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fvn_integ/fvn_integ.f90
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b93026039 git-svn-id: https... |
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module fvn_integ use fvn_common implicit none ! Gauss legendre interface fvn_gauss_legendre module procedure fvn_d_gauss_legendre end interface fvn_gauss_legendre ! Simple Gauss Legendre integration interface fvn_gl_integ module procedure fvn_d_gl_integ end interface fvn_gl_integ ! Adaptative Gauss Kronrod integration f(x) interface fvn_integ_1_gk module procedure fvn_d_integ_1_gk end interface fvn_integ_1_gk ! Adaptative Gauss Kronrod integration f(x,y) interface fvn_integ_2_gk module procedure fvn_d_integ_2_gk end interface fvn_integ_2_gk contains !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Integration ! ! Only double precision coded atm ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! subroutine fvn_d_gauss_legendre(n,qx,qw) ! ! This routine compute the n Gauss Legendre abscissas and weights ! Adapted from Numerical Recipes routine gauleg ! ! n (in) : number of points ! qx(out) : abscissas ! qw(out) : weights ! implicit none double precision,parameter :: pi=3.141592653589793d0 integer, intent(in) :: n double precision, intent(out) :: qx(n),qw(n) integer :: m,i,j double precision :: z,z1,p1,p2,p3,pp m=(n+1)/2 do i=1,m z=cos(pi*(dble(i)-0.25d0)/(dble(n)+0.5d0)) iloop: do p1=1.d0 p2=0.d0 do j=1,n p3=p2 p2=p1 p1=((2.d0*dble(j)-1.d0)*z*p2-(dble(j)-1.d0)*p3)/dble(j) end do pp=dble(n)*(z*p1-p2)/(z*z-1.d0) z1=z z=z1-p1/pp if (dabs(z-z1)<=epsilon(z)) then exit iloop end if end do iloop qx(i)=-z qx(n+1-i)=z qw(i)=2.d0/((1.d0-z*z)*pp*pp) qw(n+1-i)=qw(i) end do end subroutine subroutine fvn_d_gl_integ(f,a,b,n,res) ! ! This is a simple non adaptative integration routine ! using n gauss legendre abscissas and weights ! ! f(in) : the function to integrate ! a(in) : lower bound ! b(in) : higher bound ! n(in) : number of gauss legendre pairs ! res(out): the evaluation of the integral ! double precision,external :: f double precision, intent(in) :: a,b integer, intent(in):: n double precision, intent(out) :: res double precision, allocatable :: qx(:),qw(:) double precision :: xm,xr integer :: i ! First compute n gauss legendre abs and weight allocate(qx(n)) allocate(qw(n)) call fvn_d_gauss_legendre(n,qx,qw) xm=0.5d0*(b+a) xr=0.5d0*(b-a) res=0.d0 do i=1,n res=res+qw(i)*f(xm+xr*qx(i)) end do res=xr*res deallocate(qw) deallocate(qx) end subroutine !!!!!!!!!!!!!!!!!!!!!!!! ! ! Simple and double adaptative Gauss Kronrod integration based on ! a modified version of quadpack ( http://www.netlib.org/quadpack ! ! Common parameters : ! ! key (in) ! epsabs ! epsrel ! ! !!!!!!!!!!!!!!!!!!!!!!!! subroutine fvn_d_integ_1_gk(f,a,b,epsabs,epsrel,key,res,abserr,ier,limit) ! ! Evaluate the integral of function f(x) between a and b ! ! f(in) : the function ! a(in) : lower bound ! b(in) : higher bound ! epsabs(in) : desired absolute error ! epsrel(in) : desired relative error ! key(in) : gauss kronrod rule ! 1: 7 - 15 points ! 2: 10 - 21 points ! 3: 15 - 31 points ! 4: 20 - 41 points ! 5: 25 - 51 points ! 6: 30 - 61 points ! ! limit(in) : maximum number of subintervals in the partition of the ! given integration interval (a,b). A value of 500 will give the same ! behaviour as the imsl routine dqdag ! ! res(out) : estimated integral value ! abserr(out) : estimated absolute error ! ier(out) : error flag from quadpack routines ! 0 : no error ! 1 : maximum number of subdivisions allowed ! has been achieved. one can allow more ! subdivisions by increasing the value of ! limit (and taking the according dimension ! adjustments into account). however, if ! this yield no improvement it is advised ! to analyze the integrand in order to ! determine the integration difficulaties. ! if the position of a local difficulty can ! be determined (i.e.singularity, ! discontinuity within the interval) one ! will probably gain from splitting up the ! interval at this point and calling the ! integrator on the subranges. if possible, ! an appropriate special-purpose integrator ! should be used which is designed for ! handling the type of difficulty involved. ! 