d01bdc calculates an approximation to the integral of a function over a finite interval :
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 , or which oscillate too strongly on .
The function may be called by the names: d01bdc, nag_quad_dim1_fin_smooth or nag_quad_1d_fin_smooth.
d01bdc 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 -point and -point formulae. If the accuracy criterion is not met, formulae using and points are used successively, stopping whenever the accuracy criterion is satisfied.
This function is designed for smooth integrands only.
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
1: – function, supplied by the userExternal Function
f must return the value of the integrand at a given point.
On entry: the point at which the integrand must be evaluated.
2: – 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 d01bdc you may allocate memory and initialize these pointers with various quantities for use by f when called from d01bdc (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).
Note:f should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d01bdc. If your code inadvertently does return any NaNs or infinities, d01bdc is likely to produce unexpected results.
2: – doubleInput
On entry: , the lower limit of integration.
3: – doubleInput
On entry: , the upper limit of integration. It is not necessary that .
4: – doubleInput
On entry: the absolute accuracy required. If epsabs is negative, the absolute value is used. See Section 7.
5: – doubleInput
On entry: the relative accuracy required. If epsrel is negative, the absolute value is used. See Section 7.
6: – double *Output
On exit: the approximation to the integral .
7: – double *Output
On exit: an estimate of the modulus of the absolute error, which should be an upper bound for .
8: – Nag_Comm *
The NAG communication argument (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
There are no specific errors detected by d01bdc. However, if abserr is greater than
this indicates that the function has probably failed to achieve the requested accuracy within function evaluations.
d01bdc attempts to compute an approximation, result, such that:
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 .
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
d01bdc is not threaded in any implementation.
The time taken by d01bdc depends on the integrand and the accuracy required.