Revision 10ef4410c16710d7caf8c0882b7efbac894d49ed authored by M. Helena GonÃ§alves on 22 September 2012, 00:00:00 UTC, committed by Gabor Csardi on 22 September 2012, 00:00:00 UTC
1 parent 3f407ee
dqk41r.f
``````       subroutine dqk41r(f,a,b,result,abserr,resabs,resasc,i)
c***begin prologue  dqk41
c***date written   800101   (yymmdd)
c***revision date  830518   (yymmdd)
c***category no.  h2a1a2
c***keywords  41-point gauss-kronrod rules
c***author  piessens,robert,appl. math. & progr. div. - k.u.leuven
c           de doncker,elise,appl. math. & progr. div. - k.u.leuven
c***purpose  to compute i = integral of f over (a,b), with error
c                           estimate
c                       j = integral of abs(f) over (a,b)
c***description
c
c           integration rules
c           standard fortran subroutine
c           double precision version
c
c           parameters
c            on entry
c              f      - double precision
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 calling program.
c
c              a      - double precision
c                       lower limit of integration
c
c              b      - double precision
c                       upper limit of integration
c
c            on return
c              result - double precision
c                       approximation to the integral i
c                       result is computed by applying the 41-point
c                       gauss-kronrod rule (resk) obtained by optimal
c                       addition of abscissae to the 20-point gauss
c                       rule (resg).
c
c              abserr - double precision
c                       estimate of the modulus of the absolute error,
c                       which should not exceed abs(i-result)
c
c              resabs - double precision
c                       approximation to the integral j
c
c              resasc - double precision
c                       approximation to the integal of abs(f-i/(b-a))
c                       over (a,b)
c
c***references  (none)
c***routines called  d1mach
c***end prologue  dqk41
c
double precision a,absc,abserr,b,centr,dabs,dhlgth,dmax1,dmin1,
*  d1mach,epmach,f,fc,fsum,fval1,fval2,fv1,fv2,hlgth,resabs,resasc,
*  resg,resk,reskh,result,uflow,wg,wgk,xgk
integer j,jtw,jtwm1,i
external f
c
dimension fv1(20),fv2(20),xgk(21),wgk(21),wg(10)
c
c           the abscissae and weights are given for the interval (-1,1).
c           because of symmetry only the positive abscissae and their
c           corresponding weights are given.
c
c           xgk    - abscissae of the 41-point gauss-kronrod rule
c                    xgk(2), xgk(4), ...  abscissae of the 20-point
c                    gauss rule
c                    xgk(1), xgk(3), ...  abscissae which are optimally
c                    added to the 20-point gauss rule
c
c           wgk    - weights of the 41-point gauss-kronrod rule
c
c           wg     - weights of the 20-point gauss rule
c
c
c as evaluated with 80 decimal digit arithmetic by l. w. fullerton,
c bell labs, nov. 1981.
c
data wg  (  1) / 0.0176140071 3915211831 1861962351 853 d0 /
data wg  (  2) / 0.0406014298 0038694133 1039952274 932 d0 /
data wg  (  3) / 0.0626720483 3410906356 9506535187 042 d0 /
data wg  (  4) / 0.0832767415 7670474872 4758143222 046 d0 /
data wg  (  5) / 0.1019301198 1724043503 6750135480 350 d0 /
data wg  (  6) / 0.1181945319 6151841731 2377377711 382 d0 /
data wg  (  7) / 0.1316886384 4917662689 8494499748 163 d0 /
data wg  (  8) / 0.1420961093 1838205132 9298325067 165 d0 /
data wg  (  9) / 0.1491729864 7260374678 7828737001 969 d0 /
data wg  ( 10) / 0.1527533871 3072585069 8084331955 098 d0 /
c
data xgk (  1) / 0.9988590315 8827766383 8315576545 863 d0 /
data xgk (  2) / 0.9931285991 8509492478 6122388471 320 d0 /
data xgk (  3) / 0.9815078774 5025025919 3342994720 217 d0 /
data xgk (  4) / 0.9639719272 7791379126 7666131197 277 d0 /
data xgk (  5) / 0.9408226338 3175475351 9982722212 443 d0 /
data xgk (  6) / 0.9122344282 5132590586 7752441203 298 d0 /
data xgk (  7) / 0.8782768112 5228197607 7442995113 078 d0 /
data xgk (  8) / 0.8391169718 2221882339 4529061701 521 d0 /
