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fvn_integ/dqk15.f 6.47 KB
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  !
  !   fvn comment :
  !   Unmodified quadpack routine from http://www.netlib.org/quadpack
  !
        subroutine dqk15(f,a,b,result,abserr,resabs,resasc)
  !***begin prologue  dqk15
  !***date written   800101   (yymmdd)
  !***revision date  830518   (yymmdd)
  !***category no.  h2a1a2
  !***keywords  15-point gauss-kronrod rules
  !***author  piessens,robert,appl. math. & progr. div. - k.u.leuven
  !           de doncker,elise,appl. math. & progr. div - k.u.leuven
  !***purpose  to compute i = integral of f over (a,b), with error
  !                           estimate
  !                       j = integral of abs(f) over (a,b)
  !***description
  !
  !           integration rules
  !           standard fortran subroutine
  !           double precision version
  !
  !           parameters
  !            on entry
  !              f      - double precision
  !                       function subprogram defining the integrand
  !                       function f(x). the actual name for f needs to be
  !                       declared e x t e r n a l in the calling program.
  !
  !              a      - double precision
  !                       lower limit of integration
  !
  !              b      - double precision
  !                       upper limit of integration
  !
  !            on return
  !              result - double precision
  !                       approximation to the integral i
  !                       result is computed by applying the 15-point
  !                       kronrod rule (resk) obtained by optimal addition
  !                       of abscissae to the7-point gauss rule(resg).
  !
  !              abserr - double precision
  !                       estimate of the modulus of the absolute error,
  !                       which should not exceed abs(i-result)
  !
  !              resabs - double precision
  !                       approximation to the integral j
  !
  !              resasc - double precision
  !                       approximation to the integral of abs(f-i/(b-a))
  !                       over (a,b)
  !
  !***references  (none)
  !***routines called  d1mach
  !***end prologue  dqk15
  !
        double precision a,absc,abserr,b,centr,dabs,dhlgth,dmax1,dmin1, &
         epmach,f,fc,fsum,fval1,fval2,fv1,fv2,hlgth,resabs,resasc, &
         resg,resk,reskh,result,uflow,wg,wgk,xgk
        integer j,jtw,jtwm1
        external f
  !
        dimension fv1(7),fv2(7),wg(4),wgk(8),xgk(8)
  !
  !           the abscissae and weights are given for the interval (-1,1).
  !           because of symmetry only the positive abscissae and their
  !           corresponding weights are given.
  !
  !           xgk    - abscissae of the 15-point kronrod rule
  !                    xgk(2), xgk(4), ...  abscissae of the 7-point
  !                    gauss rule
  !                    xgk(1), xgk(3), ...  abscissae which are optimally
  !                    added to the 7-point gauss rule
  !
  !           wgk    - weights of the 15-point kronrod rule
  !
  !           wg     - weights of the 7-point gauss rule
  !
  !
  ! gauss quadrature weights and kronron quadrature abscissae and weights
  ! as evaluated with 80 decimal digit arithmetic by l. w. fullerton,
  ! bell labs, nov. 1981.
  !
        data wg  (  1) / 0.129484966168869693270611432679082d0 /
        data wg  (  2) / 0.279705391489276667901467771423780d0 /
        data wg  (  3) / 0.381830050505118944950369775488975d0 /
        data wg  (  4) / 0.417959183673469387755102040816327d0 /
  !
        data xgk (  1) / 0.991455371120812639206854697526329d0 /
        data xgk (  2) / 0.949107912342758524526189684047851d0 /
        data xgk (  3) / 0.864864423359769072789712788640926d0 /
        data xgk (  4) / 0.741531185599394439863864773280788d0 /
        data xgk (  5) / 0.586087235467691130294144838258730d0 /
        data xgk (  6) / 0.405845151377397166906606412076961d0 /
        data xgk (  7) / 0.207784955007898467600689403773245d0 /
        data xgk (  8) / 0.000000000000000000000000000000000d0 /
  !
        data wgk (  1) / 0.022935322010529224963732008058970d0 /
        data wgk (  2) / 0.063092092629978553290700663189204d0 /
        data wgk (  3) / 0.104790010322250183839876322541518d0 /
        data wgk (  4) / 0.140653259715525918745189590510238d0 /
        data wgk (  5) / 0.169004726639267902826583426598550d0 /
        data wgk (  6) / 0.190350578064785409913256402421014d0 /
        data wgk (  7) / 0.204432940075298892414161999234649d0 /
        data wgk (  8) / 0.209482141084727828012999174891714d0 /
  !
  !
  !           list of major variables
  !           -----------------------
  !
  !           centr  - mid point of the interval
  !           hlgth  - half-length of the interval
  !           absc   - abscissa
  !           fval*  - function value
  !           resg   - result of the 7-point gauss formula
  !           resk   - result of the 15-point kronrod formula
  !           reskh  - approximation to the mean value of f over (a,b),
  !                    i.e. to i/(b-a)
  !
  !           machine dependent constants
  !           ---------------------------
  !
  !           epmach is the largest relative spacing.
  !           uflow is the smallest positive magnitude.
  !
  !***first executable statement  dqk15
        epmach = d1mach(4)
        uflow = d1mach(1)
  !
        centr = 0.5d+00*(a+b)
        hlgth = 0.5d+00*(b-a)
        dhlgth = dabs(hlgth)
  !
  !           compute the 15-point kronrod approximation to
  !           the integral, and estimate the absolute error.
  !
        fc = f(centr)
        resg = fc*wg(4)
        resk = fc*wgk(8)
        resabs = dabs(resk)
        do 10 j=1,3
          jtw = j*2
          absc = hlgth*xgk(jtw)
          fval1 = f(centr-absc)
          fval2 = f(centr+absc)
          fv1(jtw) = fval1
          fv2(jtw) = fval2
          fsum = fval1+fval2
          resg = resg+wg(j)*fsum
          resk = resk+wgk(jtw)*fsum
          resabs = resabs+wgk(jtw)*(dabs(fval1)+dabs(fval2))
     10 continue
        do 15 j = 1,4
          jtwm1 = j*2-1
          absc = hlgth*xgk(jtwm1)
          fval1 = f(centr-absc)
          fval2 = f(centr+absc)
          fv1(jtwm1) = fval1
          fv2(jtwm1) = fval2
          fsum = fval1+fval2
          resk = resk+wgk(jtwm1)*fsum
          resabs = resabs+wgk(jtwm1)*(dabs(fval1)+dabs(fval2))
     15 continue
        reskh = resk*0.5d+00
        resasc = wgk(8)*dabs(fc-reskh)
        do 20 j=1,7
          resasc = resasc+wgk(j)*(dabs(fv1(j)-reskh)+dabs(fv2(j)-reskh))
     20 continue
        result = resk*hlgth
        resabs = resabs*dhlgth
        resasc = resasc*dhlgth
        abserr = dabs((resk-resg)*hlgth)
        if(resasc.ne.0.0d+00.and.abserr.ne.0.0d+00) &
         abserr = resasc*dmin1(0.1d+01,(0.2d+03*abserr/resasc)**1.5d+00)
        if(resabs.gt.uflow/(0.5d+02*epmach)) abserr = dmax1 &
         ((epmach*0.5d+02)*resabs,abserr)
        return
        end subroutine