File: dqc25f.f

package info (click to toggle)
python-scipy 0.18.1-2
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 75,464 kB
  • ctags: 79,406
  • sloc: python: 143,495; cpp: 89,357; fortran: 81,650; ansic: 79,778; makefile: 364; sh: 265
file content (355 lines) | stat: -rw-r--r-- 13,248 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
      subroutine dqc25f(f,a,b,omega,integr,nrmom,maxp1,ksave,result,
     *   abserr,neval,resabs,resasc,momcom,chebmo)
c***begin prologue  dqc25f
c***date written   810101   (yymmdd)
c***revision date  830518   (yymmdd)
c***category no.  h2a2a2
c***keywords  integration rules for functions with cos or sin
c             factor, clenshaw-curtis, gauss-kronrod
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 the integral i=integral of f(x) over (a,b)
c            where w(x) = cos(omega*x) or w(x)=sin(omega*x) and to
c            compute j = integral of abs(f) over (a,b). for small value
c            of omega or small intervals (a,b) the 15-point gauss-kronro
c            rule is used. otherwise a generalized clenshaw-curtis
c            method is used.
c***description
c
c        integration rules for functions with cos or sin factor
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
c                    be 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           omega  - double precision
c                    parameter in the weight function
c
c           integr - integer
c                    indicates which weight function is to be used
c                       integr = 1   w(x) = cos(omega*x)
c                       integr = 2   w(x) = sin(omega*x)
c
c           nrmom  - integer
c                    the length of interval (a,b) is equal to the length
c                    of the original integration interval divided by
c                    2**nrmom (we suppose that the routine is used in an
c                    adaptive integration process, otherwise set
c                    nrmom = 0). nrmom must be zero at the first call.
c
c           maxp1  - integer
c                    gives an upper bound on the number of chebyshev
c                    moments which can be stored, i.e. for the
c                    intervals of lengths abs(bb-aa)*2**(-l),
c                    l = 0,1,2, ..., maxp1-2.
c
c           ksave  - integer
c                    key which is one when the moments for the
c                    current interval have been computed
c
c         on return
c           result - double precision
c                    approximation to the integral i
c
c           abserr - double precision
c                    estimate of the modulus of the absolute
c                    error, which should equal or exceed abs(i-result)
c
c           neval  - integer
c                    number of integrand evaluations
c
c           resabs - double precision
c                    approximation to the integral j
c
c           resasc - double precision
c                    approximation to the integral of abs(f-i/(b-a))
c
c         on entry and return
c           momcom - integer
c                    for each interval length we need to compute the
c                    chebyshev moments. momcom counts the number of
c                    intervals for which these moments have already been
c                    computed. if nrmom.lt.momcom or ksave = 1, the
c                    chebyshev moments for the interval (a,b) have
c                    already been computed and stored, otherwise we
c                    compute them and we increase momcom.
c
c           chebmo - double precision
c                    array of dimension at least (maxp1,25) containing
c                    the modified chebyshev moments for the first momcom
c                    momcom interval lengths
c
c ......................................................................
c***references  (none)
c***routines called  d1mach,dgtsl,dqcheb,dqk15w,dqwgtf
c***end prologue  dqc25f
c
      double precision a,abserr,ac,an,an2,as,asap,ass,b,centr,chebmo,
     *  cheb12,cheb24,conc,cons,cospar,d,dabs,dcos,dsin,dqwgtf,d1,
     *  d1mach,d2,estc,ests,f,fval,hlgth,oflow,omega,parint,par2,par22,
     *  p2,p3,p4,resabs,resasc,resc12,resc24,ress12,ress24,result,
     *  sinpar,v,x
      integer i,iers,integr,isym,j,k,ksave,m,momcom,neval,maxp1,
     *  noequ,noeq1,nrmom
c
      dimension chebmo(maxp1,25),cheb12(13),cheb24(25),d(25),d1(25),
     *  d2(25),fval(25),v(28),x(11)
c
      external f,dqwgtf
c
c           the vector x contains the values cos(k*pi/24)
c           k = 1, ...,11, to be used for the chebyshev expansion of f
c
      data x(1) / 0.9914448613 7381041114 4557526928 563d0 /
      data x(2) / 0.9659258262 8906828674 9743199728 897d0 /
      data x(3) / 0.9238795325 1128675612 8183189396 788d0 /
      data x(4) / 0.8660254037 8443864676 3723170752 936d0 /
      data x(5) / 0.7933533402 9123516457 9776961501 299d0 /
      data x(6) / 0.7071067811 8654752440 0844362104 849d0 /
      data x(7) / 0.6087614290 0872063941 6097542898 164d0 /
      data x(8) / 0.5000000000 0000000000 0000000000 000d0 /
      data x(9) / 0.3826834323 6508977172 8459984030 399d0 /
      data x(10) / 0.2588190451 0252076234 8898837624 048d0 /
      data x(11) / 0.1305261922 2005159154 8406227895 489d0 /
c
c           list of major variables
c           -----------------------
c
c           centr  - mid point of the integration interval
c           hlgth  - half-length of the integration interval
c           fval   - value of the function f at the points
c                    (b-a)*0.5*cos(k*pi/12) + (b+a)*0.5, k = 0, ..., 24
c           cheb12 - coefficients of the chebyshev series expansion
c                    of degree 12, for the function f, in the
c                    interval (a,b)
c           cheb24 - coefficients of the chebyshev series expansion
c                    of degree 24, for the function f, in the
c                    interval (a,b)
c           resc12 - approximation to the integral of
c                    cos(0.5*(b-a)*omega*x)*f(0.5*(b-a)*x+0.5*(b+a))
c                    over (-1,+1), using the chebyshev series
c                    expansion of degree 12
c           resc24 - approximation to the same integral, using the
c                    chebyshev series expansion of degree 24
c           ress12 - the analogue of resc12 for the sine
c           ress24 - the analogue of resc24 for the sine
c
c
c           machine dependent constant
c           --------------------------
c
c           oflow is the largest positive magnitude.
