It is non-adaptive and as such is recommended for the integration of ‘smooth’ functions. These exclude integrands with singularities, derivative singularities or high peaks on

[a, b]

, or which oscillate too strongly on

[a, b]

Syntax

[result, abserr] = d01bd(f, a, b, epsabs, epsrel)

[result, abserr] = nag_quad_1d_fin_smooth(f, a, b, epsabs, epsrel)

Description

nag_quad_1d_fin_smooth (d01bd) is based on the QUADPACK routine QNG (see Piessens et al. (1983)). It is a non-adaptive function which uses as its basic rules, the Gauss

10

-point and

21

-point formulae. If the accuracy criterion is not met, formulae using

43

and

87

points are used successively, stopping whenever the accuracy criterion is satisfied.

This function is designed for smooth integrands only.

References

Patterson T N L (1968) The Optimum addition of points to quadrature formulae Math. Comput. 22 847–856

Piessens R, de Doncker–Kapenga E, Überhuber C and Kahaner D (1983) QUADPACK, A Subroutine Package for Automatic Integration Springer–Verlag

Parameters

Compulsory Input Parameters

1: $f$ – function handle or string containing name of m-file

f must return the value of the integrand

f

at a given point.

[result] = f(x)

Input Parameters

1: $x$ – double scalar: The point at which the integrand $f$ must be evaluated.

Output Parameters

1: $result$ – double scalar: The value of $f (x)$ evaluated at x.

2: $a$ – double scalar

a

, the lower limit of integration.

3: $b$ – double scalar

b

, the upper limit of integration. It is not necessary that

a < b

4: $epsabs$ – double scalar

The absolute accuracy required. If epsabs is negative, the absolute value is used. See Accuracy.

5: $epsrel$ – double scalar

The relative accuracy required. If epsrel is negative, the absolute value is used. See Accuracy.

Optional Input Parameters

None.

Output Parameters

1: $result$ – double scalar: The approximation to the integral $I$ .
2: $abserr$ – double scalar: An estimate of the modulus of the absolute error, which should be an upper bound for $|I - result|$ .

Error Indicators and Warnings

There are no specific errors detected by nag_quad_1d_fin_smooth (d01bd). However, if abserr is greater than

\max \{epsabs, epsrel \times |result|\}

this indicates that the function has probably failed to achieve the requested accuracy within

87

function evaluations.

Accuracy

nag_quad_1d_fin_smooth (d01bd) attempts to compute an approximation, result, such that:

|I - result| \leq tol,

where

tol = \max \{|epsabs|, |epsrel| \times |I|\},

and epsabs and epsrel are user-specified absolute and relative error tolerances. There can be no guarantee that this is achieved, and you are advised to subdivide the interval if you have any doubts about the accuracy obtained. Note that abserr contains an estimated bound on

|I - result|

Further Comments

The time taken by nag_quad_1d_fin_smooth (d01bd) depends on the integrand and the accuracy required.

Example

This example computes

\int_{0}^{1} x^{2} \sin (10 π x) d x .

Open in the MATLAB editor: d01bd_example

function d01bd_example


fprintf('d01bd example results\n\n');

f = @(x) x^2*sin(10*pi*x);
a = 0;
b = 1;
epsabs = 0;
epsrel = 0.0001;

[result, abserr] = d01bd( ...
			  f, a, b, epsabs, epsrel);

fprintf('Result = %13.5f,  Standard error = %10.2e\n', result, abserr);

d01bd example results

Result =      -0.03183,  Standard error =   1.34e-11

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox