OpenLibm/slatec/dqawoe.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

542 lines
21 KiB
Fortran

*DECK DQAWOE
SUBROUTINE DQAWOE (F, A, B, OMEGA, INTEGR, EPSABS, EPSREL, LIMIT,
+ ICALL, MAXP1, RESULT, ABSERR, NEVAL, IER, LAST, ALIST, BLIST,
+ RLIST, ELIST, IORD, NNLOG, MOMCOM, CHEBMO)
C***BEGIN PROLOGUE DQAWOE
C***PURPOSE Calculate an approximation to a given definite integral
C I = Integral of F(X)*W(X) over (A,B), where
C W(X) = COS(OMEGA*X)
C or W(X)=SIN(OMEGA*X),
C hopefully satisfying the following claim for accuracy
C ABS(I-RESULT).LE.MAX(EPSABS,EPSREL*ABS(I)).
C***LIBRARY SLATEC (QUADPACK)
C***CATEGORY H2A2A1
C***TYPE DOUBLE PRECISION (QAWOE-S, DQAWOE-D)
C***KEYWORDS AUTOMATIC INTEGRATOR, CLENSHAW-CURTIS METHOD,
C EXTRAPOLATION, GLOBALLY ADAPTIVE,
C INTEGRAND WITH OSCILLATORY COS OR SIN FACTOR, QUADPACK,
C QUADRATURE, SPECIAL-PURPOSE
C***AUTHOR Piessens, Robert
C Applied Mathematics and Programming Division
C K. U. Leuven
C de Doncker, Elise
C Applied Mathematics and Programming Division
C K. U. Leuven
C***DESCRIPTION
C
C Computation of Oscillatory integrals
C Standard fortran subroutine
C Double precision version
C
C PARAMETERS
C ON ENTRY
C F - Double precision
C Function subprogram defining the integrand
C function F(X). The actual name for F needs to be
C declared E X T E R N A L in the driver program.
C
C A - Double precision
C Lower limit of integration
C
C B - Double precision
C Upper limit of integration
C
C OMEGA - Double precision
C Parameter in the integrand weight function
C
C INTEGR - Integer
C Indicates which of the WEIGHT functions is to be
C used
C INTEGR = 1 W(X) = COS(OMEGA*X)
C INTEGR = 2 W(X) = SIN(OMEGA*X)
C If INTEGR.NE.1 and INTEGR.NE.2, the routine
C will end with IER = 6.
C
C EPSABS - Double precision
C Absolute accuracy requested
C EPSREL - Double precision
C Relative accuracy requested
C If EPSABS.LE.0
C and EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28),
C the routine will end with IER = 6.
C
C LIMIT - Integer
C Gives an upper bound on the number of subdivisions
C in the partition of (A,B), LIMIT.GE.1.
C
C ICALL - Integer
C If DQAWOE is to be used only once, ICALL must
C be set to 1. Assume that during this call, the
C Chebyshev moments (for CLENSHAW-CURTIS integration
C of degree 24) have been computed for intervals of
C lengths (ABS(B-A))*2**(-L), L=0,1,2,...MOMCOM-1.
C If ICALL.GT.1 this means that DQAWOE has been
C called twice or more on intervals of the same
C length ABS(B-A). The Chebyshev moments already
C computed are then re-used in subsequent calls.
C If ICALL.LT.1, the routine will end with IER = 6.
C
C MAXP1 - Integer
C Gives an upper bound on the number of Chebyshev
C moments which can be stored, i.e. for the
C intervals of lengths ABS(B-A)*2**(-L),
C L=0,1, ..., MAXP1-2, MAXP1.GE.1.
C If MAXP1.LT.1, the routine will end with IER = 6.
C
C ON RETURN
C RESULT - Double precision
C Approximation to the integral
C
C ABSERR - Double precision
C Estimate of the modulus of the absolute error,
C which should equal or exceed ABS(I-RESULT)
C
C NEVAL - Integer
C Number of integrand evaluations
C
C IER - Integer
C IER = 0 Normal and reliable termination of the
C routine. It is assumed that the
C requested accuracy has been achieved.
