bsgq8.f 6.4 KB

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  1. *DECK BSGQ8
  2. SUBROUTINE BSGQ8 (FUN, XT, BC, N, KK, ID, A, B, INBV, ERR, ANS,
  3. + IERR, WORK)
  4. C***BEGIN PROLOGUE BSGQ8
  5. C***SUBSIDIARY
  6. C***PURPOSE Subsidiary to BFQAD
  7. C***LIBRARY SLATEC
  8. C***TYPE SINGLE PRECISION (BSGQ8-S, DBSGQ8-D)
  9. C***AUTHOR Jones, R. E., (SNLA)
  10. C***DESCRIPTION
  11. C
  12. C Abstract
  13. C BSGQ8, a modification of GAUS8, integrates the
  14. C product of FUN(X) by the ID-th derivative of a spline
  15. C BVALU(XT,BC,N,KK,ID,X,INBV,WORK) between limits A and B.
  16. C
  17. C Description of Arguments
  18. C
  19. C INPUT--
  20. C FUN - Name of external function of one argument which
  21. C multiplies BVALU.
  22. C XT - Knot array for BVALU
  23. C BC - B-coefficient array for BVALU
  24. C N - Number of B-coefficients for BVALU
  25. C KK - Order of the spline, KK.GE.1
  26. C ID - Order of the spline derivative, 0.LE.ID.LE.KK-1
  27. C A - Lower limit of integral
  28. C B - Upper limit of integral (may be less than A)
  29. C INBV- Initialization parameter for BVALU
  30. C ERR - Is a requested pseudorelative error tolerance. Normally
  31. C pick a value of ABS(ERR).LT.1E-3. ANS will normally
  32. C have no more error than ABS(ERR) times the integral of
  33. C the absolute value of FUN(X)*BVALU(XT,BC,N,KK,X,ID,
  34. C INBV,WORK).
  35. C
  36. C
  37. C OUTPUT--
  38. C ERR - Will be an estimate of the absolute error in ANS if the
  39. C input value of ERR was negative. (ERR is unchanged if
  40. C the input value of ERR was nonnegative.) The estimated
  41. C error is solely for information to the user and should
  42. C not be used as a correction to the computed integral.
  43. C ANS - Computed value of integral
  44. C IERR- A status code
  45. C --Normal Codes
  46. C 1 ANS most likely meets requested error tolerance,
  47. C or A=B.
  48. C -1 A and B are too nearly equal to allow normal
  49. C integration. ANS is set to zero.
  50. C --Abnormal Code
  51. C 2 ANS probably does not meet requested error tolerance.
  52. C WORK- Work vector of length 3*K for BVALU
  53. C
  54. C***SEE ALSO BFQAD
  55. C***ROUTINES CALLED BVALU, I1MACH, R1MACH, XERMSG
  56. C***REVISION HISTORY (YYMMDD)
  57. C 800901 DATE WRITTEN
  58. C 890531 Changed all specific intrinsics to generic. (WRB)
  59. C 891214 Prologue converted to Version 4.0 format. (BAB)
  60. C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
  61. C 900326 Removed duplicate information from DESCRIPTION section.
  62. C (WRB)
  63. C 900328 Added TYPE section. (WRB)
  64. C 910408 Updated the AUTHOR section. (WRB)
  65. C***END PROLOGUE BSGQ8
  66. C
  67. INTEGER ID, IERR, INBV, K, KK, KML, KMX, L, LMN, LMX, LR, MXL,
  68. 1 N, NBITS, NIB, NLMN, NLMX
  69. INTEGER I1MACH
  70. REAL A, AA, AE, ANIB, ANS, AREA, B, BC, C, CE, EE, EF, EPS, ERR,
  71. 1 EST,GL,GLR,GR,HH,SQ2,TOL,VL,VR,WORK,W1, W2, W3, W4, XT, X1,
  72. 2 X2, X3, X4, X, H
  73. REAL R1MACH, BVALU, G8, FUN
  74. DIMENSION XT(*), BC(*)
  75. DIMENSION AA(30), HH(30), LR(30), VL(30), GR(30)
  76. SAVE X1, X2, X3, X4, W1, W2, W3, W4, SQ2, NLMN, KMX, KML
  77. DATA X1, X2, X3, X4/
  78. 1 1.83434642495649805E-01, 5.25532409916328986E-01,
  79. 2 7.96666477413626740E-01, 9.60289856497536232E-01/
