estimate 1D integral on finite interval using a 41 point gauss-kronrod rule and give error estimate, non-automatic
to compute i = integral of f
over (a,b)
, with error
estimate j = integral of abs(f)
over (a,b)
Type | Intent | Optional | Attributes | Name | ||
---|---|---|---|---|---|---|
procedure(func) | :: | f |
function subprogram defining the integrand function |
|||
real(kind=wp), | intent(in) | :: | a |
lower limit of integration |
||
real(kind=wp), | intent(in) | :: | b |
upper limit of integration |
||
real(kind=wp), | intent(out) | :: | Result |
approximation to the integral i
|
||
real(kind=wp), | intent(out) | :: | Abserr |
estimate of the modulus of the absolute error,
which should not exceed |
||
real(kind=wp), | intent(out) | :: | Resabs |
approximation to the integral j |
||
real(kind=wp), | intent(out) | :: | Resasc |
approximation to the integral of abs(f-i/(b-a))
over |
subroutine dqk41(f, a, b, Result, Abserr, Resabs, Resasc) 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(out) :: Result !! approximation to the integral i !! `result` is computed by applying the 41-point !! gauss-kronrod rule (resk) obtained by optimal !! addition of abscissae to the 20-point gauss !! rule (resg). real(wp), intent(out) :: Abserr !! estimate of the modulus of the absolute error, !! which should not exceed `abs(i-result)` real(wp), intent(out) :: Resabs !! approximation to the integral j real(wp), intent(out) :: Resasc !! approximation to the integral of abs(f-i/(b-a)) !! over `(a,b)` real(wp) :: dhlgth, fc, fsum, fv1(20), fv2(20) integer :: j, jtw, jtwm1 real(wp) :: centr !! mid point of the interval real(wp) :: hlgth !! half-length of the interval real(wp) :: absc !! abscissa real(wp) :: fval1 !! function value real(wp) :: fval2 !! function value real(wp) :: resg !! result of the 20-point gauss formula real(wp) :: resk !! result of the 41-point kronrod formula real(wp) :: reskh !! approximation to mean value of `f` over `(a,b)`, i.e. to `i/(b-a)` ! the abscissae and weights are given for the interval (-1,1). ! because of symmetry only the positive abscissae and their ! corresponding weights are given. real(wp), dimension(10), parameter :: wg = [ & 1.76140071391521183118619623518528163621e-2_wp, & 4.06014298003869413310399522749321098791e-2_wp, & 6.26720483341090635695065351870416063516e-2_wp, & 8.32767415767047487247581432220462061002e-2_wp, & 1.01930119817240435036750135480349876167e-1_wp, & 1.18194531961518417312377377711382287005e-1_wp, & 1.31688638449176626898494499748163134916e-1_wp, & 1.42096109318382051329298325067164933035e-1_wp, & 1.49172986472603746787828737001969436693e-1_wp, & 1.52753387130725850698084331955097593492e-1_wp] !! weights of the 20-point gauss rule real(wp), dimension(21), parameter :: xgk = [ & 9.98859031588277663838315576545863010000e-1_wp, & 9.93128599185094924786122388471320278223e-1_wp, & 9.81507877450250259193342994720216944567e-1_wp, & 9.63971927277913791267666131197277221912e-1_wp, & 9.40822633831754753519982722212443380274e-1_wp, & 9.12234428251325905867752441203298113049e-1_wp, & 8.78276811252281976077442995113078466711e-1_wp, & 8.39116971822218823394529061701520685330e-1_wp, & 