XLPack 7.0
XLPack Numerical Library (C API) Reference Manual
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◆ qawf()

void qawf ( double(*)(double)  f,
double  a,
double  omega,
int  integr,
double  epsabs,
int  limlst,
int  limit,
int  maxp1,
double *  result,
double *  abserr,
int *  neval,
int *  lst,
double  work[],
int  lwork,
int  iwork[],
int  liwork,
int *  info 
)

Semi-infinite interval adaptive quadrature for Fourier integrals (25-point Clenshaw-Curtis and 15-point Gauss-Kronrod rule)

Purpose
The routine calculates an approximation result to a Fourier integral I = ∫ f(x)*w(x) dx over [a, +∞] satisfying the requested accuracy, where the weight function w(x) = cos(ω*x) or sin(ω*x).
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]fThe user supplied subroutine which calculates the integrand function f(x) defined as follows.
double f(double x)
{
return computed f(x) value
}
[in]aLower limit of integration.
[in]omegaParameter ω in the weight function.
[in]integrIndicates which weight function is to be used.
= 1: w(x) = cos(ω*x)
= 2: w(x) = sin(ω*x)
[in]epsabsAbsolute accuracy requested. (epsabs > 0)
[in]limlstUpper bound on the number of cycles. (limlst >= 3)
[in]limitUpper bound on the subintervals allowed in the partition of each cycle. (limit >= 1)
[in]maxp1Upper bound on the number of Chebyshev moments which can be stored. (maxp1 >= 1)
For the intervals of lengths abs(b-a)*2^(-L), L = 0, 1, ..., maxp1-2.
[out]resultApproximation to I = integral of f*w over [a, +inf].
[out]abserrEstimate of the modulus of the absolute error, which should equal or exceed the true error.
[out]nevalNumber of integrand evaluations.
[out]lstNumber of cycles actually needed for the integration.
[out]work[]Array work[lwork]
Work array.
work[0], ..., work[lst-1]: The integral approximations over the cycles.
work[limlst], ..., work[limlst+lst-1]: The error estimates over the cycles.
Further elements of work[] have no specific meaning for the user.
[in]lworkThe length of work[]. (lwork >= 2*limlst + 4*limit + 25*maxp1)
[out]iwork[]Array iwork[liwork]
Work array.
iwork[k] for k = 0, 1, ..., lst-1 contain the error flags on the cycles.
[in]liworkThe length of iwork[]. (liwork >= limlst + 2*limit)
[out]info= 0: Successful exit
= -4: The argument integr had an illegal value (integr != 1 and integr != 2)
= -5: The argument epsabs had an illegal value (epsabs <= 0)
= -6: The argument limlst had an illegal value (limlst < 3)
= -7: The argument limit had an illegal value (limit < 1)
= -8: The argument maxp1 had an illegal value (maxp1 < 1)
= -14: The argument lwork had an illegal value (lwork < 2*limlst + 4*limit + 25*maxp1)
= -16: The argument liwork had an illegal value (lwork < limlst + 2*limit)
= 1: Maximum number of cycles allowed has been reached
= 4: The extrapolation table does not converge to within the requested accuracy
= 7: Bad integrand behaviour occurs within one or more of the cycles
Reference
SLATEC (QUADPACK)