  80. DATA W1, W2, W3, W4/
  81. 1 3.62683783378361983E-01, 3.13706645877887287E-01,
  82. 2 2.22381034453374471E-01, 1.01228536290376259E-01/
  83. DATA SQ2/1.41421356E0/
  84. DATA NLMN/1/,KMX/5000/,KML/6/
  85. G8(X,H)=H*((W1*(FUN(X-X1*H)*BVALU(XT,BC,N,KK,ID,X-X1*H,INBV,WORK)+
  86. 1 FUN(X+X1*H)*BVALU(XT,BC,N,KK,ID,X+X1*H,INBV,WORK))
  87. 2 +W2*(FUN(X-X2*H)*BVALU(XT,BC,N,KK,ID,X-X2*H,INBV,WORK)+
  88. 3 FUN(X+X2*H)*BVALU(XT,BC,N,KK,ID,X+X2*H,INBV,WORK)))
  89. 4 +(W3*(FUN(X-X3*H)*BVALU(XT,BC,N,KK,ID,X-X3*H,INBV,WORK)+
  90. 5 FUN(X+X3*H)*BVALU(XT,BC,N,KK,ID,X+X3*H,INBV,WORK))
  91. 6 +W4*(FUN(X-X4*H)*BVALU(XT,BC,N,KK,ID,X-X4*H,INBV,WORK)+
  92. 7 FUN(X+X4*H)*BVALU(XT,BC,N,KK,ID,X+X4*H,INBV,WORK))))
  93. C
  94. C INITIALIZE
  95. C
  96. C***FIRST EXECUTABLE STATEMENT BSGQ8
  97. K = I1MACH(11)
  98. ANIB = R1MACH(5)*K/0.30102000E0
  99. NBITS = INT(ANIB)
  100. NLMX = (NBITS*5)/8
  101. ANS = 0.0E0
  102. IERR = 1
  103. CE = 0.0E0
  104. IF (A.EQ.B) GO TO 140
  105. LMX = NLMX
  106. LMN = NLMN
  107. IF (B.EQ.0.0E0) GO TO 10
  108. IF (SIGN(1.0E0,B)*A.LE.0.0E0) GO TO 10
  109. C = ABS(1.0E0-A/B)
  110. IF (C.GT.0.1E0) GO TO 10
  111. IF (C.LE.0.0E0) GO TO 140
  112. ANIB = 0.5E0 - LOG(C)/0.69314718E0
  113. NIB = INT(ANIB)
  114. LMX = MIN(NLMX,NBITS-NIB-7)
  115. IF (LMX.LT.1) GO TO 130
  116. LMN = MIN(LMN,LMX)
  117. 10 TOL = MAX(ABS(ERR),2.0E0**(5-NBITS))/2.0E0
  118. IF (ERR.EQ.0.0E0) TOL = SQRT(R1MACH(4))
  119. EPS = TOL
  120. HH(1) = (B-A)/4.0E0
  121. AA(1) = A
  122. LR(1) = 1
  123. L = 1
  124. EST = G8(AA(L)+2.0E0*HH(L),2.0E0*HH(L))
  125. K = 8
  126. AREA = ABS(EST)
  127. EF = 0.5E0
  128. MXL = 0
  129. C
  130. C COMPUTE REFINED ESTIMATES, ESTIMATE THE ERROR, ETC.
  131. C
  132. 20 GL = G8(AA(L)+HH(L),HH(L))
  133. GR(L) = G8(AA(L)+3.0E0*HH(L),HH(L))
  134. K = K + 16
  135. AREA = AREA + (ABS(GL)+ABS(GR(L))-ABS(EST))
  136. GLR = GL + GR(L)
  137. EE = ABS(EST-GLR)*EF
  138. AE = MAX(EPS*AREA,TOL*ABS(GLR))
  139. IF (EE-AE) 40, 40, 50
  140. 30 MXL = 1
  141. 40 CE = CE + (EST-GLR)
  142. IF (LR(L)) 60, 60, 80
  143. C
  144. C CONSIDER THE LEFT HALF OF THIS LEVEL
  145. C
  146. 50 IF (K.GT.KMX) LMX = KML
  147. IF (L.GE.LMX) GO TO 30
  148. L = L + 1
  149. EPS = EPS*0.5E0
  150. EF = EF/SQ2
  151. HH(L) = HH(L-1)*0.5E0
  152. LR(L) = -1
  153. AA(L) = AA(L-1)
  154. EST = GL
  155. GO TO 20
  156. C
  157. C PROCEED TO RIGHT HALF AT THIS LEVEL
  158. C
  159. 60 VL(L) = GLR
  160. 70 EST = GR(L-1)
  161. LR(L) = 1
  162. AA(L) = AA(L) + 4.0E0*HH(L)
  163. GO TO 20
  164. C
  165. C RETURN ONE LEVEL
  166. C
  167. 80 VR = GLR
  168. 90 IF (L.LE.1) GO TO 120
  169. L = L - 1
  170. EPS = EPS*2.0E0
  171. EF = EF*SQ2
  172. IF (LR(L)) 100, 100, 110
  173. 100 VL(L) = VL(L+1) + VR
  174. GO TO 70
  175. 110 VR = VL(L+1) + VR
  176. GO TO 90
  177. C
  178. C EXIT
  179. C
  180. 120 ANS = VR
  181. IF ((MXL.EQ.0) .OR. (ABS(CE).LE.2.0E0*TOL*AREA)) GO TO 140
  182. IERR = 2
  183. CALL XERMSG ('SLATEC', 'BSGQ8',
  184. + 'ANS IS PROBABLY INSUFFICIENTLY ACCURATE.', 3, 1)
  185. GO TO 140
  186. 130 IERR = -1
  187. CALL XERMSG ('SLATEC', 'BSGQ8',
  188. + 'A AND B ARE TOO NEARLY EQUAL TO ALLOW NORMAL INTEGRATION. ' //
  189. + ' ANS IS SET TO ZERO AND IERR TO -1.', 1, -1)
  190. 140 CONTINUE
  191. IF (ERR.LT.0.0E0) ERR = CE
  192. RETURN
  193. END