2 SUBROUTINE DQAGPE
(F
, A
, B
, NPTS2
, POINTS
, EPSABS
, EPSREL
, LIMIT
,
3 + RESULT
, ABSERR
, NEVAL
, IER
, ALIST
, BLIST
, RLIST
, ELIST
, PTS
,
4 + IORD
, LEVEL
, NDIN
, LAST
)
5 C***BEGIN PROLOGUE DQAGPE
6 C***PURPOSE Approximate a given definite integral I = Integral of F
7 C over (A,B), hopefully satisfying the accuracy claim:
8 C ABS(I-RESULT).LE.MAX(EPSABS,EPSREL*ABS(I)).
9 C Break points of the integration interval, where local
10 C difficulties of the integrand may occur (e.g. singularities
11 C or discontinuities) are provided by the user.
12 C***LIBRARY SLATEC (QUADPACK)
14 C***TYPE DOUBLE PRECISION (QAGPE-S, DQAGPE-D)
15 C***KEYWORDS AUTOMATIC INTEGRATOR, EXTRAPOLATION, GENERAL-PURPOSE,
16 C GLOBALLY ADAPTIVE, QUADPACK, QUADRATURE,
17 C SINGULARITIES AT USER SPECIFIED POINTS
18 C***AUTHOR Piessens, Robert
19 C Applied Mathematics and Programming Division
22 C Applied Mathematics and Programming Division
26 C Computation of a definite integral
27 C Standard fortran subroutine
28 C Double precision version
32 C F - Double precision
33 C Function subprogram defining the integrand
34 C function F(X). The actual name for F needs to be
35 C declared E X T E R N A L in the driver program.
37 C A - Double precision
38 C Lower limit of integration
40 C B - Double precision
41 C Upper limit of integration
44 C Number equal to two more than the number of
45 C user-supplied break points within the integration
47 C If NPTS2.LT.2, the routine will end with IER = 6.
49 C POINTS - Double precision
50 C Vector of dimension NPTS2, the first (NPTS2-2)
51 C elements of which are the user provided break
52 C POINTS. If these POINTS do not constitute an
53 C ascending sequence there will be an automatic
56 C EPSABS - Double precision
57 C Absolute accuracy requested
58 C EPSREL - Double precision
59 C Relative accuracy requested
61 C and EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28),
62 C the routine will end with IER = 6.
65 C Gives an upper bound on the number of subintervals
66 C in the partition of (A,B), LIMIT.GE.NPTS2
67 C If LIMIT.LT.NPTS2, the routine will end with
71 C RESULT - Double precision
72 C Approximation to the integral
74 C ABSERR - Double precision
75 C Estimate of the modulus of the absolute error,
76 C which should equal or exceed ABS(I-RESULT)
79 C Number of integrand evaluations
82 C IER = 0 Normal and reliable termination of the
83 C routine. It is assumed that the requested
84 C accuracy has been achieved.
85 C IER.GT.0 Abnormal termination of the routine.
86 C The estimates for integral and error are
87 C less reliable. It is assumed that the
88 C requested accuracy has not been achieved.
90 C IER = 1 Maximum number of subdivisions allowed
91 C has been achieved. One can allow more
92 C subdivisions by increasing the value of
93 C LIMIT (and taking the according dimension
94 C adjustments into account). However, if
95 C this yields no improvement it is advised
96 C to analyze the integrand in order to
97 C determine the integration difficulties. If
98 C the position of a local difficulty can be
99 C determined (i.e. SINGULARITY,
100 C DISCONTINUITY within the interval), it
101 C should be supplied to the routine as an
102 C element of the vector points. If necessary
103 C an appropriate special-purpose integrator
104 C must be used, which is designed for
105 C handling the type of difficulty involved.
106 C = 2 The occurrence of roundoff error is
107 C detected, which prevents the requested
108 C tolerance from being achieved.
109 C The error may be under-estimated.
110 C = 3 Extremely bad integrand behaviour occurs
111 C At some points of the integration
113 C = 4 The algorithm does not converge.
114 C Roundoff error is detected in the
115 C extrapolation table. It is presumed that