C - IER.GT.0 Abnormal termination of the routine.
C The estimates for integral and error are
C less reliable. It is assumed that the
C requested accuracy has not been achieved.
C ERROR MESSAGES
C IER = 1 Maximum number of subdivisions allowed
C has been achieved. One can allow more
C subdivisions by increasing the value of
C LIMIT (and taking according dimension
C adjustments into account). However, if
C this yields no improvement it is advised
C to analyze the integrand, in order to
C determine the integration difficulties.
C If the position of a local difficulty can
C be determined (e.g. SINGULARITY,
C DISCONTINUITY within the interval) one
C will probably gain from splitting up the
C interval at this point and calling the
C integrator on the subranges. If possible,
C an appropriate special-purpose integrator
C should be used which is designed for
C handling the type of difficulty involved.
C = 2 The occurrence of roundoff error is
C detected, which prevents the requested
C tolerance from being achieved.
C The error may be under-estimated.
C = 3 Extremely bad integrand behaviour occurs
C at some points of the integration
C interval.
C = 4 The algorithm does not converge.
C Roundoff error is detected in the
C extrapolation table.
C It is presumed that the requested
C tolerance cannot be achieved due to
C roundoff in the extrapolation table,
C and that the returned result is the
C best which can be obtained.
C = 5 The integral is probably divergent, or
C slowly convergent. It must be noted that
C divergence can occur with any other value
C of IER.GT.0.
C = 6 The input is invalid, because
C (EPSABS.LE.0 and
C EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28))
C or (INTEGR.NE.1 and INTEGR.NE.2) or
C ICALL.LT.1 or MAXP1.LT.1.
C RESULT, ABSERR, NEVAL, LAST, RLIST(1),
C ELIST(1), IORD(1) and NNLOG(1) are set
C to ZERO. ALIST(1) and BLIST(1) are set
C to A and B respectively.
C
C LAST - Integer
C On return, LAST equals the number of
C subintervals produces in the subdivision
C process, which determines the number of
C significant elements actually in the
C WORK ARRAYS.
C ALIST - Double precision
C Vector of dimension at least LIMIT, the first
C LAST elements of which are the left
C end points of the subintervals in the partition
C of the given integration range (A,B)
C
C BLIST - Double precision
C Vector of dimension at least LIMIT, the first
C LAST elements of which are the right
C end points of the subintervals in the partition
C of the given integration range (A,B)
C
C RLIST - Double precision
C Vector of dimension at least LIMIT, the first
C LAST elements of which are the integral
C approximations on the subintervals
C
C ELIST - Double precision
C Vector of dimension at least LIMIT, the first
C LAST elements of which are the moduli of the
C absolute error estimates on the subintervals
C
C IORD - Integer
C Vector of dimension at least LIMIT, the first K
C elements of which are pointers to the error
C estimates over the subintervals,
C such that ELIST(IORD(1)), ...,
C ELIST(IORD(K)) form a decreasing sequence, with
C K = LAST if LAST.LE.(LIMIT/2+2), and
C K = LIMIT+1-LAST otherwise.
C
C NNLOG - Integer
C Vector of dimension at least LIMIT, containing the
C subdivision levels of the subintervals, i.e.
