limlst gives an upper bound on the number of !! cycles, `limlst>=3`. !! if `limlst<3`, the routine will end with ier = 6. integer, intent(out) :: Lst !! on return, lst indicates the number of cycles !! actually needed for the integration. !! if `omega = 0`, then lst is set to 1. integer, intent(in) :: Leniw !! dimensioning parameter for `iwork`. on entry, !! `(leniw-limlst)/2` equals the maximum number of !! subintervals allowed in the partition of each !! cycle, `leniw>=(limlst+2)`. !! if `leniw<(limlst+2)`, the routine will end with !! ier = 6. integer, intent(in) :: Maxp1 !! maxp1 gives an upper bound on the number of !! chebyshev moments which can be stored, i.e. for !! the intervals of lengths `abs(b-a)*2**(-l)`, !! `l = 0,1, ..., maxp1-2, maxp1>=1`. !! if `maxp1<1`, the routine will end with ier = 6. integer, intent(in) :: Lenw !! dimensioning parameter for `work`. !! `lenw` must be at least `leniw*2+maxp1*25`. !! if `lenw<(leniw*2+maxp1*25)`, the routine will !! end with ier = 6. integer :: Iwork(Leniw) !! vector of dimension at least `leniw` !! on return, `iwork(k)` for `k = 1, 2, ..., lst` !! contain the error flags on the cycles. real(wp) :: Work(Lenw) !! vector of dimension at least `lenw` !! on return: !! !! * `work(1), ..., work(lst)` contain the integral !! approximations over the cycles, !! * `work(limlst+1), ..., work(limlst+lst)` contain !! the error estimates over the cycles. !! !! further elements of work have no specific !! meaning for the user. integer :: last, limit, ll2, lvl, l1, l2, l3, l4, l5, l6 ! check validity of limlst, leniw, maxp1 and lenw. Ier = 6 Neval = 0 last = 0 Result = 0.0_wp Abserr = 0.0_wp if (Limlst >= 3 .and. Leniw >= (Limlst + 2) .and. Maxp1 >= 1 .and. & Lenw >= (Leniw*2 + Maxp1*25)) then ! prepare call for dqawfe limit = (Leniw - Limlst)/2 l1 = Limlst + 1 l2 = Limlst + l1 l3 = limit + l2 l4 = limit + l3 l5 = limit + l4 l6 = limit + l5 ll2 = limit + l1 call dqawfe(f, a, Omega, Integr, Epsabs, Limlst, limit, Maxp1, Result, & Abserr, Neval, Ier, Work(1), Work(l1), Iwork(1), Lst, & Work(l2), Work(l3), Work(l4), Work(l5), Iwork(l1), & Iwork(ll2), Work(l6)) ! call error handler if necessary lvl = 0 end if if (Ier == 6) lvl = 1 if (Ier /= 0) call xerror('abnormal return from dqawf', Ier, lvl) end subroutine dqawf