double g1(double x)
{
double y,a,b,abserr,resabs,resasc;
a = 0.0;
b = 1.0;
y_global = x; /* 'x' is provided by the outer integrator */
y = G_K61(f1,a,b,&abserr,&resabs,&resasc);
return y;
}
double g(double x)
{
double y,a,b,abserr,resabs,resasc;
a = 1.0;
b = sqrt(2.0);
y_global = x;
y = G_K61(f,a,b,&abserr,&resabs,&resasc);
return y;
}
void main()
{
double y,a1,b1,abserr,resabs,resasc;
a1 = 0;
b1 = 1;
y = G_K61(g1,a1,b1,&abserr,&resabs,&resasc);
printf("Integral = %.15lg\n",y);
printf("abserr = %.15\lg\n",abserr);
}
/* DQAGE - Approximation to definite integral. (From QUADPACK)
*
* Allows user's choice of Gauss-Kronrod integration rule.
*
* PARAMETERS:
*
* f() - double precision function to be integrated.
*
* a - lower limit of integration.
*
* b - upper limit of integration.
*
* epsabs - absolute accuracy requested.
*
* epsrel - relative accuracy requested.
*
* irule - integration rule to be used as follows:
* irule = 1 -- G_K 7-15
* irule = 2 -- G_K 10-21
* irule = 3 -- G_K 15-31
* irule = 4 -- G_K 20-41
* irule = 5 -- G_K 25-51
* irule = 6 -- G_K 30-61
*
* limit - maximum number of subintervals.
*/
double dqage(double f(double, void*),void * cbData,double a,double b,double epsabs,double epsrel,
int irule,double *abserr,int *neval,int *ier,int *last)
{
double area,area1,area2,area12,a1,a2,b1,b2,c,defabs;
double defab1,defab2,errbnd,errmax,error1,error2;
double erro12,errsum,resabs,result;
double alist[LIMIT],blist[LIMIT],rlist[LIMIT],elist[LIMIT];
int iroff1,iroff2,k,keyf,maxerr,nrmax,iord[LIMIT],limit;
limit = LIMIT - 1;
*ier = 0;
*neval = 0;
*last = 0;
result = 0.0;
*abserr = 0.0;
alist[0] = a;
blist[0] = b;
rlist[0] = 0.0;
elist[0] = 0.0;
iord[0] = 0;
defabs = 0.0;
resabs = 0.0;
if ((epsabs < 0.0) && (epsrel < 0.0))
*ier = 6;
if (*ier == 6) return result;
/* First approximation to the integral. */
keyf = irule;
if (irule <= 0) keyf = 1;
if (irule >= 7) keyf = 6;
c = keyf;
*neval = 0;
switch (keyf) {
case 1:
result = G_K15(f,cbData,a,b,abserr,&defabs,&resabs);
break;
case 2:
result = G_K21(f,cbData,a,b,abserr,&defabs,&resabs);
break;
case 3:
result = G_K31(f,cbData,a,b,abserr,&defabs,&resabs);
break;
case 4:
result = G_K41(f,cbData,a,b,abserr,&defabs,&resabs);
break;
case 5:
result = G_K51(f,cbData,a,b,abserr,&defabs,&resabs);
break;
case 6:
result = G_K61(f,cbData,a,b,abserr,&defabs,&resabs);
break;
}
*last = 0;
rlist[0] = result;
elist[0] = *abserr;
iord[0] = 0;
/* Test on accuracy. */
errbnd = max(epsabs,epsrel * fabs(result));
if ((*abserr <= 50.0 * epmach * defabs) && (*abserr > errbnd))
*ier = 2;
if (limit == 0) *ier = 1;
if ((*ier != 0) || ((*abserr <= errbnd) && (*abserr != resabs)) ||
(*abserr == 0.0)) goto _60;
/* Initialization. */
errmax = *abserr;
maxerr = 0;
area = result;
errsum = *abserr;
nrmax = 0;
iroff1 = 0;
