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- *DECK QAGP
- SUBROUTINE QAGP (F, A, B, NPTS2, POINTS, EPSABS, EPSREL, RESULT,
- + ABSERR, NEVAL, IER, LENIW, LENW, LAST, IWORK, WORK)
- C***BEGIN PROLOGUE QAGP
- C***PURPOSE The routine calculates an approximation result to a given
- C definite integral I = Integral of F over (A,B),
- C hopefully satisfying following claim for accuracy
- C break points of the integration interval, where local
- C difficulties of the integrand may occur(e.g. SINGULARITIES,
- C DISCONTINUITIES), are provided by the user.
- C***LIBRARY SLATEC (QUADPACK)
- C***CATEGORY H2A2A1
- C***TYPE SINGLE PRECISION (QAGP-S, DQAGP-D)
- C***KEYWORDS AUTOMATIC INTEGRATOR, EXTRAPOLATION, GENERAL-PURPOSE,
- C GLOBALLY ADAPTIVE, QUADPACK, QUADRATURE,
- C SINGULARITIES AT USER SPECIFIED POINTS
- C***AUTHOR Piessens, Robert
- C Applied Mathematics and Programming Division
- C K. U. Leuven
- C de Doncker, Elise
- C Applied Mathematics and Programming Division
- C K. U. Leuven
- C***DESCRIPTION
- C
- C Computation of a definite integral
- C Standard fortran subroutine
- C Real version
- C
- C PARAMETERS
- C ON ENTRY
- C F - Real
- C Function subprogram defining the integrand
- C Function F(X). The actual name for F needs to be
- C declared E X T E R N A L in the driver program.
- C
- C A - Real
- C Lower limit of integration
- C
- C B - Real
- C Upper limit of integration
- C
- C NPTS2 - Integer
- C Number equal to two more than the number of
- C user-supplied break points within the integration
- C range, NPTS.GE.2.
- C If NPTS2.LT.2, The routine will end with IER = 6.
- C
- C POINTS - Real
- C Vector of dimension NPTS2, the first (NPTS2-2)
- C elements of which are the user provided break
- C points. If these points do not constitute an
- C ascending sequence there will be an automatic
- C sorting.
- C
- C EPSABS - Real
- C Absolute accuracy requested
- C EPSREL - Real
- C Relative accuracy requested
- C If EPSABS.LE.0
- C And EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28),
- C The routine will end with IER = 6.
- C
- C ON RETURN
- C RESULT - Real
- C Approximation to the integral
- C
- C ABSERR - Real
- C Estimate of the modulus of the absolute error,
- C which should equal or exceed ABS(I-RESULT)
- C
- C NEVAL - Integer
- C Number of integrand evaluations
- C
- C IER - Integer
- C IER = 0 Normal and reliable termination of the
- C routine. It is assumed that the requested
- C accuracy has been achieved.
- C IER.GT.0 Abnormal termination of the routine.
- C The estimates for integral and error are
- C less reliable. it is assumed that the
- C requested accuracy has not been achieved.
- C ERROR MESSAGES
- C IER = 1 Maximum number of subdivisions allowed
- C has been achieved. one can allow more
- C subdivisions by increasing the value of
- C LIMIT (and taking the according dimension
- C adjustments into account). However, if
- C this yields no improvement it is advised
- C to analyze the integrand in order to
- C determine the integration difficulties. If
- C the position of a local difficulty can be
- C determined (i.e. SINGULARITY,
- C DISCONTINUITY within the interval), it
- C should be supplied to the routine as an
- C element of the vector points. If necessary
- C an appropriate special-purpose integrator
- C must be used, which is designed for
- C handling the type of difficulty involved.
- C = 2 The occurrence of roundoff error is
- C detected, which prevents the requested
- C tolerance from being achieved.
- C The error may be under-estimated.
- C = 3 Extremely bad integrand behaviour occurs
- C at some points of the integration
- C interval.
- C = 4 The algorithm does not converge.
- C roundoff error is detected in the
- C extrapolation table.
- C It is presumed that the requested
- C tolerance cannot be achieved, and that
- C the returned RESULT is the best which
- C can be obtained.
- C = 5 The integral is probably divergent, or
- C slowly convergent. it must be noted that
- C divergence can occur with any other value
- C of IER.GT.0.
- C = 6 The input is invalid because
- C NPTS2.LT.2 or
- C break points are specified outside
- C the integration range or
- C (EPSABS.LE.0 and
- C EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28))
- C RESULT, ABSERR, NEVAL, LAST are set to
- C zero. Except when LENIW or LENW or NPTS2
- C is invalid, IWORK(1), IWORK(LIMIT+1),
- C WORK(LIMIT*2+1) and WORK(LIMIT*3+1)
- C are set to zero.
- C WORK(1) is set to A and WORK(LIMIT+1)
- C to B (where LIMIT = (LENIW-NPTS2)/2).
