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See also:
R. Piessens, E. deDoncker-Kapenga, C. Uberhuber, D. Kahaner
Quadpack: a Subroutine Package for Automatic Integration
Springer Verlag, 1983. Series in Computational Mathematics v.1
515.43/Q1S 100394Z
SUBROUTINE QPDOC
C***BEGIN PROLOGUE QPDOC
C***DATE WRITTEN 810401 (YYMMDD)
C***REVISION DATE 840417 (YYMMDD)
C***CATEGORY NO. H2
C***KEYWORDS SURVEY OF INTEGRATORS, GUIDELINES FOR SELECTION,QUADPACK
C***AUTHOR PIESSENS, ROBERT(APPL. MATH. AND PROGR. DIV.- K.U.LEUVEN)
C DE DONKER, ELISE(APPL. MATH. AND PROGR. DIV.- K.U.LEUVEN
C KAHANER,DAVID(NATIONAL BUREAU OF STANDARDS)
C***PURPOSE QUADPACK documentation routine.
C***DESCRIPTION
C 1. Introduction
C ------------
C QUADPACK is a FORTRAN subroutine package for the numerical
C computation of definite one-dimensional integrals. It originated
C from a joint project of R. Piessens and E. de Doncker (Appl.
C Math. and Progr. Div.- K.U.Leuven, Belgium), C. Ueberhuber (Inst.
C Fuer Math.- Techn.U.Wien, Austria), and D. Kahaner (Nation. Bur.
C of Standards- Washington D.C., U.S.A.).
C Documentation routine QPDOC describes the package in the form it
C was released from A.M.P.D.- Leuven, for adherence to the SLATEC
C library in May 1981. Apart from a survey of the integrators, some
C guidelines will be given in order to help the QUADPACK user with
C selecting an appropriate routine or a combination of several
C routines for handling his problem.
C
C In the LONG DESCRIPTION of QPDOC it is demonstrated how to call
C the integrators, by means of small example calling programs.
C
C For precise guidelines involving the use of each routine in
C particular, we refer to the extensive introductory comments
C within each routine.
C
C 2. Survey
C ------
C The following list gives an overview of the QUADPACK integrators.
C The routine names for the DOUBLE PRECISION versions are preceded
C by the letter D.
C
C - QNG : Is a simple non-adaptive automatic integrator, based on
C a sequence of rules with increasing degree of algebraic
C precision (Patterson, 1968).
C
C - QAG : Is a simple globally adaptive integrator using the
C strategy of Aind (Piessens, 1973). It is possible to
C choose between 6 pairs of Gauss-Kronrod quadrature
C formulae for the rule evaluation component. The pairs
C of high degree of precision are suitable for handling
C integration difficulties due to a strongly oscillating
C integrand.
C
C - QAGS : Is an integrator based on globally adaptive interval
C subdivision in connection with extrapolation (de Doncker,
C 1978) by the Epsilon algorithm (Wynn, 1956).
C
C - QAGP : Serves the same purposes as QAGS, but also allows
C for eventual user-supplied information, i.e. the
C abscissae of internal singularities, discontinuities
C and other difficulties of the integrand function.
C The algorithm is a modification of that in QAGS.
C
C - QAGI : Handles integration over infinite intervals. The
C infinite range is mapped onto a finite interval and
C then the same strategy as in QAGS is applied.
C
C - QAWO : Is a routine for the integration of COS(OMEGA*X)*F(X)
C or SIN(OMEGA*X)*F(X) over a finite interval (A,B).
C OMEGA is is specified by the user
C The rule evaluation component is based on the
C modified Clenshaw-Curtis technique.
C An adaptive subdivision scheme is used connected with
C an extrapolation procedure, which is a modification
C of that in QAGS and provides the possibility to deal
C even with singularities in F.
C
C - QAWF : Calculates the Fourier cosine or Fourier sine
C transform of F(X), for user-supplied interval (A,
C INFINITY), OMEGA, and F. The procedure of QAWO is
C used on successive finite intervals, and convergence
C acceleration by means of the Epsilon algorithm (Wynn,
C 1956) is applied to the series of the integral
C contributions.
C
C - QAWS : Integrates W(X)*F(X) over (A,B) with A.LT.B finite,
C and W(X) = ((X-A)**ALFA)*((B-X)**BETA)*V(X)
C where V(X) = 1 or LOG(X-A) or LOG(B-X)
C or LOG(X-A)*LOG(B-X)
C and ALFA.GT.(-1), BETA.GT.(-1).
