Esempio n. 1
0
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;
}
Esempio n. 2
0
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;
}
Esempio n. 3
0
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);
}
Esempio n. 4
0
/* 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;
}