NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_quad_multid_quad_adapt_1 (d01wcc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.3, 2021.
 *
 */

#include <math.h>
#include <nag.h>
#include <stdio.h>

#ifdef __cplusplus
extern "C" {
#endif
static double NAG_CALL f(Integer n, const double z[], Nag_User *comm);
#ifdef __cplusplus
}
#endif

#define NDIM 4
#define MAXPTS 1000 * NDIM

int main(void) {
  static Integer use_comm[1] = {1};
  Integer exit_status = 0;
  Integer ndim = NDIM;
  Integer maxpts = MAXPTS;
  double a[4], b[4];
  Integer k;
  double finval;
  Integer minpts;
  double acc, eps;
  Nag_User comm;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_quad_multid_quad_adapt_1 (d01wcc) Example Program Results\n");

  /* For communication with user-supplied functions: */
  comm.p = (Pointer)&use_comm;

  for (k = 0; k < 4; ++k) {
    a[k] = 0.0;
    b[k] = 1.0;
  }
  eps = 0.0001;
  minpts = 0;

  /* nag_quad_multid_quad_adapt_1 (d01wcc).
   * Multi-dimensional adaptive quadrature, thread-safe
   */
  nag_quad_multid_quad_adapt_1(ndim, f, a, b, &minpts, maxpts, eps, &finval,
                               &acc, &comm, &fail);

  if (fail.code != NE_NOERROR && fail.code != NE_QUAD_MAX_INTEGRAND_EVAL) {
    printf("Error from nag_quad_multid_quad_adapt_1 (d01wcc) %s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }
  printf("Requested accuracy =%12.2e\n", eps);
  printf("Estimated value    =%12.4f\n", finval);
  printf("Estimated accuracy =%12.2e\n", acc);

END:
  return exit_status;
}

static double NAG_CALL f(Integer n, const double z[], Nag_User *comm) {
  double tmp_pwr;
  Integer *use_comm = (Integer *)comm->p;

  if (use_comm[0]) {
    printf("(User-supplied callback f, first invocation.)\n");
    use_comm[0] = 0;
  }

  tmp_pwr = z[1] + 1.0 + z[n - 1];
  return z[0] * 4.0 * z[2] * z[2] * exp(z[0] * 2.0 * z[2]) /
         (tmp_pwr * tmp_pwr);
}