1D integration of functions with powers and or logs over a finite interval
the routine calculates an approximation result to a given
definite integral i = integral of f*w
over (a,b)
,
(where w
shows a singular behaviour at the end points
see parameter integr
).
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, b>a if b<=a, the routine will end with ier = 6. |
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real(kind=wp), | intent(in) | :: | alfa |
parameter in the integrand function, |
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real(kind=wp), | intent(in) | :: | beta |
parameter in the integrand function, |
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integer, | intent(in) | :: | integr |
indicates which weight function is to be used:
if |
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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 limit, the first |
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real(kind=wp) | :: | work(lenw) |
on return:
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subroutine dqaws(f, a, b, alfa, beta, integr, 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, b>a !! if b<=a, the routine will end with ier = 6. real(wp), intent(in) :: alfa !! parameter in the integrand function, `alfa>(-1)` !! if `alfa<=(-1)`, the routine will end with !! ier = 6. real(wp), intent(in) :: beta !! parameter in the integrand function, `beta>(-1)` !! if `beta<=(-1)`, the routine will end with !! ier = 6. integer, intent(in) :: integr !! indicates which weight function is to be used: !! !! * = 1 `(x-a)**alfa*(b-x)**beta` !! * = 2 `(x-a)**alfa*(b-x)**beta*log(x-a)` !! * = 3 `(x-a)**alfa*(b-x)**beta*log(b-x)` !! * = 4 `(x-a)**alfa*(b-x)**beta*log(x-a)*log(b-x)` !! !! if `integr<1` or `integr>4`, the routine !! will end with ier = 6. 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 the 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 !! which prevent the requested tolerance from !! being achieved. in case of a jump !! discontinuity or a local singularity !! of algebraico-logarithmic type at one or !! more interior points of the integration !! range, one should proceed by splitting up !! the interval at these points and calling !! the integrator on the subranges. !! * ier = 2 the occurrence of roundoff error is !! detected, which prevents the requested !! tolerance from being achieved. !! * ier = 3 extremely bad integrand behaviour occurs !! at some points of the integration !! interval. !! * ier = 6 the input is invalid, because !! `b<=a` or `alfa<=(-1)` or `beta<=(-1)` or !! or `integr<1` or `integr>4` or !! `(epsabs<=0 and epsrel<max(50*rel.mach.acc.,0.5e-28))` !! or `limit<2` or `lenw<limit*4`. !! `result`, `abserr`, `neval`, `last` are set to !! zero. except when `lenw` or `limit` 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>=2`. !! if `limit<2`, 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 significant number of !! elements actually in the work arrays. integer :: iwork(limit) !! vector of dimension 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) !! 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 >= 2 .and. lenw >= limit*4) then ! prepare call for dqawse. l1 = limit + 1 l2 = limit + l1 l3 = limit + l2 call dqawse(f, a, b, alfa, beta, integr, 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 dqaws', ier, lvl) end subroutine dqaws