NAG CL Interface
d01spc (dim1_quad_wt_alglog_1)
1
Purpose
d01spc is an adaptive integrator which calculates an approximation to the integral of a function
over a finite interval
:
where the weight function
has end-point singularities of algebraico-logarithmic type.
2
Specification
void |
d01spc (
double |
(*g)(double x,
Nag_User *comm),
|
|
double a,
double b,
double alfa,
double beta,
Nag_QuadWeight wt_func,
double epsabs,
double epsrel,
Integer max_num_subint,
double *result,
double *abserr,
Nag_QuadProgress *qp,
Nag_User *comm,
NagError *fail) |
|
The function may be called by the names: d01spc, nag_quad_dim1_quad_wt_alglog_1 or nag_1d_quad_wt_alglog_1.
3
Description
d01spc is based upon the QUADPACK routine QAWSE (
Piessens et al. (1983)) and integrates a function of the form
, where the weight function
may have algebraico-logarithmic singularities at the end-points
and/or
. The strategy is a modification of that in
d01skc. We start by bisecting the original interval and applying modified Clenshaw–Curtis integration of orders 12 and 24 to both halves. Clenshaw–Curtis integration is then used on all sub-intervals which have
or
as one of their end-points (
Piessens et al. (1974)). On the other sub-intervals Gauss–Kronrod (7–15 point) integration is carried out.
A ‘global’ acceptance criterion (as defined by
Malcolm and Simpson (1976)) is used. The local error estimation control is described by
Piessens et al. (1983).
4
References
Malcolm M A and Simpson R B (1976) Local versus global strategies for adaptive quadrature ACM Trans. Math. Software 1 129–146
Piessens R, de Doncker–Kapenga E, Überhuber C and Kahaner D (1983) QUADPACK, A Subroutine Package for Automatic Integration Springer–Verlag
Piessens R, Mertens I and Branders M (1974) Integration of functions having end-point singularities Angew. Inf. 16 65–68
5
Arguments
-
1:
– function, supplied by the user
External Function
-
g must return the value of the function
at a given point.
The specification of
g is:
double |
g (double x,
Nag_User *comm)
|
|
-
1:
– double
Input
-
On entry: the point at which the function must be evaluated.
-
2:
– Nag_User *
-
Pointer to a structure of type Nag_User with the following member:
- p – Pointer
-
On entry/exit: the pointer
should be cast to the required type, e.g.,
struct user *s = (struct user *)comm → p, to obtain the original object's address with appropriate type. (See the argument
comm below.)
Note: g should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by
d01spc. If your code inadvertently
does return any NaNs or infinities,
d01spc is likely to produce unexpected results.
-
2:
– double
Input
-
On entry: the lower limit of integration, .
-
3:
– double
Input
-
On entry: the upper limit of integration, .
Constraint:
.
-
4:
– double
Input
-
On entry: the argument in the weight function.
Constraint:
.
-
5:
– double
Input
-
On entry: the argument in the weight function.
Constraint:
.
-
6:
– Nag_QuadWeight
Input
-
On entry: indicates which weight function is to be used:
- if , ;
- if , ;
- if , ;
- if , .
Constraint:
, , or .
-
7:
– double
Input
-
On entry: the absolute accuracy required. If
epsabs is negative, the absolute value is used. See
Section 7.
-
8:
– double
Input
-
On entry: the relative accuracy required. If
epsrel is negative, the absolute value is used. See
Section 7.
-
9:
– Integer
Input
-
On entry: the upper bound on the number of sub-intervals into which the interval of integration may be divided by the function. The more difficult the integrand, the larger
max_num_subint should be.
Constraint:
.
-
10:
– double *
Output
-
On exit: the approximation to the integral .
-
11:
– double *
Output
-
On exit: an estimate of the modulus of the absolute error, which should be an upper bound for .
-
12:
– Nag_QuadProgress *
-
Pointer to structure of type Nag_QuadProgress with the following members:
- num_subint – IntegerOutput
-
On exit: the actual number of sub-intervals used.