data xgk (  9) / 0.7950414288 3755119835 0638833272 788 d0 /
data xgk ( 10) / 0.7463319064 6015079261 4305070355 642 d0 /
data xgk ( 11) / 0.6932376563 3475138480 5490711845 932 d0 /
data xgk ( 12) / 0.6360536807 2651502545 2836696226 286 d0 /
data xgk ( 13) / 0.5751404468 1971031534 2946036586 425 d0 /
data xgk ( 14) / 0.5108670019 5082709800 4364050955 251 d0 /
data xgk ( 15) / 0.4435931752 3872510319 9992213492 640 d0 /
data xgk ( 16) / 0.3737060887 1541956067 2548177024 927 d0 /
data xgk ( 17) / 0.3016278681 1491300432 0555356858 592 d0 /
data xgk ( 18) / 0.2277858511 4164507808 0496195368 575 d0 /
data xgk ( 19) / 0.1526054652 4092267550 5220241022 678 d0 /
data xgk ( 20) / 0.0765265211 3349733375 4640409398 838 d0 /
data xgk ( 21) / 0.0000000000 0000000000 0000000000 000 d0 /
c
data wgk (  1) / 0.0030735837 1852053150 1218293246 031 d0 /
data wgk (  2) / 0.0086002698 5564294219 8661787950 102 d0 /
data wgk (  3) / 0.0146261692 5697125298 3787960308 868 d0 /
data wgk (  4) / 0.0203883734 6126652359 8010231432 755 d0 /
data wgk (  5) / 0.0258821336 0495115883 4505067096 153 d0 /
data wgk (  6) / 0.0312873067 7703279895 8543119323 801 d0 /
data wgk (  7) / 0.0366001697 5820079803 0557240707 211 d0 /
data wgk (  8) / 0.0416688733 2797368626 3788305936 895 d0 /
data wgk (  9) / 0.0464348218 6749767472 0231880926 108 d0 /
data wgk ( 10) / 0.0509445739 2372869193 2707670050 345 d0 /
data wgk ( 11) / 0.0551951053 4828599474 4832372419 777 d0 /
data wgk ( 12) / 0.0591114008 8063957237 4967220648 594 d0 /
data wgk ( 13) / 0.0626532375 5478116802 5870122174 255 d0 /
data wgk ( 14) / 0.0658345971 3361842211 1563556969 398 d0 /
data wgk ( 15) / 0.0686486729 2852161934 5623411885 368 d0 /
data wgk ( 16) / 0.0710544235 5344406830 5790361723 210 d0 /
data wgk ( 17) / 0.0730306903 3278666749 5189417658 913 d0 /
data wgk ( 18) / 0.0745828754 0049918898 6581418362 488 d0 /
data wgk ( 19) / 0.0757044976 8455667465 9542775376 617 d0 /
data wgk ( 20) / 0.0763778676 7208073670 5502835038 061 d0 /
data wgk ( 21) / 0.0766007119 1799965644 5049901530 102 d0 /
c
c
c           list of major variables
c           -----------------------
c
c           centr  - mid point of the interval
c           hlgth  - half-length of the interval
c           absc   - abscissa
c           fval*  - function value
c           resg   - result of the 20-point gauss formula
c           resk   - result of the 41-point kronrod formula
c           reskh  - approximation to mean value of f over (a,b), i.e.
c                    to i/(b-a)
c
c           machine dependent constants
c           ---------------------------
c
c           epmach is the largest relative spacing.
c           uflow is the smallest positive magnitude.
c
c***first executable statement  dqk41
epmach = d1mach(4)
uflow = d1mach(1)
c
centr = 0.5d+00*(a+b)
hlgth = 0.5d+00*(b-a)
dhlgth = dabs(hlgth)
c
c           compute the 41-point gauss-kronrod approximation to
c           the integral, and estimate the absolute error.
c
resg = 0.0d+00
fc = f(centr,i)
resk = wgk(21)*fc
resabs = dabs(resk)
do 10 j=1,10
jtw = j*2
absc = hlgth*xgk(jtw)
fval1 = f(centr-absc,i)
fval2 = f(centr+absc,i)
fv1(jtw) = fval1
fv2(jtw) = fval2
fsum = fval1+fval2
resg = resg+wg(j)*fsum
resk = resk+wgk(jtw)*fsum
resabs = resabs+wgk(jtw)*(dabs(fval1)+dabs(fval2))
10 continue
do 15 j = 1,10
jtwm1 = j*2-1
absc = hlgth*xgk(jtwm1)
fval1 = f(centr-absc,i)
fval2 = f(centr+absc,i)
fv1(jtwm1) = fval1
fv2(jtwm1) = fval2
fsum = fval1+fval2
resk = resk+wgk(jtwm1)*fsum
resabs = resabs+wgk(jtwm1)*(dabs(fval1)+dabs(fval2))
15 continue
reskh = resk*0.5d+00
resasc = wgk(21)*dabs(fc-reskh)
do 20 j=1,20
resasc = resasc+wgk(j)*(dabs(fv1(j)-reskh)+dabs(fv2(j)-reskh))
20 continue
result = resk*hlgth
resabs = resabs*dhlgth
resasc = resasc*dhlgth
abserr = dabs((resk-resg)*hlgth)
if(resasc.ne.0.0d+00.and.abserr.ne.0.d+00)
*  abserr = resasc*dmin1(0.1d+01,(0.2d+03*abserr/resasc)**1.5d+00)
if(resabs.gt.uflow/(0.5d+02*epmach)) abserr = dmax1
*  ((epmach*0.5d+02)*resabs,abserr)
return
end
``````

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