C IWORK(I) = L means that the subinterval
C numbered I is of length ABS(B-A)*2**(1-L)
C
C ON ENTRY AND RETURN
C MOMCOM - Integer
C Indicating that the Chebyshev moments
C have been computed for intervals of lengths
C (ABS(B-A))*2**(-L), L=0,1,2, ..., MOMCOM-1,
C MOMCOM.LT.MAXP1
C
C CHEBMO - Double precision
C Array of dimension (MAXP1,25) containing the
C Chebyshev moments
C
C***REFERENCES (NONE)
C***ROUTINES CALLED D1MACH, DQC25F, DQELG, DQPSRT
C***REVISION HISTORY (YYMMDD)
C 800101 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890831 Modified array declarations. (WRB)
C 890831 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C***END PROLOGUE DQAWOE
C
DOUBLE PRECISION A,ABSEPS,ABSERR,ALIST,AREA,AREA1,AREA12,AREA2,A1,
1 A2,B,BLIST,B1,B2,CHEBMO,CORREC,DEFAB1,DEFAB2,DEFABS,
2 DOMEGA,D1MACH,DRES,ELIST,EPMACH,EPSABS,EPSREL,ERLARG,ERLAST,
3 ERRBND,ERRMAX,ERROR1,ERRO12,ERROR2,ERRSUM,ERTEST,F,OFLOW,
4 OMEGA,RESABS,RESEPS,RESULT,RES3LA,RLIST,RLIST2,SMALL,UFLOW,WIDTH
INTEGER ICALL,ID,IER,IERRO,INTEGR,IORD,IROFF1,IROFF2,IROFF3,
1 JUPBND,K,KSGN,KTMIN,LAST,LIMIT,MAXERR,MAXP1,MOMCOM,NEV,NEVAL,
2 NNLOG,NRES,NRMAX,NRMOM,NUMRL2
LOGICAL EXTRAP,NOEXT,EXTALL
C
DIMENSION ALIST(*),BLIST(*),RLIST(*),ELIST(*),
1 IORD(*),RLIST2(52),RES3LA(3),CHEBMO(MAXP1,25),NNLOG(*)
C
EXTERNAL F
C
C THE DIMENSION OF RLIST2 IS DETERMINED BY THE VALUE OF
C LIMEXP IN SUBROUTINE DQELG (RLIST2 SHOULD BE OF
C DIMENSION (LIMEXP+2) AT LEAST).
C
C LIST OF MAJOR VARIABLES
C -----------------------
C
C ALIST - LIST OF LEFT END POINTS OF ALL SUBINTERVALS
C CONSIDERED UP TO NOW
C BLIST - LIST OF RIGHT END POINTS OF ALL SUBINTERVALS
C CONSIDERED UP TO NOW
C RLIST(I) - APPROXIMATION TO THE INTEGRAL OVER
C (ALIST(I),BLIST(I))
C RLIST2 - ARRAY OF DIMENSION AT LEAST LIMEXP+2
C CONTAINING THE PART OF THE EPSILON TABLE
C WHICH IS STILL NEEDED FOR FURTHER COMPUTATIONS
C ELIST(I) - ERROR ESTIMATE APPLYING TO RLIST(I)
C MAXERR - POINTER TO THE INTERVAL WITH LARGEST
C ERROR ESTIMATE
C ERRMAX - ELIST(MAXERR)
C ERLAST - ERROR ON THE INTERVAL CURRENTLY SUBDIVIDED
C AREA - SUM OF THE INTEGRALS OVER THE SUBINTERVALS
C ERRSUM - SUM OF THE ERRORS OVER THE SUBINTERVALS
C ERRBND - REQUESTED ACCURACY MAX(EPSABS,EPSREL*
C ABS(RESULT))
C *****1 - VARIABLE FOR THE LEFT SUBINTERVAL
C *****2 - VARIABLE FOR THE RIGHT SUBINTERVAL
C LAST - INDEX FOR SUBDIVISION
C NRES - NUMBER OF CALLS TO THE EXTRAPOLATION ROUTINE
C NUMRL2 - NUMBER OF ELEMENTS IN RLIST2. IF AN APPROPRIATE
C APPROXIMATION TO THE COMPOUNDED INTEGRAL HAS
C BEEN OBTAINED IT IS PUT IN RLIST2(NUMRL2) AFTER
C NUMRL2 HAS BEEN INCREASED BY ONE
C SMALL - LENGTH OF THE SMALLEST INTERVAL CONSIDERED
C UP TO NOW, MULTIPLIED BY 1.5
C ERLARG - SUM OF THE ERRORS OVER THE INTERVALS LARGER
C THAN THE SMALLEST INTERVAL CONSIDERED UP TO NOW
C EXTRAP - LOGICAL VARIABLE DENOTING THAT THE ROUTINE IS
C ATTEMPTING TO PERFORM EXTRAPOLATION, I.E. BEFORE
C SUBDIVIDING THE SMALLEST INTERVAL WE TRY TO
C DECREASE THE VALUE OF ERLARG
C NOEXT - LOGICAL VARIABLE DENOTING THAT EXTRAPOLATION
C IS NO LONGER ALLOWED (TRUE VALUE)
C
C MACHINE DEPENDENT CONSTANTS
C ---------------------------
C
C EPMACH IS THE LARGEST RELATIVE SPACING.