2 : the occurrence of roundoff error is ! detected, which prevents the requested ! tolerance from being achieved. ! 3 : extremely bad integrand behaviour occurs ! at some points of the integration ! interval. ! 6 : the input is invalid, because ! (epsabs.le.0 and ! epsrel.lt.max(50*rel.mach.acc.,0.5d-28)) ! or limit.lt.1 or lenw.lt.limit*4. ! result, abserr, neval, last are set ! to zero. ! except when lenw is invalid, iwork(1), ! work(limit*2+1) and work(limit*3+1) are ! set to zero, work(1) is set to a and ! work(limit+1) to b. implicit none double precision, external :: f double precision, intent(in) :: a,b,epsabs,epsrel integer, intent(in) :: key integer, intent(in),optional :: limit double precision, intent(out) :: res,abserr integer, intent(out) :: ier double precision, allocatable :: work(:) integer, allocatable :: iwork(:) integer :: lenw,neval,last integer :: limitw ! imsl value for limit is 500 limitw=500 if (present(limit)) limitw=limit lenw=limitw*4 allocate(iwork(limitw)) allocate(work(lenw)) call dqag(f,a,b,epsabs,epsrel,key,res,abserr,neval,ier,limitw,lenw,last,iwork,work) deallocate(work) deallocate(iwork) end subroutine subroutine fvn_d_integ_2_gk(f,a,b,g,h,epsabs,epsrel,key,res,abserr,ier,limit) ! ! Evaluate the double integral of function f(x,y) for x between a and b and y between g(x) and h(x) ! ! f(in) : the function ! a(in) : lower bound ! b(in) : higher bound ! g(in) : external function describing lower bound for y ! h(in) : external function describing higher bound for y ! epsabs(in) : desired absolute error ! epsrel(in) : desired relative error ! key(in) : gauss kronrod rule ! 1: 7 - 15 points ! 2: 10 - 21 points ! 3: 15 - 31 points ! 4: 20 - 41 points ! 5: 25 - 51 points ! 6: 30 - 61 points ! ! limit(in) : maximum number of subintervals in the partition of the ! given integration interval (a,b). A value of 500 will give the same ! behaviour as the imsl routine dqdag ! ! res(out) : estimated integral value ! abserr(out) : estimated absolute error ! ier(out) : error flag from quadpack routines ! 0 : no error ! 1 : maximum number of subdivisions allowed ! has been achieved. one can allow more ! subdivisions by increasing the value of ! limit (and taking the according dimension ! adjustments into account). however, if ! this yield no improvement it is advised ! to analyze the integrand in order to ! determine the integration difficulaties. ! if the position of a local difficulty can ! be determined (i.e.singularity, ! discontinuity within the interval) one ! will probably gain from splitting up the ! interval at this point and calling the ! integrator on the subranges. if possible, ! an appropriate special-purpose integrator ! should be used which is designed for ! handling the type of difficulty involved. ! 2 : the occurrence of roundoff error is ! detected, which prevents the requested ! tolerance from being achieved. ! 3 : extremely bad integrand behaviour occurs ! at some points of the integration ! interval. ! 6 : the input is invalid, because ! (epsabs.le.0 and ! epsrel.lt.max(50*rel.mach.acc.,0.5d-28)) ! or limit.lt.1 or lenw.lt.limit*4. ! result, abserr, neval, last are set ! to zero. ! except when lenw is invalid, iwork(1), ! work(limit*2+1) and work(limit*3+1) are ! set to zero, work(1) is set to a and ! work(limit+1) to b. implicit none double precision, external:: f,g,h double precision, intent(in) :: a,b,epsabs,epsrel integer, intent(in) :: key integer, intent(in), optional :: limit integer, intent(out) :: ier double precision, intent(out) :: res,abserr double precision, allocatable :: work(:) integer :: limitw integer, allocatable :: iwork(:) integer :: lenw,neval,last ! imsl value for limit is 500 limitw=500 if (present(limit)) limitw=limit lenw=limitw*4 allocate(work(lenw)) allocate(iwork(limitw)) call dqag_2d_outer(f,a,b,g,h,epsabs,epsrel,key,res,abserr,neval,ier,limitw,lenw,last,iwork,work) deallocate(iwork) deallocate(work) end subroutine subroutine fvn_d_integ_2_inner_gk(f,x,a,b,epsabs,epsrel,key,res,abserr,ier,limit) ! ! Evaluate the single integral of function f(x,y) for y between a and b with a ! given x value ! ! This function is used for the evaluation of the double integral fvn_d_integ_2_gk ! ! f(in) : the function ! x(in) : x ! a(in) : lower bound ! b(in) : higher bound ! epsabs(in) : desired absolute error ! epsrel(in) : desired relative error ! key(in) : gauss kronrod rule ! 1: 7 - 15 points ! 2: 10 - 21 points ! 3: 15 - 31 points ! 4: 20 - 41 points ! 5: 25 - 51 points ! 6: 30 - 61 points ! ! limit(in) : maximum number of subintervals in the partition of the ! given integration interval (a,b). A value of 500 will give the same ! behaviour as the imsl routine dqdag ! ! res(out) : estimated integral value ! abserr(out) : estimated absolute error ! ier(out) : error flag from quadpack routines ! 0 : no error ! 1 : maximum number of subdivisions allowed ! has been achieved. one can allow more ! subdivisions by increasing the value of ! limit (and taking the according dimension ! adjustments into account). however, if ! this yield no improvement it is advised ! to analyze the integrand in order to ! determine the integration difficulaties. ! if the position of a local difficulty can ! be determined (i.e.singularity, ! discontinuity within the interval) one ! will probably gain from splitting up the ! interval at this point and calling the ! integrator on the subranges. if possible, ! an appropriate special-purpose integrator ! should be used which is designed for ! handling the type of difficulty involved. ! 2 : the occurrence of roundoff error is ! detected, which prevents the requested ! tolerance from being achieved. ! 3 : extremely bad integrand behaviour occurs ! at some points of the integration ! interval. ! 6 : the input is invalid, because ! (epsabs.le.0 and ! epsrel.lt.max(50*rel.mach.acc.,0.5d-28)) ! or limit.lt.1 or lenw.lt.limit*4. ! result, abserr, neval, last are set ! to zero. ! except when lenw is invalid, iwork(1), ! work(limit*2+1) and work(limit*3+1) are ! set to zero, work(1) is set to a and ! work(limit+1) to b. implicit none double precision, external:: f double precision, intent(in) :: x,a,b,epsabs,epsrel integer, intent(in) :: key integer, intent(in),optional :: limit integer, intent(out) :: ier double precision, intent(out) :: res,abserr double precision, allocatable :: work(:) integer :: limitw integer, allocatable :: iwork(:) integer :: lenw,neval,last ! imsl value for limit is 500 limitw=500 if (present(limit)) limitw=limit lenw=limitw*4 allocate(work(lenw)) allocate(iwork(limitw)) call dqag_2d_inner(f,x,a,b,epsabs,epsrel,key,res,abserr,neval,ier,limitw,lenw,last,iwork,work) deallocate(iwork) deallocate(work) end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Include the modified quadpack files !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! |
1258bdafa ChW _ add fvnlib_... |
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include "dqag_2d_inner.f90" include "dqk15_2d_inner.f90" include "dqk31_2d_outer.f90" include "dqk31_2d_inner.f90" include "dqage.f90" include "dqk15.f90" include "dqk21.f90" include "dqk31.f90" include "dqk41.f90" include "dqk51.f90" include "dqk61.f90" include "dqk41_2d_outer.f90" include "dqk41_2d_inner.f90" include "dqag_2d_outer.f90" include "dqpsrt.f90" include "dqag.f90" include "dqage_2d_outer.f90" include "dqage_2d_inner.f90" include "dqk51_2d_outer.f90" include "dqk51_2d_inner.f90" include "dqk61_2d_outer.f90" include "dqk21_2d_outer.f90" include "dqk61_2d_inner.f90" include "dqk21_2d_inner.f90" include "dqk15_2d_outer.f90" |
b93026039 git-svn-id: https... |
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end module fvn_integ |