XLPack 6.1
Excel VBA Numerical Library Reference Manual
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◆ Qawc_r()

Sub Qawc_r ( A As  Double,
B As  Double,
C As  Double,
Result As  Double,
Info As  Long,
XX As  Double,
YY As  Double,
IRev As  Long,
Optional AbsErr As  Double,
Optional Neval As  Long,
Optional EpsAbs As  Double = -1,
Optional EpsRel As  Double = -1,
Optional Limit As  Long = -1,
Optional Last As  Long 
)

Finite interval adaptive quadrature for Cauchy principal values (25-point Clenshaw-Curtis and 15-point Gauss-Kronrod rule) (reverse communication version)

Purpose
The routine calculates an approximation result to a Cauchy principal value I = integral of f(x)*w(x) over [a, b] satisfying the requested accuracy, where the weight function w(x) = 1/(x - c).
Result is obtained by the adaptive integration applying a 25-point modified Clenshaw-Curtis rule and a 15-point Gauss-Kronrod rule to satisfy the requested accuracy.
Parameters
[in]ALower limit of integration a.
[in]BUpper limit of integration b.
[in]CParameter in the weight function. (C <> A and C <> B)
[out]ResultCauchy principal value of the integral of f(x)/(x - c) over [a, b]
[out]Info= 0: Successful exit.
= -3: The argument C had an illegal value. (C = A or C = B)
= 1: Maximum number of subdivisions allowed has been reached.
= 2: Requested tolerance cannot be achieved due to roundoff error.
= 3: Bad integrand behavior found in the integration interval.
[out]XXWhen returned with IRev = 1, XX contains the abscissa where the function value should be evaluated and given in the next call.
[in]YYWhen returned with IRev = 1, the function value should be given in YY in the next call.
[in,out]IRevControl variable for reverse communication.
[in] Before first call, IRev should be initialized to zero. On succeeding calls, IRev should not be altered.
[out] If IRev is not zero, complete the following tasks and call this routine again without changing IRev.
= 0: Computation finished. See return code in Info.
= 1: User should set the function values at XX in YY. Do not alter any variables other than YY.
[out]AbsErr(Optional)
Estimate of the modulus of the absolute error, which should equal or exceed the true error.
[out]Neval(Optional)
Number of integrand evaluations.
[in]EpsAbs(Optional)
Absolute accuracy requested. (default = 0)
The requested accuracy is assumed to be satisfied if AbsErr <= max(EpsAbs, EpsRel*|Result|))
(If EpsAbs < 0, the default value will be used)
[in]EpsRel(Optional)
Relative accuracy requested. (default = 1.0e-12)
The requested accuracy is assumed to be satisfied if AbsErr <= max(EpsAbs, EpsRel*|Result|))
If EpsAbs <= 0 and EpsRel < 50*eps, EpsRel is assumed to be 50*eps, where eps is the machine precision.
(If EpsRel < 0, the default value will be used)
[in]Limit(Optional)
Maximum number of subintervals in the partition of the given integration interval [a, b] (limit >= 1) (default = 100)
(If Limit < 1, the default value will be used)
[out]Last(Optional)
Number of subintervals produced in the subdivision process.
Reference
SLATEC (QUADPACK)
Example Program
Compute the following integral.
∫ 1/(x*(5*x^3 + 6)) dx [-1, 5] (= -0.08994401)
Sub Ex_Qawc_r()
Dim A As Double, B As Double, C As Double, Result As Double, Info As Long
Dim XX As Double, YY As Double, IRev As Long
A = -1: B = 5: C = 0
IRev = 0
Do
Call Qawc_r(A, B, C, Result, Info, XX, YY, IRev)
If IRev = 1 Then YY = 1 / (5 * XX ^ 3 + 6)
Loop While IRev <> 0
Debug.Print "S =", Result
Debug.Print "Info =", Info
End Sub
Example Results
S = -8.99440069577173E-02
Info = 0