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fvn_integ/dqk31_2d_outer.f90
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! fvn comment : ! Modified version of the dqk31 quadpack routine from http://www.netlib.org/quadpack ! ! + The external 'f' function is a 2 parameters function f(x,y). The routine ! takes two more parameters 'g' and 'h' which are two external functions : ! g represent the lower bound of the integral for y parameter ! h represent the higher bound of the integral for y parameter ! The routine compute the double integral of function f with x between a and b ! and y between g(x) and h(x) subroutine dqk31_2d_outer(f,a,b,g,h,result,abserr,resabs, & resasc,epsabs,epsrel,key,limit) !***begin prologue dqk31 !***date written 800101 (yymmdd) !***revision date 830518 (yymmdd) !***category no. h2a1a2 !***keywords 31-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 31-point ! gauss-kronrod rule (resk), obtained by optimal ! addition of abscissae to the 15-point gauss ! rule (resg). ! ! abserr - double precison ! estimate of the modulus of the modulus, ! 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 dqk31 double precision a,absc,abserr,b,centr,dabs,dhlgth,dmax1,dmin1, & epmach,fc,fsum,fval1,fval2,fv1,fv2,hlgth,resabs,resasc, & resg,resk,reskh,result,uflow,wg,wgk,xgk integer j,jtw,jtwm1 double precision,external :: f,g,h double precision :: eval_res double precision :: epsabs,epsrel,eval_abserr integer :: limit,key,eval_ier ! dimension fv1(15),fv2(15),xgk(16),wgk(16),wg(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 31-point kronrod rule ! xgk(2), xgk(4), ... abscissae of the 15-point ! gauss rule ! xgk(1), xgk(3), ... abscissae which are optimally ! added to the 15-point gauss rule ! ! wgk - weights of the 31-point kronrod rule ! ! wg - weights of the 15-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) / 0.030753241996117268354628393577204d0 / data wg ( 2) / 0.070366047488108124709267416450667d0 / data wg ( 3) / 0.107159220467171935011869546685869d0 / data wg ( 4) / 0.139570677926154314447804794511028d0 / data wg ( 5) / 0.166269205816993933553200860481209d0 / data wg ( 6) / 0.186161000015562211026800561866423d0 / data wg ( 7) / 0.198431485327111576456118326443839d0 / data wg ( 8) / 0.202578241925561272880620199967519d0 / ! data xgk ( 1) / 0.998002298693397060285172840152271d0 / data xgk ( 2) / 0.987992518020485428489565718586613d0 / data xgk ( 3) / 0.967739075679139134257347978784337d0 / data xgk ( 4) / 0.937273392400705904307758947710209d0 / data xgk ( 5) / 0.897264532344081900882509656454496d0 / data xgk ( 6) / 0.848206583410427216200648320774217d0 / data xgk ( 7) / 0.790418501442465932967649294817947d0 / data xgk ( 8) / 0.724417731360170047416186054613938d0 / data xgk ( 9) / 0.650996741297416970533735895313275d0 / data xgk ( 10) / 0.570972172608538847537226737253911d0 / data xgk ( 11) / 0.485081863640239680693655740232351d0 / data xgk ( 12) / 0.394151347077563369897207370981045d0 / data xgk ( 13) / 0.299180007153168812166780024266389d0 / data xgk ( 14) / 0.201194093997434522300628303394596d0 / data xgk ( 15) / 0.101142066918717499027074231447392d0 / data xgk ( 16) / 0.000000000000000000000000000000000d0 / ! data wgk ( 1) / 0.005377479872923348987792051430128d0 / data wgk ( 2) / 0.015007947329316122538374763075807d0 / data wgk ( 3) / 0.025460847326715320186874001019653d0 / data wgk ( 4) / 0.035346360791375846222037948478360d0 / data wgk ( 5) / 0.044589751324764876608227299373280d0 / data wgk ( 6) / 0.053481524690928087265343147239430d0 / data wgk ( 7) / 0.062009567800670640285139230960803d0 / data wgk ( 8) / 0.069854121318728258709520077099147d0 / data wgk ( 9) / 0.076849680757720378894432777482659d0 / data wgk ( 10) / 0.083080502823133021038289247286104d0 / data wgk ( 11) / 0.088564443056211770647275443693774d0 / data wgk ( 12) / 0.093126598170825321225486872747346d0 / data wgk ( 13) / 0.096642726983623678505179907627589d0 / data wgk ( 14) / 0.099173598721791959332393173484603d0 / data wgk ( 15) / 0.100769845523875595044946662617570d0 / data wgk ( 16) / 0.101330007014791549017374792767493d0 / ! ! ! 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 15-point gauss formula ! resk - result of the 31-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 dqk31 epmach = d1mach(4) uflow = d1mach(1) ! centr = 0.5d+00*(a+b) hlgth = 0.5d+00*(b-a) dhlgth = dabs(hlgth) ! ! compute the 31-point kronrod approximation to ! the integral, and estimate the absolute error. ! !fc = f(centr) call fvn_d_integ_2_inner_gk(f,centr,g(centr), & h(centr),epsabs,epsrel,key,eval_res,eval_abserr, & eval_ier,limit) fc=eval_res resg = wg(8)*fc resk = wgk(16)*fc resabs = dabs(resk) do 10 j=1,7 jtw = j*2 absc = hlgth*xgk(jtw) !fval1 = f(centr-absc) call fvn_d_integ_2_inner_gk(f,centr-absc,g(centr-absc), & h(centr-absc),epsabs,epsrel,key,eval_res,eval_abserr, & eval_ier,limit) fval1=eval_res !fval2 = f(centr+absc) call fvn_d_integ_2_inner_gk(f,centr+absc,g(centr+absc), & h(centr+absc),epsabs,epsrel,key,eval_res,eval_abserr, & eval_ier,limit) fval2=eval_res 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 = 1,8 jtwm1 = j*2-1 absc = hlgth*xgk(jtwm1) !fval1 = f(centr-absc) call fvn_d_integ_2_inner_gk(f,centr-absc,g(centr-absc), & h(centr-absc),epsabs,epsrel,key,eval_res,eval_abserr, & eval_ier,limit) fval1=eval_res !fval2 = f(centr+absc) call fvn_d_integ_2_inner_gk(f,centr+absc,g(centr+absc), & h(centr+absc),epsabs,epsrel,key,eval_res,eval_abserr, & eval_ier,limit) fval2=eval_res 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(16)*dabs(fc-reskh) do 20 j=1,15 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 |