NAG CL Interface
d01ubc (dim1_​inf_​exp_​wt)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{f}$ – function, supplied by the user External Function

f must return the integrand function values $f\left(x_i\right)$ for the given $x_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,\mathbf{n}$.

The specification of f is:

void  f (const double x[], double fv[], Integer n, Nag_Comm *comm, Integer *istop)

1: $\mathbf{x}\left[\mathbf{n}\right]$ – const double Input

On entry: the points at which the integrand function $f$ must be evaluated.

2: $\mathbf{fv}\left[\mathbf{n}\right]$ – double Output

On exit: $\mathbf{fv}\left[\mathit{i}-1\right]$ must contain the value of the integrand $f\left(x_i\right)$ evaluated at the point $\mathbf{x}\left[\mathit{i}-1\right]$, for $\mathit{i}=1,2,\dots ,\mathbf{n}$.

3: $\mathbf{n}$ – Integer Input

On entry: n specifies the number of weights and abscissae to be used.

4: $\mathbf{comm}$ – Nag_Comm *

Pointer to structure of type Nag_Comm; the following members are relevant to f.

user – double *

iuser – Integer *

p – Pointer 

The type Pointer will be void *. Before calling d01ubc you may allocate memory and initialize these pointers with various quantities for use by f when called from d01ubc (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).

5: $\mathbf{istop}$ – Integer * Input/Output

On entry: $\mathbf{istop}=0$.

On exit: you may set istop to a negative number if at any time it is impossible to evaluate the function $f\left(x\right)$. In this case d01ubc halts with fail set to the value of istop and the value returned in ans will be that of a non-signalling NaN.

2: $\mathbf{n}$ – Integer Input

On entry: n specifies the number of weights and abscissae to be used.

Constraint: $\mathbf{n}=1$, $2$, $3$, $4$, $5$, $10$, $15$, $20$ or $25$.

3: $\mathbf{ans}$ – double * Output

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_NOERROR, ans contains an approximation to the integral. Otherwise, ans will be a non-signalling NaN.

4: $\mathbf{comm}$ – Nag_Comm *

The NAG communication argument (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).

5: $\mathbf{fail}$ – 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_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $1\le \mathbf{n}\le 25$.

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
n is not one of the allowed values.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

NE_USER_STOP

The user has halted the calculation.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results