2
SUBROUTINE QK15I (F, BOUN, INF, A, B, RESULT, ABSERR, RESABS,
4
C***BEGIN PROLOGUE QK15I
5
C***PURPOSE The original (infinite integration range is mapped
6
C onto the interval (0,1) and (A,B) is a part of (0,1).
7
C it is the purpose to compute
8
C I = Integral of transformed integrand over (A,B),
9
C J = Integral of ABS(Transformed Integrand) over (A,B).
10
C***LIBRARY SLATEC (QUADPACK)
11
C***CATEGORY H2A3A2, H2A4A2
12
C***TYPE SINGLE PRECISION (QK15I-S, DQK15I-D)
13
C***KEYWORDS 15-POINT GAUSS-KRONROD RULES, QUADPACK, QUADRATURE
14
C***AUTHOR Piessens, Robert
15
C Applied Mathematics and Programming Division
18
C Applied Mathematics and Programming Division
23
C Standard Fortran subroutine
29
C Function subprogram defining the integrand
30
C FUNCTION F(X). The actual name for F needs to be
31
C Declared E X T E R N A L in the calling program.
34
C Finite bound of original integration
35
C Range (SET TO ZERO IF INF = +2)
38
C If INF = -1, the original interval is
40
C If INF = +1, the original interval is
42
C If INF = +2, the original interval is
43
C (-INFINITY,+INFINITY) AND
44
C The integral is computed as the sum of two
45
C integrals, one over (-INFINITY,0) and one over
49
C Lower limit for integration over subrange
53
C Upper limit for integration over subrange
58
C Approximation to the integral I
59
C Result is computed by applying the 15-POINT
60
C KRONROD RULE(RESK) obtained by optimal addition
61
C of abscissae to the 7-POINT GAUSS RULE(RESG).
64
C Estimate of the modulus of the absolute error,
65
C WHICH SHOULD EQUAL or EXCEED ABS(I-RESULT)
68
C Approximation to the integral J
71
C Approximation to the integral of
72
C ABS((TRANSFORMED INTEGRAND)-I/(B-A)) over (A,B)
75
C***ROUTINES CALLED R1MACH
76
C***REVISION HISTORY (YYMMDD)
78
C 890531 Changed all specific intrinsics to generic. (WRB)
79
C 890531 REVISION DATE from Version 3.2
80
C 891214 Prologue converted to Version 4.0 format. (BAB)
81
C***END PROLOGUE QK15I
83
REAL A,ABSC,ABSC1,ABSC2,ABSERR,B,BOUN,CENTR,
84
1 DINF,R1MACH,EPMACH,F,FC,FSUM,FVAL1,FVAL2,FV1,
85
2 FV2,HLGTH,RESABS,RESASC,RESG,RESK,RESKH,RESULT,TABSC1,TABSC2,
90
DIMENSION FV1(7),FV2(7),XGK(8),WGK(8),WG(8)
92
C THE ABSCISSAE AND WEIGHTS ARE SUPPLIED FOR THE INTERVAL
93
C (-1,1). BECAUSE OF SYMMETRY ONLY THE POSITIVE ABSCISSAE AND
94
C THEIR CORRESPONDING WEIGHTS ARE GIVEN.
96
C XGK - ABSCISSAE OF THE 15-POINT KRONROD RULE
97
C XGK(2), XGK(4), ... ABSCISSAE OF THE 7-POINT
99
C XGK(1), XGK(3), ... ABSCISSAE WHICH ARE OPTIMALLY
100
C ADDED TO THE 7-POINT GAUSS RULE
102
C WGK - WEIGHTS OF THE 15-POINT KRONROD RULE
104
C WG - WEIGHTS OF THE 7-POINT GAUSS RULE, CORRESPONDING
105
C TO THE ABSCISSAE XGK(2), XGK(4), ...
106
C WG(1), WG(3), ... ARE SET TO ZERO.