C UFLOW IS THE SMALLEST POSITIVE MAGNITUDE.
C OFLOW IS THE LARGEST POSITIVE MAGNITUDE.
C
C***FIRST EXECUTABLE STATEMENT DQAWOE
EPMACH = D1MACH(4)
C
C TEST ON VALIDITY OF PARAMETERS
C ------------------------------
C
IER = 0
NEVAL = 0
LAST = 0
RESULT = 0.0D+00
ABSERR = 0.0D+00
ALIST(1) = A
BLIST(1) = B
RLIST(1) = 0.0D+00
ELIST(1) = 0.0D+00
IORD(1) = 0
NNLOG(1) = 0
IF((INTEGR.NE.1.AND.INTEGR.NE.2).OR.(EPSABS.LE.0.0D+00.AND.
1 EPSREL.LT.MAX(0.5D+02*EPMACH,0.5D-28)).OR.ICALL.LT.1.OR.
2 MAXP1.LT.1) IER = 6
IF(IER.EQ.6) GO TO 999
C
C FIRST APPROXIMATION TO THE INTEGRAL
C -----------------------------------
C
DOMEGA = ABS(OMEGA)
NRMOM = 0
IF (ICALL.GT.1) GO TO 5
MOMCOM = 0
5 CALL DQC25F(F,A,B,DOMEGA,INTEGR,NRMOM,MAXP1,0,RESULT,ABSERR,
1 NEVAL,DEFABS,RESABS,MOMCOM,CHEBMO)
C
C TEST ON ACCURACY.
C
DRES = ABS(RESULT)
ERRBND = MAX(EPSABS,EPSREL*DRES)
RLIST(1) = RESULT
ELIST(1) = ABSERR
IORD(1) = 1
IF(ABSERR.LE.0.1D+03*EPMACH*DEFABS.AND.ABSERR.GT.ERRBND) IER = 2
IF(LIMIT.EQ.1) IER = 1
IF(IER.NE.0.OR.ABSERR.LE.ERRBND) GO TO 200
C
C INITIALIZATIONS
C ---------------
C
UFLOW = D1MACH(1)
OFLOW = D1MACH(2)
ERRMAX = ABSERR
MAXERR = 1
AREA = RESULT
ERRSUM = ABSERR
ABSERR = OFLOW
NRMAX = 1
EXTRAP = .FALSE.
NOEXT = .FALSE.
IERRO = 0
IROFF1 = 0
IROFF2 = 0
IROFF3 = 0
KTMIN = 0
SMALL = ABS(B-A)*0.75D+00
NRES = 0
NUMRL2 = 0
EXTALL = .FALSE.
IF(0.5D+00*ABS(B-A)*DOMEGA.GT.0.2D+01) GO TO 10
NUMRL2 = 1
EXTALL = .TRUE.
RLIST2(1) = RESULT
10 IF(0.25D+00*ABS(B-A)*DOMEGA.LE.0.2D+01) EXTALL = .TRUE.
KSGN = -1
IF(DRES.GE.(0.1D+01-0.5D+02*EPMACH)*DEFABS) KSGN = 1
C
C MAIN DO-LOOP
C ------------
C
DO 140 LAST = 2,LIMIT
C
C BISECT THE SUBINTERVAL WITH THE NRMAX-TH LARGEST
C ERROR ESTIMATE.