C The user specifies A, B, ALFA, BETA and the type of
C the function V.
C A globally adaptive subdivision strategy is applied,
C with modified Clenshaw-Curtis integration on the
C subintervals which contain A or B.
C
C - QAWC : Computes the Cauchy Principal Value of F(X)/(X-C)
C over a finite interval (A,B) and for
C user-determined C.
C The strategy is globally adaptive, and modified
C Clenshaw-Curtis integration is used on the subranges
C which contain the point X = C.
C
C Each of the routines above also has a "more detailed" version
C with a name ending in E, as QAGE. These provide more
C information and control than the easier versions.
C
C
C The preceeding routines are all automatic. That is, the user
C inputs his problem and an error tolerance. The routine
C attempts to perform the integration to within the requested
C absolute or relative error.
C There are, in addition, a number of non-automatic integrators.
C These are most useful when the problem is such that the
C user knows that a fixed rule will provide the accuracy
C required. Typically they return an error estimate but make
C no attempt to satisfy any particular input error request.
C
C QK15
C QK21
C QK31
C QK41
C QK51
C QK61
C Estimate the integral on [a,b] using 15, 21,..., 61
C point rule and return an error estimate.
C QK15I 15 point rule for (semi)infinite interval.
C QK15W 15 point rule for special singular weight functions.
C QC25C 25 point rule for Cauchy Principal Values
C QC25F 25 point rule for sin/cos integrand.
C QMOMO Integrates k-th degree Chebychev polynomial times
C function with various explicit singularities.
C
C 3. Guidelines for the use of QUADPACK
C ----------------------------------
C Here it is not our purpose to investigate the question when
C automatic quadrature should be used. We shall rather attempt
C to help the user who already made the decision to use QUADPACK,
C with selecting an appropriate routine or a combination of
C several routines for handling his problem.
C
C For both quadrature over finite and over infinite intervals,
C one of the first questions to be answered by the user is
C related to the amount of computer time he wants to spend,
C versus his -own- time which would be needed, for example, for
C manual subdivision of the interval or other analytic
C manipulations.
C
C (1) The user may not care about computer time, or not be
C willing to do any analysis of the problem. especially when
C only one or a few integrals must be calculated, this attitude
C can be perfectly reasonable. In this case it is clear that
C either the most sophisticated of the routines for finite
C intervals, QAGS, must be used, or its analogue for infinite
C intervals, GAGI. These routines are able to cope with
C rather difficult, even with improper integrals.
C This way of proceeding may be expensive. But the integrator
C is supposed to give you an answer in return, with additional
C information in the case of a failure, through its error
C estimate and flag. Yet it must be stressed that the programs
C cannot be totally reliable.
C ------
C
C (2) The user may want to examine the integrand function.
C If bad local difficulties occur, such as a discontinuity, a
C singularity, derivative singularity or high peak at one or
C more points within the interval, the first advice is to
C split up the interval at these points. The integrand must
C then be examinated over each of the subintervals separately,
C so that a suitable integrator can be selected for each of
C them. If this yields problems involving relative accuracies
C to be imposed on -finite- subintervals, one can make use of
C QAGP, which must be provided with the positions of the local
C difficulties. However, if strong singularities are present
C and a high accuracy is requested, application of QAGS on the
C subintervals may yield a better result.
C
C For quadrature over finite intervals we thus dispose of QAGS
C and
C - QNG for well-behaved integrands,
C - QAG for functions with an oscillating behaviour of a non
C specific type,
C - QAWO for functions, eventually singular, containing a
C factor COS(OMEGA*X) or SIN(OMEGA*X) where OMEGA is known,
C - QAWS for integrands with Algebraico-Logarithmic end point
C singularities of known type,
C - QAWC for Cauchy Principal Values.
C
C Remark
C ------
C On return, the work arrays in the argument lists of the
C adaptive integrators contain information about the interval
C subdivision process and hence about the integrand behaviour:
C the end points of the subintervals, the local integral
C contributions and error estimates, and eventually other
C characteristics. For this reason, and because of its simple
C globally adaptive nature, the routine QAG in particular is
C well-suited for integrand examination. Difficult spots can
C be located by investigating the error estimates on the
C subintervals.
C
C For infinite intervals we provide only one general-purpose
C routine, QAGI. It is based on the QAGS algorithm applied
C after a transformation of the original interval into (0,1).
