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- *DECK DPFQAD
- SUBROUTINE DPFQAD (F, LDC, C, XI, LXI, K, ID, X1, X2, TOL, QUAD,
- + IERR)
- C***BEGIN PROLOGUE DPFQAD
- C***PURPOSE Compute the integral on (X1,X2) of a product of a
- C function F and the ID-th derivative of a B-spline,
- C (PP-representation).
- C***LIBRARY SLATEC
- C***CATEGORY H2A2A1, E3, K6
- C***TYPE DOUBLE PRECISION (PFQAD-S, DPFQAD-D)
- C***KEYWORDS B-SPLINE, DATA FITTING, INTERPOLATION, QUADRATURE, SPLINES
- C***AUTHOR Amos, D. E., (SNLA)
- C***DESCRIPTION
- C
- C Abstract **** a double precision routine ****
- C DPFQAD computes the integral on (X1,X2) of a product of a
- C function F and the ID-th derivative of a B-spline, using the
- C PP-representation (C,XI,LXI,K). (X1,X2) is normally a sub-
- C interval of XI(1) .LE. X .LE. XI(LXI+1). An integration
- C routine, DPPGQ8 (a modification of GAUS8), integrates the
- C product on subintervals of (X1,X2) formed by the included
- C break points. Integration outside of (XI(1),XI(LXI+1)) is
- C permitted provided F is defined.
- C
- C The maximum number of significant digits obtainable in
- C DBSQAD is the smaller of 18 and the number of digits
- C carried in double precision arithmetic.
- C
- C Description of arguments
- C Input F,C,XI,X1,X2,TOL are double precision
- C F - external function of one argument for the
- C integrand PF(X)=F(X)*DPPVAL(LDC,C,XI,LXI,K,ID,X,
- C INPPV)
- C LDC - leading dimension of matrix C, LDC .GE. K
- C C(I,J) - right Taylor derivatives at XI(J), I=1,K , J=1,LXI
- C XI(*) - break point array of length LXI+1
- C LXI - number of polynomial pieces
- C K - order of B-spline, K .GE. 1
- C ID - order of the spline derivative, 0 .LE. ID .LE. K-1
- C ID=0 gives the spline function
- C X1,X2 - end points of quadrature interval, normally in
- C XI(1) .LE. X .LE. XI(LXI+1)
- C TOL - desired accuracy for the quadrature, suggest
- C 10.*DTOL .LT. TOL .LE. 0.1 where DTOL is the
- C maximum of 1.0D-18 and double precision unit
- C roundoff for the machine = D1MACH(4)
- C
- C Output QUAD is double precision
- C QUAD - integral of PF(X) on (X1,X2)
- C IERR - a status code
- C IERR=1 normal return
- C 2 some quadrature does not meet the
- C requested tolerance
- C
- C Error Conditions
- C Improper input is a fatal error.
- C Some quadrature does not meet the requested tolerance.
- C
- C***REFERENCES D. E. Amos, Quadrature subroutines for splines and
- C B-splines, Report SAND79-1825, Sandia Laboratories,
- C December 1979.
- C***ROUTINES CALLED D1MACH, DINTRV, DPPGQ8, XERMSG
- C***REVISION HISTORY (YYMMDD)
- C 800901 DATE WRITTEN
- C 890531 Changed all specific intrinsics to generic. (WRB)
- C 890531 REVISION DATE from Version 3.2
- C 891214 Prologue converted to Version 4.0 format. (BAB)
- C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
- C 900326 Removed duplicate information from DESCRIPTION section.
- C (WRB)
- C 920501 Reformatted the REFERENCES section. (WRB)
- C***END PROLOGUE DPFQAD
- C
- INTEGER ID,IERR,IFLG,ILO,IL1,IL2,INPPV,K,LDC,LEFT,LXI,MF1,MF2
- DOUBLE PRECISION A,AA,ANS,B,BB,C,Q,QUAD,TA,TB,TOL,WTOL,XI,X1,X2
- DOUBLE PRECISION D1MACH, F
- DIMENSION XI(*), C(LDC,*)
- EXTERNAL F
- C
- C***FIRST EXECUTABLE STATEMENT DPFQAD
- IERR = 1
- QUAD = 0.0D0
- IF(K.LT.1) GO TO 100
- IF(LDC.LT.K) GO TO 105
- IF(ID.LT.0 .OR. ID.GE.K) GO TO 110
- IF(LXI.LT.1) GO TO 115
- WTOL = D1MACH(4)
- WTOL = MAX(WTOL,1.0D-18)
- IF (TOL.LT.WTOL .OR. TOL.GT.0.1D0) GO TO 20
- AA = MIN(X1,X2)
- BB = MAX(X1,X2)
- IF (AA.EQ.BB) RETURN
- ILO = 1
- CALL DINTRV(XI, LXI, AA, ILO, IL1, MF1)
- CALL DINTRV(XI, LXI, BB, ILO, IL2, MF2)
- Q = 0.0D0
- INPPV = 1
- DO 10 LEFT=IL1,IL2
- TA = XI(LEFT)
- A = MAX(AA,TA)
- IF (LEFT.EQ.1) A = AA
- TB = BB
- IF (LEFT.LT.LXI) TB = XI(LEFT+1)
- B = MIN(BB,TB)
- CALL DPPGQ8(F,LDC,C,XI,LXI,K,ID,A,B,INPPV,TOL,ANS,IFLG)
- IF (IFLG.GT.1) IERR = 2
- Q = Q + ANS
- 10 CONTINUE
- IF (X1.GT.X2) Q = -Q
- QUAD = Q
- RETURN
- C
- 20 CONTINUE
- CALL XERMSG ('SLATEC', 'DPFQAD',
- + 'TOL IS LESS DTOL OR GREATER THAN 0.1', 2, 1)
- RETURN
- 100 CONTINUE
- CALL XERMSG ('SLATEC', 'DPFQAD', 'K DOES NOT SATISFY K.GE.1', 2,
- + 1)
- RETURN
- 105 CONTINUE
- CALL XERMSG ('SLATEC', 'DPFQAD', 'LDC DOES NOT SATISFY LDC.GE.K',
- + 2, 1)
- RETURN
- 110 CONTINUE
- CALL XERMSG ('SLATEC', 'DPFQAD',
- + 'ID DOES NOT SATISFY 0.LE.ID.LT.K', 2, 1)
- RETURN
- 115 CONTINUE
- CALL XERMSG ('SLATEC', 'DPFQAD', 'LXI DOES NOT SATISFY LXI.GE.1',
- + 2, 1)
- RETURN
- END
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