iroff2 = 0;
/* Main Loop. */
for (*last = 1; *last <= limit; (*last)++) {
/* Bisect the subinterval with the largest error estimate. */
a1 = alist[maxerr];
b1 = 0.5 * (alist[maxerr] + blist[maxerr]);
a2 = b1;
b2 = blist[maxerr];
switch (keyf) {
case 1:
area1 = G_K15(f,cbData,a1,b1,&error1,&resabs,&defab1);
area2 = G_K15(f,cbData,a2,b2,&error2,&resabs,&defab2);
break;
case 2:
area1 = G_K21(f,cbData,a1,b1,&error1,&resabs,&defab1);
area2 = G_K21(f,cbData,a2,b2,&error2,&resabs,&defab2);
break;
case 3:
area1 = G_K31(f,cbData,a1,b1,&error1,&resabs,&defab1);
area2 = G_K31(f,cbData,a2,b2,&error2,&resabs,&defab2);
break;
case 4:
area1 = G_K41(f,cbData,a1,b1,&error1,&resabs,&defab1);
area2 = G_K41(f,cbData,a2,b2,&error2,&resabs,&defab2);
break;
case 5:
area1 = G_K51(f,cbData,a1,b1,&error1,&resabs,&defab1);
area2 = G_K51(f,cbData,a2,b2,&error2,&resabs,&defab2);
break;
case 6:
area1 = G_K61(f,cbData,a1,b1,&error1,&resabs,&defab1);
area2 = G_K61(f,cbData,a2,b2,&error2,&resabs,&defab2);
break;
}
/* Improve previous approximations to integral and error,
and test for accuracy. */
(*neval) += 1;
area12 = area1 + area2;
erro12 = error1 + error2;
errsum = errsum + erro12 - errmax;
area = area + area12 - rlist[maxerr];
if ((defab1 != error1) && (defab2 != error2)) {
if ((fabs(rlist[maxerr]-area12) <= 1.0e-5 * fabs(area12)) &&
(erro12 >= .99 * errmax))
iroff1++;
if ((*last > 9) && (erro12 > errmax))
iroff2++;
}
rlist[maxerr] = area1;
rlist[*last] = area2;
errbnd = max(epsabs,epsrel * fabs(area));
if (errsum > errbnd) {
/* Test for roundoff error and eventually set error flag. */
if ((iroff1 > 6) || (iroff2 > 20))
*ier = 2;
/* Set error flag in the case that the number of subintervals
equals the limit. */
if (*last == limit)
*ier = 1;
/* Set error flag in the case of bad integrand behavior at a
point of the integration range. */
if (max(fabs(a1),fabs(b2)) <= (1.0 + c * 1000.0 * epmach) *
(fabs(a2)+1.0e4 * uflow))
*ier = 3;
}
/* Append the newly-created intervals to the list. */
if (error2 <= error1) {
alist[*last] = a2;
blist[maxerr] = b1;
blist[*last] = b2;
elist[maxerr] = error1;
elist[*last] = error2;
}
else {
alist[maxerr] = a2;
alist[*last] = a1;
blist[*last] = b1;
rlist[maxerr] = area2;
rlist[*last] = area1;
elist[maxerr] = error2;
elist[*last] = error1;
}
/* Call DQSORT to maintain the descending ordering in the list of
error estimates and select the subinterval with the
largest error estimate (to be bisected next). */
dqsort(limit,*last,&maxerr,&errmax,elist,iord,&nrmax);
if ((*ier != 0) || (errsum <= errbnd)) break;
}
/* Compute final result. */
result = 0.0;
for (k = 0; k <= *last; k++) {
result += rlist[k];
}
*abserr = errsum;
_60:
if (keyf != 1)
*neval = (10 * keyf + 1) * (2 * (*neval) + 1);
else
*neval = 30 * (*neval) + 15;
return result;
}