C
NRMOM = NNLOG(MAXERR)+1
A1 = ALIST(MAXERR)
B1 = 0.5D+00*(ALIST(MAXERR)+BLIST(MAXERR))
A2 = B1
B2 = BLIST(MAXERR)
ERLAST = ERRMAX
CALL DQC25F(F,A1,B1,DOMEGA,INTEGR,NRMOM,MAXP1,0,
1 AREA1,ERROR1,NEV,RESABS,DEFAB1,MOMCOM,CHEBMO)
NEVAL = NEVAL+NEV
CALL DQC25F(F,A2,B2,DOMEGA,INTEGR,NRMOM,MAXP1,1,
1 AREA2,ERROR2,NEV,RESABS,DEFAB2,MOMCOM,CHEBMO)
NEVAL = NEVAL+NEV
C
C IMPROVE PREVIOUS APPROXIMATIONS TO INTEGRAL
C AND ERROR AND TEST FOR ACCURACY.
C
AREA12 = AREA1+AREA2
ERRO12 = ERROR1+ERROR2
ERRSUM = ERRSUM+ERRO12-ERRMAX
AREA = AREA+AREA12-RLIST(MAXERR)
IF(DEFAB1.EQ.ERROR1.OR.DEFAB2.EQ.ERROR2) GO TO 25
IF(ABS(RLIST(MAXERR)-AREA12).GT.0.1D-04*ABS(AREA12)
1 .OR.ERRO12.LT.0.99D+00*ERRMAX) GO TO 20
IF(EXTRAP) IROFF2 = IROFF2+1
IF(.NOT.EXTRAP) IROFF1 = IROFF1+1
20 IF(LAST.GT.10.AND.ERRO12.GT.ERRMAX) IROFF3 = IROFF3+1
25 RLIST(MAXERR) = AREA1
RLIST(LAST) = AREA2
NNLOG(MAXERR) = NRMOM
NNLOG(LAST) = NRMOM
ERRBND = MAX(EPSABS,EPSREL*ABS(AREA))
C
C TEST FOR ROUNDOFF ERROR AND EVENTUALLY SET ERROR FLAG.
C
IF(IROFF1+IROFF2.GE.10.OR.IROFF3.GE.20) IER = 2
IF(IROFF2.GE.5) IERRO = 3
C
C SET ERROR FLAG IN THE CASE THAT THE NUMBER OF
C SUBINTERVALS EQUALS LIMIT.
C
IF(LAST.EQ.LIMIT) IER = 1
C
C SET ERROR FLAG IN THE CASE OF BAD INTEGRAND BEHAVIOUR
C AT A POINT OF THE INTEGRATION RANGE.
C
IF(MAX(ABS(A1),ABS(B2)).LE.(0.1D+01+0.1D+03*EPMACH)
1 *(ABS(A2)+0.1D+04*UFLOW)) IER = 4
C
C APPEND THE NEWLY-CREATED INTERVALS TO THE LIST.
C
IF(ERROR2.GT.ERROR1) GO TO 30
ALIST(LAST) = A2
BLIST(MAXERR) = B1
BLIST(LAST) = B2
ELIST(MAXERR) = ERROR1
ELIST(LAST) = ERROR2
GO TO 40
30 ALIST(MAXERR) = A2
ALIST(LAST) = A1
BLIST(LAST) = B1
RLIST(MAXERR) = AREA2
RLIST(LAST) = AREA1
ELIST(MAXERR) = ERROR2
ELIST(LAST) = ERROR1
C
C CALL SUBROUTINE DQPSRT TO MAINTAIN THE DESCENDING ORDERING
C IN THE LIST OF ERROR ESTIMATES AND SELECT THE SUBINTERVAL
C WITH NRMAX-TH LARGEST ERROR ESTIMATE (TO BISECTED NEXT).
