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SUBROUTINE QK15W (F, W, P1, P2, P3, P4, KP, A, B, RESULT, ABSERR,
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C***BEGIN PROLOGUE QK15W
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C***PURPOSE To compute I = Integral of F*W over (A,B), with error
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C J = Integral of ABS(F*W) over (A,B)
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C***LIBRARY SLATEC (QUADPACK)
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C***TYPE SINGLE PRECISION (QK15W-S, DQK15W-D)
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C***KEYWORDS 15-POINT GAUSS-KRONROD RULES, QUADPACK, QUADRATURE
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C***AUTHOR Piessens, Robert
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C Applied Mathematics and Programming Division
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C Applied Mathematics and Programming Division
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C Standard fortran subroutine
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C Function subprogram defining the integrand
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C function F(X). The actual name for F needs to be
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C declared E X T E R N A L in the driver program.
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C Function subprogram defining the integrand
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C WEIGHT function W(X). The actual name for W
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C needs to be declared E X T E R N A L in the
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C P1, P2, P3, P4 - Real
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C Parameters in the WEIGHT function
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C Key for indicating the type of WEIGHT function
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C Lower limit of integration
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C Upper limit of integration
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C Approximation to the integral I
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C RESULT is computed by applying the 15-point
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C Kronrod rule (RESK) obtained by optimal addition
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C of abscissae to the 7-point Gauss rule (RESG).
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C Estimate of the modulus of the absolute error,
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C which should equal or exceed ABS(I-RESULT)
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C Approximation to the integral of ABS(F)
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C Approximation to the integral of ABS(F-I/(B-A))
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C***ROUTINES CALLED R1MACH
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C***REVISION HISTORY (YYMMDD)
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C 890531 Changed all specific intrinsics to generic. (WRB)
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C 890531 REVISION DATE from Version 3.2
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C 891214 Prologue converted to Version 4.0 format. (BAB)
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C***END PROLOGUE QK15W
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REAL A,ABSC,ABSC1,ABSC2,ABSERR,B,CENTR,DHLGTH,
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1 R1MACH,EPMACH,F,FC,FSUM,FVAL1,FVAL2,FV1,FV2,
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2 HLGTH,P1,P2,P3,P4,RESABS,RESASC,RESG,RESK,RESKH,RESULT,UFLOW,
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INTEGER J,JTW,JTWM1,KP
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DIMENSION FV1(7),FV2(7),XGK(8),WGK(8),WG(4)
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C THE ABSCISSAE AND WEIGHTS ARE GIVEN FOR THE INTERVAL (-1,1).
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C BECAUSE OF SYMMETRY ONLY THE POSITIVE ABSCISSAE AND THEIR
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C CORRESPONDING WEIGHTS ARE GIVEN.
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C XGK - ABSCISSAE OF THE 15-POINT GAUSS-KRONROD RULE
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C XGK(2), XGK(4), ... ABSCISSAE OF THE 7-POINT
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C XGK(1), XGK(3), ... ABSCISSAE WHICH ARE OPTIMALLY
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C ADDED TO THE 7-POINT GAUSS RULE
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C WGK - WEIGHTS OF THE 15-POINT GAUSS-KRONROD RULE
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C WG - WEIGHTS OF THE 7-POINT GAUSS RULE
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DATA XGK(1),XGK(2),XGK(3),XGK(4),XGK(5),XGK(6),XGK(7),
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2 0.9914553711208126E+00, 0.9491079123427585E+00,
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3 0.8648644233597691E+00, 0.7415311855993944E+00,
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4 0.5860872354676911E+00, 0.4058451513773972E+00,
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5 0.2077849550078985E+00, 0.0000000000000000E+00/
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DATA WGK(1),WGK(2),WGK(3),WGK(4),WGK(5),WGK(6),WGK(7),
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2 0.2293532201052922E-01, 0.6309209262997855E-01,
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3 0.1047900103222502E+00, 0.1406532597155259E+00,
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4 0.1690047266392679E+00, 0.1903505780647854E+00,
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5 0.2044329400752989E+00, 0.2094821410847278E+00/
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DATA WG(1),WG(2),WG(3),WG(4)/
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1 0.1294849661688697E+00, 0.2797053914892767E+00,
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2 0.3818300505051889E+00, 0.4179591836734694E+00/
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C LIST OF MAJOR VARIABLES
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C -----------------------
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C CENTR - MID POINT OF THE INTERVAL
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C HLGTH - HALF-LENGTH OF THE INTERVAL
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C FVAL* - FUNCTION VALUE
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C RESG - RESULT OF THE 7-POINT GAUSS FORMULA
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C RESK - RESULT OF THE 15-POINT KRONROD FORMULA
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C RESKH - APPROXIMATION TO THE MEAN VALUE OF F*W OVER (A,B),
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C MACHINE DEPENDENT CONSTANTS
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C ---------------------------
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C EPMACH IS THE LARGEST RELATIVE SPACING.
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C UFLOW IS THE SMALLEST POSITIVE MAGNITUDE.
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C***FIRST EXECUTABLE STATEMENT QK15W
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CENTR = 0.5E+00*(A+B)
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HLGTH = 0.5E+00*(B-A)
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C COMPUTE THE 15-POINT KRONROD APPROXIMATION TO THE
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C INTEGRAL, AND ESTIMATE THE ERROR.
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FC = F(CENTR)*W(CENTR,P1,P2,P3,P4,KP)
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ABSC = HLGTH*XGK(JTW)
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FVAL1 = F(ABSC1)*W(ABSC1,P1,P2,P3,P4,KP)
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FVAL2 = F(ABSC2)*W(ABSC2,P1,P2,P3,P4,KP)
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RESG = RESG+WG(J)*FSUM
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RESK = RESK+WGK(JTW)*FSUM
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RESABS = RESABS+WGK(JTW)*(ABS(FVAL1)+ABS(FVAL2))
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ABSC = HLGTH*XGK(JTWM1)
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FVAL1 = F(ABSC1)*W(ABSC1,P1,P2,P3,P4,KP)
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FVAL2 = F(ABSC2)*W(ABSC2,P1,P2,P3,P4,KP)
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RESK = RESK+WGK(JTWM1)*FSUM
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RESABS = RESABS+WGK(JTWM1)*(ABS(FVAL1)+ABS(FVAL2))
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RESASC = WGK(8)*ABS(FC-RESKH)
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RESASC = RESASC+WGK(J)*(ABS(FV1(J)-RESKH)+ABS(FV2(J)-RESKH))
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RESABS = RESABS*DHLGTH
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RESASC = RESASC*DHLGTH
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ABSERR = ABS((RESK-RESG)*HLGTH)
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IF(RESASC.NE.0.0E+00.AND.ABSERR.NE.0.0E+00)
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1 ABSERR = RESASC*MIN(0.1E+01,
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2 (0.2E+03*ABSERR/RESASC)**1.5E+00)
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IF(RESABS.GT.UFLOW/(0.5E+02*EPMACH)) ABSERR = MAX((EPMACH*
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1 0.5E+02)*RESABS,ABSERR)