- C
- C DIMENSIONING PARAMETERS
- C LENIW - Integer
- C Dimensioning parameter for IWORK
- C LENIW determines LIMIT = (LENIW-NPTS2)/2,
- C which is the maximum number of subintervals in the
- C partition of the given integration interval (A,B),
- C LENIW.GE.(3*NPTS2-2).
- C If LENIW.LT.(3*NPTS2-2), the routine will end with
- C IER = 6.
- C
- C LENW - Integer
- C Dimensioning parameter for WORK
- C LENW must be at least LENIW*2-NPTS2.
- C If LENW.LT.LENIW*2-NPTS2, the routine will end
- C with IER = 6.
- C
- C LAST - Integer
- C On return, LAST equals the number of subintervals
- C produced in the subdivision process, which
- C determines the number of significant elements
- C actually in the WORK ARRAYS.
- C
- C WORK ARRAYS
- C IWORK - Integer
- C Vector of dimension at least LENIW. on return,
- C the first K elements of which contain
- C pointers to the error estimates over the
- C subintervals, such that WORK(LIMIT*3+IWORK(1)),...,
- C WORK(LIMIT*3+IWORK(K)) form a decreasing
- C sequence, with K = LAST if LAST.LE.(LIMIT/2+2), and
- C K = LIMIT+1-LAST otherwise
- C IWORK(LIMIT+1), ...,IWORK(LIMIT+LAST) Contain the
- C subdivision levels of the subintervals, i.e.
- C if (AA,BB) is a subinterval of (P1,P2)
- C where P1 as well as P2 is a user-provided
- C break point or integration LIMIT, then (AA,BB) has
- C level L if ABS(BB-AA) = ABS(P2-P1)*2**(-L),
- C IWORK(LIMIT*2+1), ..., IWORK(LIMIT*2+NPTS2) have
- C no significance for the user,
- C note that LIMIT = (LENIW-NPTS2)/2.
- C
- C WORK - Real
- C Vector of dimension at least LENW
- C on return
- C WORK(1), ..., WORK(LAST) contain the left
- C end points of the subintervals in the
- C partition of (A,B),
- C WORK(LIMIT+1), ..., WORK(LIMIT+LAST) contain
- C the right end points,
- C WORK(LIMIT*2+1), ..., WORK(LIMIT*2+LAST) contain
- C the integral approximations over the subintervals,
- C WORK(LIMIT*3+1), ..., WORK(LIMIT*3+LAST)
- C contain the corresponding error estimates,
- C WORK(LIMIT*4+1), ..., WORK(LIMIT*4+NPTS2)
- C contain the integration limits and the
- C break points sorted in an ascending sequence.
- C note that LIMIT = (LENIW-NPTS2)/2.
- C
- C***REFERENCES (NONE)
- C***ROUTINES CALLED QAGPE, XERMSG
- C***REVISION HISTORY (YYMMDD)
- C 800101 DATE WRITTEN
- C 890831 Modified array declarations. (WRB)
- C 890831 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***END PROLOGUE QAGP
- C
- REAL A,ABSERR,B,EPSABS,EPSREL,F,POINTS,RESULT,WORK
- INTEGER IER,IWORK,LENIW,LENW,LIMIT,LVL,L1,L2,L3,NEVAL,NPTS2
- C
- DIMENSION IWORK(*),POINTS(*),WORK(*)
- C
- EXTERNAL F
- C
- C CHECK VALIDITY OF LIMIT AND LENW.
- C
- C***FIRST EXECUTABLE STATEMENT QAGP
- IER = 6
- NEVAL = 0
- LAST = 0
- RESULT = 0.0E+00
- ABSERR = 0.0E+00
- IF(LENIW.LT.(3*NPTS2-2).OR.LENW.LT.(LENIW*2-NPTS2).OR.NPTS2.LT.2)
- 1 GO TO 10
- C
- C PREPARE CALL FOR QAGPE.
- C
- LIMIT = (LENIW-NPTS2)/2
- L1 = LIMIT+1
- L2 = LIMIT+L1
- L3 = LIMIT+L2
- L4 = LIMIT+L3
- C
- CALL QAGPE(F,A,B,NPTS2,POINTS,EPSABS,EPSREL,LIMIT,RESULT,ABSERR,
- 1 NEVAL,IER,WORK(1),WORK(L1),WORK(L2),WORK(L3),WORK(L4),
- 2 IWORK(1),IWORK(L1),IWORK(L2),LAST)
- C
- C CALL ERROR HANDLER IF NECESSARY.
- C
- LVL = 0
- 10 IF(IER.EQ.6) LVL = 1
- IF (IER .NE. 0) CALL XERMSG ('SLATEC', 'QAGP',
- + 'ABNORMAL RETURN', IER, LVL)
- RETURN
- END
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