7.95041428837551198350638833272787942959e-1_wp, & 7.46331906460150792614305070355641590311e-1_wp, & 6.93237656334751384805490711845931533386e-1_wp, & 6.36053680726515025452836696226285936743e-1_wp, & 5.75140446819710315342946036586425132814e-1_wp, & 5.10867001950827098004364050955250998425e-1_wp, & 4.43593175238725103199992213492640107840e-1_wp, & 3.73706088715419560672548177024927237396e-1_wp, & 3.01627868114913004320555356858592260615e-1_wp, & 2.27785851141645078080496195368574624743e-1_wp, & 1.52605465240922675505220241022677527912e-1_wp, & 7.65265211334973337546404093988382110048e-2_wp, & 0.00000000000000000000000000000000000000e0_wp] !! abscissae of the 41-point gauss-kronrod rule: !! !! * xgk(2), xgk(4), ... abscissae of the 20-point !! gauss rule !! * xgk(1), xgk(3), ... abscissae which are optimally !! added to the 20-point gauss rule real(wp), dimension(21), parameter :: wgk = [ & 3.07358371852053150121829324603098748803e-3_wp, & 8.60026985564294219866178795010234725213e-3_wp, & 1.46261692569712529837879603088683561639e-2_wp, & 2.03883734612665235980102314327547051228e-2_wp, & 2.58821336049511588345050670961531429995e-2_wp, & 3.12873067770327989585431193238007378878e-2_wp, & 3.66001697582007980305572407072110084875e-2_wp, & 4.16688733279736862637883059368947380440e-2_wp, & 4.64348218674976747202318809261075168421e-2_wp, & 5.09445739237286919327076700503449486648e-2_wp, & 5.51951053482859947448323724197773291948e-2_wp, & 5.91114008806395723749672206485942171364e-2_wp, & 6.26532375547811680258701221742549805858e-2_wp, & 6.58345971336184221115635569693979431472e-2_wp, & 6.86486729285216193456234118853678017155e-2_wp, & 7.10544235534440683057903617232101674129e-2_wp, & 7.30306903327866674951894176589131127606e-2_wp, & 7.45828754004991889865814183624875286161e-2_wp, & 7.57044976845566746595427753766165582634e-2_wp, & 7.63778676720807367055028350380610018008e-2_wp, & 7.66007119179996564450499015301017408279e-2_wp] !! weights of the 41-point gauss-kronrod rule centr = 0.5_wp*(a + b) hlgth = 0.5_wp*(b - a) dhlgth = abs(hlgth) ! compute the 41-point gauss-kronrod approximation to ! the integral, and estimate the absolute error. resg = 0.0_wp fc = f(centr) resk = wgk(21)*fc Resabs = abs(resk) do j = 1, 10 jtw = j*2 absc = hlgth*xgk(jtw) fval1 = f(centr - absc) fval2 = f(centr + absc) fv1(jtw) = fval1 fv2(jtw) = fval2 fsum = fval1 + fval2 resg = resg + wg(j)*fsum resk = resk + wgk(jtw)*fsum Resabs = Resabs + wgk(jtw)*(abs(fval1) + abs(fval2)) end do do j = 1, 10 jtwm1 = j*2 - 1 absc = hlgth*xgk(jtwm1) fval1 = f(centr - absc) fval2 = f(centr + absc) fv1(jtwm1) = fval1 fv2(jtwm1) = fval2 fsum = fval1 + fval2 resk = resk + wgk(jtwm1)*fsum Resabs = Resabs + wgk(jtwm1)*(abs(fval1) + abs(fval2)) end do reskh = resk*0.5_wp Resasc = wgk(21)*abs(fc - reskh) do j = 1, 20 Resasc = Resasc + wgk(j) & *(abs(fv1(j) - reskh) + abs(fv2(j) - reskh)) end do Result = resk*hlgth Resabs = Resabs*dhlgth Resasc = Resasc*dhlgth Abserr = abs((resk - resg)*hlgth) if (Resasc /= 0.0_wp .and. Abserr /= 0.0_wp) & Abserr = Resasc*min(1.0_wp, (200.0_wp*Abserr/Resasc)**1.5_wp) if (Resabs > uflow/(50.0_wp*epmach)) & Abserr = max((epmach*50.0_wp)*Resabs, Abserr) end subroutine dqk41