C Yet it may eventuate that another type of transformation is
C more appropriate, or one might prefer to break up the
C original interval and use QAGI only on the infinite part
C and so on. These kinds of actions suggest a combined use of
C different QUADPACK integrators. Note that, when the only
C difficulty is an integrand singularity at the finite
C integration limit, it will in general not be necessary to
C break up the interval, as QAGI deals with several types of
C singularity at the boundary point of the integration range.
C It also handles slowly convergent improper integrals, on
C the condition that the integrand does not oscillate over
C the entire infinite interval. If it does we would advise
C to sum succeeding positive and negative contributions to
C the integral -e.g. integrate between the zeros- with one
C or more of the finite-range integrators, and apply
C convergence acceleration eventually by means of QUADPACK
C subroutine QELG which implements the Epsilon algorithm.
C Such quadrature problems include the Fourier transform as
C a special case. Yet for the latter we have an automatic
C integrator available, QAWF.
C
C***LONG DESCRIPTION
C 4. Example Programs
C ----------------
C 4.1. Calling Program for QNG
C -----------------------
C
C REAL A,ABSERR,B,F,EPSABS,EPSREL,RESULT
C INTEGER IER,NEVAL
C EXTERNAL F
C A = 0.0E0
C B = 1.0E0
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C CALL QNG(F,A,B,EPSABS,EPSREL,RESULT,ABSERR,NEVAL,IER)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = EXP(X)/(X*X+0.1E+01)
C RETURN
C END
C
C 4.2. Calling Program for QAG
C -----------------------
C
C REAL A,ABSERR,B,EPSABS,EPSREL,F,RESULT,WORK
C INTEGER IER,IWORK,KEY,LAST,LENW,LIMIT,NEVAL
C DIMENSION IWORK(100),WORK(400)
C EXTERNAL F
C A = 0.0E0
C B = 1.0E0
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C KEY = 6
C LIMIT = 100
C LENW = LIMIT*4
C CALL QAG(F,A,B,EPSABS,EPSREL,KEY,RESULT,ABSERR,NEVAL,
C * IER,LIMIT,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = 2.0E0/(2.0E0+SIN(31.41592653589793E0*X))
C RETURN
C END
C
C 4.3. Calling Program for QAGS
C ------------------------
C
C REAL A,ABSERR,B,EPSABS,EPSREL,F,RESULT,WORK
C INTEGER IER,IWORK,LAST,LENW,LIMIT,NEVAL
C DIMENSION IWORK(100),WORK(400)
C EXTERNAL F
C A = 0.0E0
C B = 1.0E0
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C LIMIT = 100
C LENW = LIMIT*4
C CALL QAGS(F,A,B,EPSABS,EPSREL,RESULT,ABSERR,NEVAL,IER,
C * LIMIT,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = 0.0E0
C IF(X.GT.0.0E0) F = 1.0E0/SQRT(X)
C RETURN
C END
C
C 4.4. Calling Program for QAGP
C ------------------------
C
C REAL A,ABSERR,B,EPSABS,EPSREL,F,POINTS,RESULT,WORK
C INTEGER IER,IWORK,LAST,LENIW,LENW,LIMIT,NEVAL,NPTS2
C DIMENSION IWORK(204),POINTS(4),WORK(404)
C EXTERNAL F
C A = 0.0E0
C B = 1.0E0
C NPTS2 = 4
C POINTS(1) = 1.0E0/7.0E0
C POINTS(2) = 2.0E0/3.0E0
C LIMIT = 100
C LENIW = LIMIT*2+NPTS2
C LENW = LIMIT*4+NPTS2
C CALL QAGP(F,A,B,NPTS2,POINTS,EPSABS,EPSREL,RESULT,ABSERR,