116 C the requested tolerance cannot be
117 C achieved, and that the returned result is
118 C the best which can be obtained.
119 C = 5 The integral is probably divergent, or
120 C slowly convergent. It must be noted that
121 C divergence can occur with any other value
123 C = 6 The input is invalid because
125 C Break points are specified outside
126 C the integration range or
128 C EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28))
130 C RESULT, ABSERR, NEVAL, LAST, RLIST(1),
131 C and ELIST(1) are set to zero. ALIST(1) and
132 C BLIST(1) are set to A and B respectively.
134 C ALIST - Double precision
135 C Vector of dimension at least LIMIT, the first
136 C LAST elements of which are the left end points
137 C of the subintervals in the partition of the given
138 C integration range (A,B)
140 C BLIST - Double precision
141 C Vector of dimension at least LIMIT, the first
142 C LAST elements of which are the right end points
143 C of the subintervals in the partition of the given
144 C integration range (A,B)
146 C RLIST - Double precision
147 C Vector of dimension at least LIMIT, the first
148 C LAST elements of which are the integral
149 C approximations on the subintervals
151 C ELIST - Double precision
152 C Vector of dimension at least LIMIT, the first
153 C LAST elements of which are the moduli of the
154 C absolute error estimates on the subintervals
156 C PTS - Double precision
157 C Vector of dimension at least NPTS2, containing the
158 C integration limits and the break points of the
159 C interval in ascending sequence.
162 C Vector of dimension at least LIMIT, containing the
163 C subdivision levels of the subinterval, i.e. if
164 C (AA,BB) is a subinterval of (P1,P2) where P1 as
165 C well as P2 is a user-provided break point or
166 C integration limit, then (AA,BB) has level L if
167 C ABS(BB-AA) = ABS(P2-P1)*2**(-L).
170 C Vector of dimension at least NPTS2, after first
171 C integration over the intervals (PTS(I)),PTS(I+1),
172 C I = 0,1, ..., NPTS2-2, the error estimates over
173 C some of the intervals may have been increased
174 C artificially, in order to put their subdivision
175 C forward. If this happens for the subinterval
176 C numbered K, NDIN(K) is put to 1, otherwise
180 C Vector of dimension at least LIMIT, the first K
181 C elements of which are pointers to the
182 C error estimates over the subintervals,
183 C such that ELIST(IORD(1)), ..., ELIST(IORD(K))
184 C form a decreasing sequence, with K = LAST
185 C If LAST.LE.(LIMIT/2+2), and K = LIMIT+1-LAST
189 C Number of subintervals actually produced in the
190 C subdivisions process
192 C***REFERENCES (NONE)
193 C***ROUTINES CALLED D1MACH, DQELG, DQK21, DQPSRT
194 C***REVISION HISTORY (YYMMDD)
195 C 800101 DATE WRITTEN
196 C 890531 Changed all specific intrinsics to generic. (WRB)
197 C 890831 Modified array declarations. (WRB)
198 C 890831 REVISION DATE from Version 3.2
199 C 891214 Prologue converted to Version 4.0 format. (BAB)
200 C***END PROLOGUE DQAGPE
201 DOUBLE PRECISION A
,ABSEPS
,ABSERR
,ALIST
,AREA
,AREA1
,AREA12
,AREA2
,A1
,
202 1 A2
,B
,BLIST
,B1
,B2
,CORREC
,DEFABS
,DEFAB1
,DEFAB2
,
203 2 DRES
,D1MACH
,ELIST
,EPMACH
,EPSABS
,EPSREL
,ERLARG
,ERLAST
,ERRBND
,
204 3 ERRMAX
,ERROR1
,ERRO12
,ERROR2
,ERRSUM
,ERTEST
,F
,OFLOW
,POINTS
,PTS
,
205 4 RESA
,RESABS
,RESEPS
,RESULT
,RES3LA
,RLIST
,RLIST2
,SIGN
,TEMP
,UFLOW
206 INTEGER I
,ID
,IER
,IERRO
,IND1
,IND2
,IORD
,IP1
,IROFF1
,IROFF2
,IROFF3
,J
,
207 1 JLOW
,JUPBND
,K
,KSGN
,KTMIN
,LAST
,LEVCUR
,LEVEL
,LEVMAX
,LIMIT
,MAXERR
,
208 2 NDIN
,NEVAL
,NINT
,NINTP1
,NPTS
,NPTS2
,NRES
,NRMAX
,NUMRL2
212 DIMENSION ALIST
(*),BLIST
(*),ELIST
(*),IORD
(*),
213 1 LEVEL
(*),NDIN
(*),POINTS
(*),PTS
(*),RES3LA
(3),
214 2 RLIST
(*),RLIST2
(52)