c
c***first executable statement  dqc25f
      oflow = d1mach(2)
c
      centr = 0.5d+00*(b+a)
      hlgth = 0.5d+00*(b-a)
      parint = omega*hlgth
c
c           compute the integral using the 15-point gauss-kronrod
c           formula if the value of the parameter in the integrand
c           is small.
c
      if(dabs(parint).gt.0.2d+01) go to 10
      call dqk15w(f,dqwgtf,omega,p2,p3,p4,integr,a,b,result,
     *  abserr,resabs,resasc)
      neval = 15
      go to 170
c
c           compute the integral using the generalized clenshaw-
c           curtis method.
c
   10 conc = hlgth*dcos(centr*omega)
      cons = hlgth*dsin(centr*omega)
      resasc = oflow
      neval = 25
c
c           check whether the chebyshev moments for this interval
c           have already been computed.
c
      if(nrmom.lt.momcom.or.ksave.eq.1) go to 120
c
c           compute a new set of chebyshev moments.
c
      m = momcom+1
      par2 = parint*parint
      par22 = par2+0.2d+01
      sinpar = dsin(parint)
      cospar = dcos(parint)
c
c           compute the chebyshev moments with respect to cosine.
c
      v(1) = 0.2d+01*sinpar/parint
      v(2) = (0.8d+01*cospar+(par2+par2-0.8d+01)*sinpar/parint)/par2
      v(3) = (0.32d+02*(par2-0.12d+02)*cospar+(0.2d+01*
     *  ((par2-0.80d+02)*par2+0.192d+03)*sinpar)/parint)/(par2*par2)
      ac = 0.8d+01*cospar
      as = 0.24d+02*parint*sinpar
      if(dabs(parint).gt.0.24d+02) go to 30
c
c           compute the chebyshev moments as the solutions of a
c           boundary value problem with 1 initial value (v(3)) and 1
c           end value (computed using an asymptotic formula).
c
      noequ = 25
      noeq1 = noequ-1
      an = 0.6d+01
      do 20 k = 1,noeq1
        an2 = an*an
        d(k) = -0.2d+01*(an2-0.4d+01)*(par22-an2-an2)
        d2(k) = (an-0.1d+01)*(an-0.2d+01)*par2
        d1(k+1) = (an+0.3d+01)*(an+0.4d+01)*par2
        v(k+3) = as-(an2-0.4d+01)*ac
        an = an+0.2d+01
   20 continue
      an2 = an*an
      d(noequ) = -0.2d+01*(an2-0.4d+01)*(par22-an2-an2)
      v(noequ+3) = as-(an2-0.4d+01)*ac
      v(4) = v(4)-0.56d+02*par2*v(3)
      ass = parint*sinpar
      asap = (((((0.210d+03*par2-0.1d+01)*cospar-(0.105d+03*par2
     *  -0.63d+02)*ass)/an2-(0.1d+01-0.15d+02*par2)*cospar
     *  +0.15d+02*ass)/an2-cospar+0.3d+01*ass)/an2-cospar)/an2
      v(noequ+3) = v(noequ+3)-0.2d+01*asap*par2*(an-0.1d+01)*
     *   (an-0.2d+01)
c
c           solve the tridiagonal system by means of gaussian
c           elimination with partial pivoting.
c
c***        call to dgtsl has been replaced by call to
c***        lapack routine dgtsv
c
c      call dgtsl(noequ,d1,d,d2,v(4),iers)
      call dgtsv(noequ,1,d1(2),d,d2,v(4),noequ,iers)
      go to 50
c
c           compute the chebyshev moments by means of forward
c           recursion.