C * NEVAL,IER,LENIW,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = 0.0E+00
C IF(X.NE.1.0E0/7.0E0.AND.X.NE.2.0E0/3.0E0) F =
C * ABS(X-1.0E0/7.0E0)**(-0.25E0)*
C * ABS(X-2.0E0/3.0E0)**(-0.55E0)
C RETURN
C END
C
C 4.5. Calling Program for QAGI
C ------------------------
C
C REAL ABSERR,BOUN,EPSABS,EPSREL,F,RESULT,WORK
C INTEGER IER,INF,IWORK,LAST,LENW,LIMIT,NEVAL
C DIMENSION IWORK(100),WORK(400)
C EXTERNAL F
C BOUN = 0.0E0
C INF = 1
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C LIMIT = 100
C LENW = LIMIT*4
C CALL QAGI(F,BOUN,INF,EPSABS,EPSREL,RESULT,ABSERR,NEVAL,
C * IER,LIMIT,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = 0.0E0
C IF(X.GT.0.0E0) F = SQRT(X)*ALOG(X)/
C * ((X+1.0E0)*(X+2.0E0))
C RETURN
C END
C
C 4.6. Calling Program for QAWO
C ------------------------
C
C REAL A,ABSERR,B,EPSABS,EPSREL,F,RESULT,OMEGA,WORK
C INTEGER IER,INTEGR,IWORK,LAST,LENIW,LENW,LIMIT,MAXP1,NEVAL
C DIMENSION IWORK(200),WORK(925)
C EXTERNAL F
C A = 0.0E0
C B = 1.0E0
C OMEGA = 10.0E0
C INTEGR = 1
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C LIMIT = 100
C LENIW = LIMIT*2
C MAXP1 = 21
C LENW = LIMIT*4+MAXP1*25
C CALL QAWO(F,A,B,OMEGA,INTEGR,EPSABS,EPSREL,RESULT,ABSERR,
C * NEVAL,IER,LENIW,MAXP1,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = 0.0E0
C IF(X.GT.0.0E0) F = EXP(-X)*ALOG(X)
C RETURN
C END
C
C 4.7. Calling Program for QAWF
C ------------------------
C
C REAL A,ABSERR,EPSABS,F,RESULT,OMEGA,WORK
C INTEGER IER,INTEGR,IWORK,LAST,LENIW,LENW,LIMIT,LIMLST,
C * LST,MAXP1,NEVAL
C DIMENSION IWORK(250),WORK(1025)
C EXTERNAL F
C A = 0.0E0
C OMEGA = 8.0E0
C INTEGR = 2
C EPSABS = 1.0E-3
C LIMLST = 50
C LIMIT = 100
C LENIW = LIMIT*2+LIMLST
C MAXP1 = 21
C LENW = LENIW*2+MAXP1*25
C CALL QAWF(F,A,OMEGA,INTEGR,EPSABS,RESULT,ABSERR,NEVAL,
C * IER,LIMLST,LST,LENIW,MAXP1,LENW,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C IF(X.GT.0.0E0) F = SIN(50.0E0*X)/(X*SQRT(X))
C RETURN
C END
C
C 4.8. Calling Program for QAWS
C ------------------------
C
C REAL A,ABSERR,ALFA,B,BETA,EPSABS,EPSREL,F,RESULT,WORK
C INTEGER IER,INTEGR,IWORK,LAST,LENW,LIMIT,NEVAL
C DIMENSION IWORK(100),WORK(400)
C EXTERNAL F
C A = 0.0E0
C B = 1.0E0
C ALFA = -0.5E0
C BETA = -0.5E0
C INTEGR = 1
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C LIMIT = 100
C LENW = LIMIT*4
C CALL QAWS(F,A,B,ALFA,BETA,INTEGR,EPSABS,EPSREL,RESULT,
C * ABSERR,NEVAL,IER,LIMIT,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = SIN(10.0E0*X)
C RETURN
C END
C
C 4.9. Calling Program for QAWC
C ------------------------
C
C REAL A,ABSERR,B,C,EPSABS,EPSREL,F,RESULT,WORK
C INTEGER IER,IWORK,LAST,LENW,LIMIT,NEVAL
C DIMENSION IWORK(100),WORK(400)
C EXTERNAL F
C A = -1.0E0
C B = 1.0E0
C C = 0.5E0
C EPSABS = 0.0E0
C EPSREL = 1.0E-3
C LIMIT = 100
C LENW = LIMIT*4
C CALL QAWC(F,A,B,C,EPSABS,EPSREL,RESULT,ABSERR,NEVAL,
C * IER,LIMIT,LENW,LAST,IWORK,WORK)
C C INCLUDE WRITE STATEMENTS
C STOP
C END
C C
C REAL FUNCTION F(X)
C REAL X
C F = 1.0E0/(X*X+1.0E-4)
C RETURN
C END
C***REFERENCES (NONE)
C***ROUTINES CALLED (NONE)
C***END PROLOGUE QPDOC
|
