XLPack 7.0
XLPack Numerical Library (C API) Reference Manual
Loading...
Searching...
No Matches

◆ qag_r()

void qag_r ( double  a,
double  b,
double  epsabs,
double  epsrel,
int  key,
int  limit,
double *  result,
double *  abserr,
int *  neval,
int *  last,
double  work[],
int  lwork,
int  iwork[],
int *  info,
double *  xx,
double  yy,
int *  irev 
)

Finite interval adaptive quadrature (15/21/31/41/51/61 point Gauss-Kronrod rule) (reverse communication version)

Purpose
This routine computes I = integral of f over [a, b], satisfying the requested accuracy, where f is a given function. User should provide the necessary computed values of f according to the argument irev.
15, 21, 31, 41, 51 or 61 point Gauss-Kronrod rule is used, and the integration interval will be adaptively subdivided to satisfy the requested accuracy.
Parameters
[in]aLower limit of integration.
[in]bUpper limit of integration.
[in]epsabsAbsolute accuracy requested.
The requested accuracy is assumed to be satisfied if abserr <= max(epsabs, epsrel*|result|)).
[in]epsrelRelative accuracy requested.
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.
[in]keyKey for choice of local integration rule.
= 1: qk15
= 2: qk21
= 3: qk31
= 4: qk41
= 5: qk51
= 6: qk61
If key < 1, key = 1 is assumed. If key > 6, key = 6 is assumed.
[in]limitMaximum number of subintervals in the partition of the given integration interval [a, b]. (limit >= 1)
[out]resultApproximation to I = integral of f over [a, b].
[out]abserrEstimate of the modulus of the absolute error, which should equal or exceed the true error.
[out]nevalNumber of integrand evaluations.
[out]lastNumber of subintervals produced in the subdivision process.
[out]work[]Array work[lwork]
Work array.
work[0], ..., work[last-1]: Left end points of the subintervals in the partition of [a, b].
work[limit], ..., work[limit+last-1]: Right end poits of the subintervals.
work[2*limit], ..., work[2*limit+last-1]: The integral approximations over the subintervals.
work[3*limit], ..., work[3*limit+last-1]: The error estimates over the subintervals.
[in]lworkThe length of work[]. (lwork >= 4*limit)
[out]iwork[]Array iwork[liwork] (liwork >= limit)
Work array.
The first k elements contain pointers to the error estimates over the subintervals, such that work[3*limit+iwork[0]-1], ..., work[3*limit+iwork[k-1]-1] form a decreasing sequence with k = last if last <= limit/2+2, and k = limit+1-last otherwise.
[out]info= 0: Successful exit
= -6: The argument limit had an illegal value (limit < 1)
= -12: The argument lwork had an illegal value (lwork < 4*limit)
= 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]xxirev = 1 to 15: xx contains the abscissa where the function value should be evaluated and given in the next call.
[in]yyirev = 1 to 15: The function value f(xx) 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.
= 1 to 15: User should set the function value at xx in yy. Do not alter any variables other than yy.
Reference
SLATEC (QUADPACK)