218 C THE DIMENSION OF RLIST2 IS DETERMINED BY THE VALUE OF
219 C LIMEXP IN SUBROUTINE EPSALG (RLIST2 SHOULD BE OF DIMENSION
220 C (LIMEXP+2) AT LEAST).
223 C LIST OF MAJOR VARIABLES
224 C -----------------------
226 C ALIST - LIST OF LEFT END POINTS OF ALL SUBINTERVALS
227 C CONSIDERED UP TO NOW
228 C BLIST - LIST OF RIGHT END POINTS OF ALL SUBINTERVALS
229 C CONSIDERED UP TO NOW
230 C RLIST(I) - APPROXIMATION TO THE INTEGRAL OVER
231 C (ALIST(I),BLIST(I))
232 C RLIST2 - ARRAY OF DIMENSION AT LEAST LIMEXP+2
233 C CONTAINING THE PART OF THE EPSILON TABLE WHICH
234 C IS STILL NEEDED FOR FURTHER COMPUTATIONS
235 C ELIST(I) - ERROR ESTIMATE APPLYING TO RLIST(I)
236 C MAXERR - POINTER TO THE INTERVAL WITH LARGEST ERROR
238 C ERRMAX - ELIST(MAXERR)
239 C ERLAST - ERROR ON THE INTERVAL CURRENTLY SUBDIVIDED
240 C (BEFORE THAT SUBDIVISION HAS TAKEN PLACE)
241 C AREA - SUM OF THE INTEGRALS OVER THE SUBINTERVALS
242 C ERRSUM - SUM OF THE ERRORS OVER THE SUBINTERVALS
243 C ERRBND - REQUESTED ACCURACY MAX(EPSABS,EPSREL*
245 C *****1 - VARIABLE FOR THE LEFT SUBINTERVAL
246 C *****2 - VARIABLE FOR THE RIGHT SUBINTERVAL
247 C LAST - INDEX FOR SUBDIVISION
248 C NRES - NUMBER OF CALLS TO THE EXTRAPOLATION ROUTINE
249 C NUMRL2 - NUMBER OF ELEMENTS IN RLIST2. IF AN APPROPRIATE
250 C APPROXIMATION TO THE COMPOUNDED INTEGRAL HAS
251 C BEEN OBTAINED, IT IS PUT IN RLIST2(NUMRL2) AFTER
252 C NUMRL2 HAS BEEN INCREASED BY ONE.
253 C ERLARG - SUM OF THE ERRORS OVER THE INTERVALS LARGER
254 C THAN THE SMALLEST INTERVAL CONSIDERED UP TO NOW
255 C EXTRAP - LOGICAL VARIABLE DENOTING THAT THE ROUTINE
256 C IS ATTEMPTING TO PERFORM EXTRAPOLATION. I.E.
257 C BEFORE SUBDIVIDING THE SMALLEST INTERVAL WE
258 C TRY TO DECREASE THE VALUE OF ERLARG.
259 C NOEXT - LOGICAL VARIABLE DENOTING THAT EXTRAPOLATION IS
260 C NO LONGER ALLOWED (TRUE-VALUE)
262 C MACHINE DEPENDENT CONSTANTS
263 C ---------------------------
265 C EPMACH IS THE LARGEST RELATIVE SPACING.
266 C UFLOW IS THE SMALLEST POSITIVE MAGNITUDE.
267 C OFLOW IS THE LARGEST POSITIVE MAGNITUDE.
269 C***FIRST EXECUTABLE STATEMENT DQAGPE
272 C TEST ON VALIDITY OF PARAMETERS
273 C -----------------------------
287 IF(NPTS2
.LT
.2.OR
.LIMIT
.LE
.NPTS
.OR
.(EPSABS
.LE
.0.0D
+00.AND
.
288 1 EPSREL
.LT
.MAX
(0.5D
+02*EPMACH
,0.5D
-28))) IER
= 6
289 IF(IER
.EQ
.6) GO TO 999
291 C IF ANY BREAK POINTS ARE PROVIDED, SORT THEM INTO AN
292 C ASCENDING SEQUENCE.
295 IF(A
.GT
.B
) SIGN
= -1.0D
+00
297 IF(NPTS
.EQ
.0) GO TO 15
301 15 PTS
(NPTS
+2) = MAX
(A
,B
)