109
DATA XGK(1),XGK(2),XGK(3),XGK(4),XGK(5),XGK(6),XGK(7),
111
2 0.9914553711208126E+00, 0.9491079123427585E+00,
112
3 0.8648644233597691E+00, 0.7415311855993944E+00,
113
4 0.5860872354676911E+00, 0.4058451513773972E+00,
114
5 0.2077849550078985E+00, 0.0000000000000000E+00/
116
DATA WGK(1),WGK(2),WGK(3),WGK(4),WGK(5),WGK(6),WGK(7),
118
2 0.2293532201052922E-01, 0.6309209262997855E-01,
119
3 0.1047900103222502E+00, 0.1406532597155259E+00,
120
4 0.1690047266392679E+00, 0.1903505780647854E+00,
121
5 0.2044329400752989E+00, 0.2094821410847278E+00/
123
DATA WG(1),WG(2),WG(3),WG(4),WG(5),WG(6),WG(7),WG(8)/
124
1 0.0000000000000000E+00, 0.1294849661688697E+00,
125
2 0.0000000000000000E+00, 0.2797053914892767E+00,
126
3 0.0000000000000000E+00, 0.3818300505051189E+00,
127
4 0.0000000000000000E+00, 0.4179591836734694E+00/
130
C LIST OF MAJOR VARIABLES
131
C -----------------------
133
C CENTR - MID POINT OF THE INTERVAL
134
C HLGTH - HALF-LENGTH OF THE INTERVAL
136
C TABSC* - TRANSFORMED ABSCISSA
137
C FVAL* - FUNCTION VALUE
138
C RESG - RESULT OF THE 7-POINT GAUSS FORMULA
139
C RESK - RESULT OF THE 15-POINT KRONROD FORMULA
140
C RESKH - APPROXIMATION TO THE MEAN VALUE OF THE TRANSFORMED
141
C INTEGRAND OVER (A,B), I.E. TO I/(B-A)
143
C MACHINE DEPENDENT CONSTANTS
144
C ---------------------------
146
C EPMACH IS THE LARGEST RELATIVE SPACING.
147
C UFLOW IS THE SMALLEST POSITIVE MAGNITUDE.
149
C***FIRST EXECUTABLE STATEMENT QK15I
154
CENTR = 0.5E+00*(A+B)
155
HLGTH = 0.5E+00*(B-A)
156
TABSC1 = BOUN+DINF*(0.1E+01-CENTR)/CENTR
158
IF(INF.EQ.2) FVAL1 = FVAL1+F(-TABSC1)
159
FC = (FVAL1/CENTR)/CENTR
161
C COMPUTE THE 15-POINT KRONROD APPROXIMATION TO
162
C THE INTEGRAL, AND ESTIMATE THE ERROR.
171
TABSC1 = BOUN+DINF*(0.1E+01-ABSC1)/ABSC1
172
TABSC2 = BOUN+DINF*(0.1E+01-ABSC2)/ABSC2
175
IF(INF.EQ.2) FVAL1 = FVAL1+F(-TABSC1)
176
IF(INF.EQ.2) FVAL2 = FVAL2+F(-TABSC2)
177
FVAL1 = (FVAL1/ABSC1)/ABSC1
178
FVAL2 = (FVAL2/ABSC2)/ABSC2
182
RESG = RESG+WG(J)*FSUM
183
RESK = RESK+WGK(J)*FSUM
184
RESABS = RESABS+WGK(J)*(ABS(FVAL1)+ABS(FVAL2))
187
RESASC = WGK(8)*ABS(FC-RESKH)
189
RESASC = RESASC+WGK(J)*(ABS(FV1(J)-RESKH)+ABS(FV2(J)-RESKH))
192
RESASC = RESASC*HLGTH
193
RESABS = RESABS*HLGTH
194
ABSERR = ABS((RESK-RESG)*HLGTH)
195
IF(RESASC.NE.0.0E+00.AND.ABSERR.NE.0.E0) ABSERR = RESASC*
196
1 MIN(0.1E+01,(0.2E+03*ABSERR/RESASC)**1.5E+00)
197
IF(RESABS.GT.UFLOW/(0.5E+02*EPMACH)) ABSERR = MAX
198
1 ((EPMACH*0.5E+02)*RESABS,ABSERR)