defint defint_r qag qag_r qags qags_r qng qng_r

qng() void qng ( double(*)(double)  f, double  a, double  b, double  epsabs, double  epsrel, double *  result, double *  abserr, int *  neval, int *  info  ) Finite interval automatic quadrature (21/43/87 point Gauss-Kronrod rule) Purpose This routine computes I = integral of f over [a, b], satisfying the requested accuracy, where f is a given function defined by a user supplied subroutine. The appropriate one is automatically selected from 21, 43 or 87 point Gauss-Kronrod rules to satisfy the requested accuracy. Parameters [in] f The user supplied subroutine which calculates the integrand function f(x) defined as follows. double f(double x) { return computed f(x) value } [in] a Lower limit of integration. [in] b Upper limit of integration. [in] epsabs Absolute accuracy requested. The requested accuracy is assumed to be satisfied if abserr <= max(epsabs, epsrel*|result|)). [in] epsrel Relative 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. [out] result Approximation to I = integral of f over [a, b]. [out] abserr Estimate of the modulus of the absolute error, which should equal or exceed the true error. [out] neval Number of integrand evaluations. [out] info = 0: Successful exit = 1: The maximum number of steps has been executed. The integral is probably too difficult to be computed by qng. Reference SLATEC (QUADPACK)