304 IF(NPTS
.EQ
.0) GO TO 40
309 IF(PTS
(I
).LE
.PTS
(J
)) GO TO 20
314 IF(PTS
(1).NE
.MIN
(A
,B
).OR
.PTS
(NINTP1
).NE
.MAX
(A
,B
)) IER
= 6
315 IF(IER
.EQ
.6) GO TO 999
317 C COMPUTE FIRST INTEGRAL AND ERROR APPROXIMATIONS.
318 C ------------------------------------------------
323 CALL DQK21
(F
,A1
,B1
,AREA1
,ERROR1
,DEFABS
,RESA
)
324 ABSERR
= ABSERR
+ERROR1
325 RESULT
= RESULT
+AREA1
327 IF(ERROR1
.EQ
.RESA
.AND
.ERROR1
.NE
.0.0D
+00) NDIN
(I
) = 1
328 RESABS
= RESABS
+DEFABS
339 IF(NDIN
(I
).EQ
.1) ELIST
(I
) = ABSERR
340 ERRSUM
= ERRSUM
+ELIST
(I
)
348 ERRBND
= MAX
(EPSABS
,EPSREL*DRES
)
349 IF(ABSERR
.LE
.0.1D
+03*EPMACH*RESABS
.AND
.ABSERR
.GT
.ERRBND
) IER
= 2
350 IF(NINT
.EQ
.1) GO TO 80
356 IF(ELIST
(IND1
).GT
.ELIST
(IND2
)) GO TO 60
360 IF(IND1
.EQ
.IORD
(I
)) GO TO 70
364 IF(LIMIT
.LT
.NPTS2
) IER
= 1
365 80 IF(IER
.NE
.0.OR
.ABSERR
.LE
.ERRBND
) GO TO 999
372 ERRMAX
= ELIST
(MAXERR
)
391 IF(DRES
.GE
.(0.1D
+01-0.5D
+02*EPMACH
)*RESABS
) KSGN
= 1
396 DO 160 LAST
= NPTS2
,LIMIT
398 C BISECT THE SUBINTERVAL WITH THE NRMAX-TH LARGEST ERROR
401 LEVCUR
= LEVEL
(MAXERR
)+1
403 B1
= 0.5D
+00*(ALIST
(MAXERR
)+BLIST
(MAXERR
))
407 CALL DQK21
(F
,A1
,B1
,AREA1
,ERROR1
,RESA
,DEFAB1
)
408 CALL DQK21
(F
,A2
,B2
,AREA2
,ERROR2
,RESA
,DEFAB2
)
410 C IMPROVE PREVIOUS APPROXIMATIONS TO INTEGRAL
411 C AND ERROR AND TEST FOR ACCURACY.
415 ERRO12
= ERROR1
+ERROR2
416 ERRSUM
= ERRSUM
+ERRO12
-ERRMAX
417 AREA
= AREA
+AREA12
-RLIST
(MAXERR
)
418 IF(DEFAB1
.EQ
.ERROR1
.OR
.DEFAB2
.EQ
.ERROR2
) GO TO 95
419 IF(ABS
(RLIST
(MAXERR
)-AREA12
).GT
.0.1D
-04*ABS
(AREA12
)
420 1 .OR
.ERRO12
.LT
.0.99D
+00*ERRMAX
) GO TO 90
421 IF(EXTRAP
) IROFF2
= IROFF2
+1
422 IF(.NOT
.EXTRAP
) IROFF1
= IROFF1
+1
423 90 IF(LAST
.GT
.10.AND
.ERRO12
.GT
.ERRMAX
) IROFF3
= IROFF3
+1
424 95 LEVEL
(MAXERR
) = LEVCUR
426 RLIST
(MAXERR
) = AREA1
428 ERRBND
= MAX
(EPSABS
,EPSREL*ABS
(AREA
))
