NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_quad_dim1_quad_wt_cauchy_1 (d01sqc) Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 *
 * Mark 28.3, 2022.
 *
 */

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

#ifdef __cplusplus
extern "C" {
#endif
static double NAG_CALL g(double x, Nag_User *comm);
#ifdef __cplusplus
}
#endif

int main(void) {
  static Integer use_comm[1] = {1};
  Integer exit_status = 0;
  double a, b, c;
  double epsabs, abserr, epsrel, result;
  Nag_QuadProgress qp;
  Integer max_num_subint;
  NagError fail;
  Nag_User comm;

  INIT_FAIL(fail);

  printf("nag_quad_dim1_quad_wt_cauchy_1 (d01sqc) Example Program Results\n");

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

  epsabs = 0.0;
  epsrel = 0.0001;
  a = -1.0;
  b = 1.0;
  c = 0.5;
  max_num_subint = 200;
  /* nag_quad_dim1_quad_wt_cauchy_1 (d01sqc).
   * One-dimensional adaptive quadrature, weight function
   * 1/(x-c), Cauchy principal value, thread-safe
   */
  nag_quad_dim1_quad_wt_cauchy_1(g, a, b, c, epsabs, epsrel, max_num_subint,
                                 &result, &abserr, &qp, &comm, &fail);
  printf("a      - lower limit of integration = %10.4f\n", a);
  printf("b      - upper limit of integration = %10.4f\n", b);
  printf("epsabs - absolute accuracy requested = %11.2e\n", epsabs);
  printf("epsrel - relative accuracy requested = %11.2e\n\n", epsrel);
  printf("c      - parameter in the weight function = %11.2e\n", c);
  if (fail.code != NE_NOERROR)
    printf("Error from nag_quad_dim1_quad_wt_cauchy_1 (d01sqc) %s\n",
           fail.message);
  if (fail.code != NE_INT_ARG_LT && fail.code != NE_2_REAL_ARG_EQ &&
      fail.code != NE_ALLOC_FAIL && fail.code != NE_NO_LICENCE) {
    printf("result - approximation to the integral = %9.2f\n", result);
    printf("abserr - estimate of the absolute error = %11.2e\n", abserr);
    printf("qp.fun_count  - number of function evaluations = %4" NAG_IFMT "\n",
           qp.fun_count);
    printf("qp.num_subint  - number of subintervals used = %4" NAG_IFMT "\n",
           qp.num_subint);
    /* Free memory used by qp */
    NAG_FREE(qp.sub_int_beg_pts);
    NAG_FREE(qp.sub_int_end_pts);
    NAG_FREE(qp.sub_int_result);
    NAG_FREE(qp.sub_int_error);
  } else {
    exit_status = 1;
    goto END;
  }

END:
  return exit_status;
}

static double NAG_CALL g(double x, Nag_User *comm) {
  double aa;
  Integer *use_comm = (Integer *)comm->p;

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

  aa = 0.01;
  return 1.0 / (x * x + aa * aa);
}