- fun_count – IntegerOutput
-
On exit: the number of function evaluations performed by d01spc.
- sub_int_beg_pts – double *Output
- sub_int_end_pts – double *Output
- sub_int_result – double *Output
- sub_int_error – double *Output
-
On exit: these pointers are allocated memory internally with
max_num_subint elements. If an error exit other than
NE_INT_ARG_LT,
NE_BAD_PARAM,
NE_REAL_ARG_LE,
NE_2_REAL_ARG_LE or
NE_ALLOC_FAIL occurs, these arrays will contain information which may be useful. For details, see
Section 9.
Before a subsequent call to d01spc is made, or when the information contained in these arrays is no longer useful, you should free the storage allocated by these pointers using the NAG macro NAG_FREE.
-
13:
– Nag_User *
-
Pointer to a structure of type Nag_User with the following member:
- p – Pointer
-
On entry/exit: the pointer
, of type Pointer, allows you to communicate information to and from
g(). An object of the required type should be declared, e.g., a structure, and its address assigned to the pointer
by means of a cast to Pointer in the calling program, e.g.,
comm.p = (Pointer)&s. The type Pointer is
void *.
-
14:
– NagError *
Input/Output
-
The NAG error argument (see
Section 7 in the Introduction to the NAG Library CL Interface).
6
Error Indicators and Warnings
- NE_2_REAL_ARG_LE
-
On entry, while . These arguments must satisfy .
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
- NE_BAD_PARAM
-
On entry, argument
wt_func had an illegal value.
- NE_INT_ARG_LT
-
On entry,
max_num_subint must not be less than 2:
.
- NE_QUAD_BAD_SUBDIV
-
Extremely bad integrand behaviour occurs around the sub-interval
.
The same advice applies as in the case of
NE_QUAD_MAX_SUBDIV.
- NE_QUAD_MAX_SUBDIV
-
The maximum number of subdivisions has been reached: .
The maximum number of subdivisions has been reached without the accuracy requirements being achieved. Look at the integrand in order to determine the integration difficulties. If the position of a discontinuity or a singularity of algebraico-logarithmic type within the interval can be determined, the interval must be split up at this point and the integrator called on the sub-intervals. If necessary, another integrator, which is designed for handling the type of difficulty involved, must be used. Alternatively, consider relaxing the accuracy requirements specified by
epsabs and
epsrel, or increasing the value of
max_num_subint.
- NE_QUAD_ROUNDOFF_TOL
-
Round-off error prevents the requested tolerance from being achieved:
,
.
The error may be underestimated. Consider relaxing the accuracy requirements specified by
epsabs and
epsrel.
- NE_REAL_ARG_LE
-
On entry, .
Constraint: .
On entry, .
Constraint: .
7
Accuracy
d01spc cannot guarantee, but in practice usually achieves, the following accuracy:
where
and
epsabs and
epsrel are user-specified absolute and relative error tolerances. Moreover it returns the quantity
abserr which, in normal circumstances, satisfies
8
Parallelism and Performance
d01spc is not threaded in any implementation.
The time taken by d01spc depends on the integrand and the accuracy required.
If the function fails with an error exit other than
NE_INT_ARG_LT,
NE_BAD_PARAM,
NE_REAL_ARG_LE,
NE_2_REAL_ARG_LE or
NE_ALLOC_FAIL then you may wish to examine the contents of the structure
qp. These contain the end-points of the sub-intervals used by
d01spc along with the integral contributions and error estimates over these sub-intervals.
Specifically, , let denote the approximation to the value of the integral over the sub-interval in the partition of and be the corresponding absolute error estimate.
Then, and .
The value of
is returned in
, and the values
,
,
and
are stored in the structure
qp as
- ,
- ,
- and
- .
10
Example
This example computes
and
10.1
Program Text
10.2
Program Data
None.
10.3
Program Results