430 C TEST FOR ROUNDOFF ERROR AND EVENTUALLY SET ERROR FLAG.
432 IF(IROFF1
+IROFF2
.GE
.10.OR
.IROFF3
.GE
.20) IER
= 2
433 IF(IROFF2
.GE
.5) IERRO
= 3
435 C SET ERROR FLAG IN THE CASE THAT THE NUMBER OF
436 C SUBINTERVALS EQUALS LIMIT.
438 IF(LAST
.EQ
.LIMIT
) IER
= 1
440 C SET ERROR FLAG IN THE CASE OF BAD INTEGRAND BEHAVIOUR
441 C AT A POINT OF THE INTEGRATION RANGE
443 IF(MAX
(ABS
(A1
),ABS
(B2
)).LE
.(0.1D
+01+0.1D
+03*EPMACH
)*
444 1 (ABS
(A2
)+0.1D
+04*UFLOW
)) IER
= 4
446 C APPEND THE NEWLY-CREATED INTERVALS TO THE LIST.
448 IF(ERROR2
.GT
.ERROR1
) GO TO 100
452 ELIST
(MAXERR
) = ERROR1
455 100 ALIST
(MAXERR
) = A2
458 RLIST
(MAXERR
) = AREA2
460 ELIST
(MAXERR
) = ERROR2
463 C CALL SUBROUTINE DQPSRT TO MAINTAIN THE DESCENDING ORDERING
464 C IN THE LIST OF ERROR ESTIMATES AND SELECT THE SUBINTERVAL
465 C WITH NRMAX-TH LARGEST ERROR ESTIMATE (TO BE BISECTED NEXT).
467 110 CALL DQPSRT
(LIMIT
,LAST
,MAXERR
,ERRMAX
,ELIST
,IORD
,NRMAX
)
468 C ***JUMP OUT OF DO-LOOP
469 IF(ERRSUM
.LE
.ERRBND
) GO TO 190
470 C ***JUMP OUT OF DO-LOOP
471 IF(IER
.NE
.0) GO TO 170
473 ERLARG
= ERLARG
-ERLAST
474 IF(LEVCUR
+1.LE
.LEVMAX
) ERLARG
= ERLARG
+ERRO12
477 C TEST WHETHER THE INTERVAL TO BE BISECTED NEXT IS THE
480 IF(LEVEL
(MAXERR
)+1.LE
.LEVMAX
) GO TO 160
483 120 IF(IERRO
.EQ
.3.OR
.ERLARG
.LE
.ERTEST
) GO TO 140
485 C THE SMALLEST INTERVAL HAS THE LARGEST ERROR.
486 C BEFORE BISECTING DECREASE THE SUM OF THE ERRORS OVER
487 C THE LARGER INTERVALS (ERLARG) AND PERFORM EXTRAPOLATION.
491 IF(LAST
.GT
.(2+LIMIT
/2)) JUPBND
= LIMIT
+3-LAST
494 ERRMAX
= ELIST
(MAXERR
)
495 C ***JUMP OUT OF DO-LOOP
496 IF(LEVEL
(MAXERR
)+1.LE
.LEVMAX
) GO TO 160
500 C PERFORM EXTRAPOLATION.
502 140 NUMRL2
= NUMRL2
+1
503 RLIST2
(NUMRL2
) = AREA
504 IF(NUMRL2
.LE
.2) GO TO 155
505 CALL DQELG
(NUMRL2
,RLIST2
,RESEPS
,ABSEPS
,RES3LA
,NRES
)
507 IF(KTMIN
.GT
.5.AND
.ABSERR
.LT
.0.1D
-02*ERRSUM
) IER
= 5
508 IF(ABSEPS
.GE
.ABSERR
) GO TO 150
513 ERTEST
= MAX
(EPSABS
,EPSREL*ABS
(RESEPS
))
514 C ***JUMP OUT OF DO-LOOP
515 IF(ABSERR
.LT
.ERTEST
) GO TO 170
517 C PREPARE BISECTION OF THE SMALLEST INTERVAL.
519 150 IF(NUMRL2
.EQ
.1) NOEXT
= .TRUE
.
520 IF(IER
.GE
.5) GO TO 170
522 ERRMAX
= ELIST
(MAXERR
)
529 C SET THE FINAL RESULT.
530 C ---------------------
533 170 IF(ABSERR
.EQ
.OFLOW
) GO TO 190
534 IF((IER
+IERRO
).EQ
.0) GO TO 180
535 IF(IERRO
.EQ
.3) ABSERR
= ABSERR
+CORREC
537 IF(RESULT
.NE
.0.0D
+00.AND
.AREA
.NE
.0.0D
+00)GO TO 175
538 IF(ABSERR
.GT
.ERRSUM
)GO TO 190
539 IF(AREA
.EQ
.0.0D
+00) GO TO 210
541 175 IF(ABSERR
/ABS
(RESULT
).GT
.ERRSUM
/ABS
(AREA
))GO TO 190
543 C TEST ON DIVERGENCE.
545 180 IF(KSGN
.EQ
.(-1).AND
.MAX
(ABS
(RESULT
),ABS
(AREA
)).LE
.
546 1 RESABS*0
.1D
-01) GO TO 210
547 IF(0.1D
-01.GT
.(RESULT
/AREA
).OR
.(RESULT
/AREA
).GT
.0.1D
+03.OR
.
548 1 ERRSUM
.GT
.ABS
(AREA
)) IER
= 6
551 C COMPUTE GLOBAL INTEGRAL SUM.
555 RESULT
= RESULT
+RLIST
(K
)
558 210 IF(IER
.GT
.2) IER
= IER
-1