NAG Toolbox: nag_quad_opt_get (d01zl)

function d01zl_example


fprintf('d01zl example results\n\n');


  % Setup phase.

  % set problem parameters
  ni = int64(2);
  nx = int64(0);
  % lower (a) and upper (b) bounds
  a = 0;
  b = pi;
  iopts = zeros(100, 1, 'int64');
  opts  = zeros(100, 1);

  % initialize option arrays
  [iopts, opts, ifail] = d01zk('Initialize = d01ra', iopts, opts);

  % set any non-default options required
  [iopts, opts, ifail] = d01zk('Quadrature Rule = gk41', iopts, opts);
  [iopts, opts, ifail] = d01zk('Absolute Tolerance = 1.0e-7', iopts, opts);
  [iopts, opts, ifail] = d01zk('Relative Tolerance = 1.0e-7', iopts, opts);

  % determine maximum required array lengths
  [lenxrq, ldfmrq, sdfmrq, licmin, licmax, lcmin, lcmax, ifail] = ...
        d01rc(ni, iopts, opts);

  % allocate remaining arrays
  needi  = zeros(ni, 1, 'int64');
  comm   = zeros(lcmax, 1);
  icomm  = zeros(licmax, 1, 'int64');
  fm     = zeros(ldfmrq, sdfmrq);
  dinest = zeros(ni, 1);
  errest = zeros(ni, 1);
  x      = zeros(1, lenxrq);

  % Solve phase.

  % Use d01ra to evaluate the definate integrals of:
  %   f_1 = (x*sin(2*x))*cos(15*x)
  %   f_2 = (x*sin(2*x))*(x*cos(50*x))

  % set initial irevcm
  irevcm = int64(1);

  while irevcm ~= 0
    [irevcm, sid, needi, x, nx, dinest, errest, icomm, comm, ifail] = ...
      d01ra(irevcm, a, b, needi, x, nx, fm, dinest, errest, ...
            iopts, opts, icomm, comm);

    switch irevcm
      case 11
        % Initial returns.
        % These will occur during the non-adaptive phase.
        % All values must be supplied.
        % dinest and errest do not contain approximations
        % over the complete interval at this stage.

        % Calculate x*sin(2*x), storing the result in fm(2,1:nx) for re-use.
        fm(2, :) = x.*sin(2*x);

        % Calculate f_1
        fm(1, :) = fm(2, :).*cos(15*x);

        % Calculate f_2
        fm(2, :) = fm(2, :).*x.*cos(50*x);
      case 12
        % Intermediate returns.
        % These will occur during the adaptive phase.
        % All requested values must be supplied.
        % dinest and errest do not contain approximations
        % over the complete interval at this stage.

        % Calculate x*sin(2*x).
        fm(2, :) = x.*sin(2*x);

        % Calculate f_1 if required
        if needi(1) == 1
          fm(1, :) = fm(2, :).*cos(15*x);
        end

        % Complete f_2 calculation if required.
        if needi(2) == 1
          fm(2, :) = fm(2, :).*x.*cos(50*x);
        end
      case 0
        % Final return
    end
  end

  % query some currently set options and statistics.
  [ivalue, rvalue, cvalue, optype, ifail] = ...
           d01zl('Quadrature rule', iopts, opts);
  display_option('Quadrature rule',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = ...
           d01zl('Maximum Subdivisions', iopts, opts);
  display_option('Maximum Subdivisions',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = ...
           d01zl('Extrapolation', iopts, opts);
  display_option('Extrapolation',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = ...
           d01zl('Extrapolation Safeguard', iopts, opts);
  display_option('Extrapolation Safeguard',optype,ivalue,rvalue,cvalue);

  % print solution
  fprintf('\nIntegral |  needi  |   dinest   |   errest   \n');
  for j=1:ni
    fprintf('%9d %9d %12.4e %12.4e\n', j, needi(j), dinest(j), errest(j));
  end



function [dinest, errest, user] = monit(ni, ns, dinest, errest, fcount, ...
                                        sinfoi, evals, ldi, sinfor, fs, ...
                                        es, ldr, user)
  % Display information on individual segments
  fprintf('\nInformation on splitting and evaluations over subregions.\n');
  for k=1:ns
    sid = sinfoi(1,k);
    parent = sinfoi(2,k);
    child1 = sinfoi(3,k);
    child2 = sinfoi(4,k);
    level = sinfoi(5,k);
    lbnd = sinfor(1,k);
    ubnd = sinfor(2,k);
    fprintf('\nSegment %3d Sid = %3d', k, sid);
    fprintf(' Parent = %3d Level = %3d.\n', parent, level);
    if (child1>0)
      fprintf('Children = (%3d, %3d)\n', child1, child2);
    end
    fprintf('Bounds (%11.4e, %11.4e)\n', lbnd, ubnd);
    for j = 1:ni
      if (evals(j,k) ~= 0)
        fprintf('Integral %2d approximation %11.4e\n', j, fs(j,k));
        fprintf('Integral %2d error estimate %11.4e\n', j, es(j,k));
      end
      if (evals(j,k) ~= 1)
        fprintf('Integral %2d evaluation', j);
        fprintf(' has been superseded by descendants.\n');
      end
    end
  end

function display_option(optstr,optype,ivalue,rvalue,cvalue)
  % Query optype and print the appropriate option values

  switch optype
    case 1
      fprintf('%30s: %13d\n', optstr, ivalue);
    case 2
      fprintf('%30s: %13.4e\n', optstr, rvalue);
    case 3
      fprintf('%30s: %16s\n', optstr, cvalue);
    case 4
      fprintf('%30s: %3d  %16s\n', optstr, ivalue, cvalue);
    case 5
      fprintf('%30s: %14.4e  %16s\n', optstr, rvalue, cvalue);
  end

d01zl example results

               Quadrature rule: GK41                            
          Maximum Subdivisions:            50
                 Extrapolation: ON                              
       Extrapolation Safeguard:    1.0000e-12

Integral |  needi  |   dinest   |   errest   
        1         0  -2.8431e-02   1.1234e-14
        2         0   7.9083e-03   2.6600e-09