c
   30 an = 0.4d+01
      do 40 i = 4,13
        an2 = an*an
        v(i) = ((an2-0.4d+01)*(0.2d+01*(par22-an2-an2)*v(i-1)-ac)
     *  +as-par2*(an+0.1d+01)*(an+0.2d+01)*v(i-2))/
     *  (par2*(an-0.1d+01)*(an-0.2d+01))
        an = an+0.2d+01
   40 continue
   50 do 60 j = 1,13
        chebmo(m,2*j-1) = v(j)
   60 continue
c
c           compute the chebyshev moments with respect to sine.
c
      v(1) = 0.2d+01*(sinpar-parint*cospar)/par2
      v(2) = (0.18d+02-0.48d+02/par2)*sinpar/par2
     *  +(-0.2d+01+0.48d+02/par2)*cospar/parint
      ac = -0.24d+02*parint*cospar
      as = -0.8d+01*sinpar
      if(dabs(parint).gt.0.24d+02) go to 80
c
c           compute the chebyshev moments as the solutions of a boundary
c           value problem with 1 initial value (v(2)) and 1 end value
c           (computed using an asymptotic formula).
c
      an = 0.5d+01
      do 70 k = 1,noeq1
        an2 = an*an
        d(k) = -0.2d+01*(an2-0.4d+01)*(par22-an2-an2)
        d2(k) = (an-0.1d+01)*(an-0.2d+01)*par2
        d1(k+1) = (an+0.3d+01)*(an+0.4d+01)*par2
        v(k+2) = ac+(an2-0.4d+01)*as
        an = an+0.2d+01
   70 continue
      an2 = an*an
      d(noequ) = -0.2d+01*(an2-0.4d+01)*(par22-an2-an2)
      v(noequ+2) = ac+(an2-0.4d+01)*as
      v(3) = v(3)-0.42d+02*par2*v(2)
      ass = parint*cospar
      asap = (((((0.105d+03*par2-0.63d+02)*ass+(0.210d+03*par2
     *  -0.1d+01)*sinpar)/an2+(0.15d+02*par2-0.1d+01)*sinpar-
     *  0.15d+02*ass)/an2-0.3d+01*ass-sinpar)/an2-sinpar)/an2
      v(noequ+2) = v(noequ+2)-0.2d+01*asap*par2*(an-0.1d+01)
     *  *(an-0.2d+01)
c
c           solve the tridiagonal system by means of gaussian
c           elimination with partial pivoting.
c
c***        call to dgtsl has been replaced by call to
c***        lapack routine dgtsv
c
c      call dgtsl(noequ,d1,d,d2,v(3),iers)
      call dgtsv(noequ,1,d1(2),d,d2,v(3),noequ,iers)
      go to 100
c
c           compute the chebyshev moments by means of forward recursion.
c
   80 an = 0.3d+01
      do 90 i = 3,12
        an2 = an*an
        v(i) = ((an2-0.4d+01)*(0.2d+01*(par22-an2-an2)*v(i-1)+as)
     *  +ac-par2*(an+0.1d+01)*(an+0.2d+01)*v(i-2))
     *  /(par2*(an-0.1d+01)*(an-0.2d+01))
        an = an+0.2d+01
   90 continue
  100 do 110 j = 1,12
        chebmo(m,2*j) = v(j)
  110 continue
  120 if (nrmom.lt.momcom) m = nrmom+1
       if (momcom.lt.(maxp1-1).and.nrmom.ge.momcom) momcom = momcom+1
c
c           compute the coefficients of the chebyshev expansions
c           of degrees 12 and 24 of the function f.
c
      fval(1) = 0.5d+00*f(centr+hlgth)
      fval(13) = f(centr)
      fval(25) = 0.5d+00*f(centr-hlgth)
      do 130 i = 2,12
        isym = 26-i
        fval(i) = f(hlgth*x(i-1)+centr)
        fval(isym) = f(centr-hlgth*x(i-1))
  130 continue
      call dqcheb(x,fval,cheb12,cheb24)
c
c           compute the integral and error estimates.
c
      resc12 = cheb12(13)*chebmo(m,13)
      ress12 = 0.0d+00
      k = 11
      do 140 j = 1,6
        resc12 = resc12+cheb12(k)*chebmo(m,k)
        ress12 = ress12+cheb12(k+1)*chebmo(m,k+1)
        k = k-2
  140 continue
      resc24 = cheb24(25)*chebmo(m,25)
      ress24 = 0.0d+00
      resabs = dabs(cheb24(25))
      k = 23
      do 150 j = 1,12
        resc24 = resc24+cheb24(k)*chebmo(m,k)
        ress24 = ress24+cheb24(k+1)*chebmo(m,k+1)
        resabs = dabs(cheb24(k))+dabs(cheb24(k+1))
        k = k-2
  150 continue
      estc = dabs(resc24-resc12)
      ests = dabs(ress24-ress12)
      resabs = resabs*dabs(hlgth)
      if(integr.eq.2) go to 160
      result = conc*resc24-cons*ress24
      abserr = dabs(conc*estc)+dabs(cons*ests)
      go to 170
  160 result = conc*ress24+cons*resc24
      abserr = dabs(conc*ests)+dabs(cons*estc)
  170 return
      end