C
40 CALL DQPSRT(LIMIT,LAST,MAXERR,ERRMAX,ELIST,IORD,NRMAX)
C ***JUMP OUT OF DO-LOOP
IF(ERRSUM.LE.ERRBND) GO TO 170
IF(IER.NE.0) GO TO 150
IF(LAST.EQ.2.AND.EXTALL) GO TO 120
IF(NOEXT) GO TO 140
IF(.NOT.EXTALL) GO TO 50
ERLARG = ERLARG-ERLAST
IF(ABS(B1-A1).GT.SMALL) ERLARG = ERLARG+ERRO12
IF(EXTRAP) GO TO 70
C
C TEST WHETHER THE INTERVAL TO BE BISECTED NEXT IS THE
C SMALLEST INTERVAL.
C
50 WIDTH = ABS(BLIST(MAXERR)-ALIST(MAXERR))
IF(WIDTH.GT.SMALL) GO TO 140
IF(EXTALL) GO TO 60
C
C TEST WHETHER WE CAN START WITH THE EXTRAPOLATION PROCEDURE
C (WE DO THIS IF WE INTEGRATE OVER THE NEXT INTERVAL WITH
C USE OF A GAUSS-KRONROD RULE - SEE SUBROUTINE DQC25F).
C
SMALL = SMALL*0.5D+00
IF(0.25D+00*WIDTH*DOMEGA.GT.0.2D+01) GO TO 140
EXTALL = .TRUE.
GO TO 130
60 EXTRAP = .TRUE.
NRMAX = 2
70 IF(IERRO.EQ.3.OR.ERLARG.LE.ERTEST) GO TO 90
C
C THE SMALLEST INTERVAL HAS THE LARGEST ERROR.
C BEFORE BISECTING DECREASE THE SUM OF THE ERRORS OVER
C THE LARGER INTERVALS (ERLARG) AND PERFORM EXTRAPOLATION.
C
JUPBND = LAST
IF (LAST.GT.(LIMIT/2+2)) JUPBND = LIMIT+3-LAST
ID = NRMAX
DO 80 K = ID,JUPBND
MAXERR = IORD(NRMAX)
ERRMAX = ELIST(MAXERR)
IF(ABS(BLIST(MAXERR)-ALIST(MAXERR)).GT.SMALL) GO TO 140
NRMAX = NRMAX+1
80 CONTINUE
C
C PERFORM EXTRAPOLATION.
C
90 NUMRL2 = NUMRL2+1
RLIST2(NUMRL2) = AREA
IF(NUMRL2.LT.3) GO TO 110
CALL DQELG(NUMRL2,RLIST2,RESEPS,ABSEPS,RES3LA,NRES)
KTMIN = KTMIN+1
IF(KTMIN.GT.5.AND.ABSERR.LT.0.1D-02*ERRSUM) IER = 5
IF(ABSEPS.GE.ABSERR) GO TO 100
KTMIN = 0
ABSERR = ABSEPS
RESULT = RESEPS
CORREC = ERLARG
ERTEST = MAX(EPSABS,EPSREL*ABS(RESEPS))
C ***JUMP OUT OF DO-LOOP
IF(ABSERR.LE.ERTEST) GO TO 150
C
C PREPARE BISECTION OF THE SMALLEST INTERVAL.
C
100 IF(NUMRL2.EQ.1) NOEXT = .TRUE.
IF(IER.EQ.5) GO TO 150
110 MAXERR = IORD(1)
ERRMAX = ELIST(MAXERR)
NRMAX = 1
EXTRAP = .FALSE.
SMALL = SMALL*0.5D+00
ERLARG = ERRSUM
GO TO 140
120 SMALL = SMALL*0.5D+00
NUMRL2 = NUMRL2+1
RLIST2(NUMRL2) = AREA
130 ERTEST = ERRBND
ERLARG = ERRSUM
140 CONTINUE
C
C SET THE FINAL RESULT.
C ---------------------
C
150 IF(ABSERR.EQ.OFLOW.OR.NRES.EQ.0) GO TO 170
IF(IER+IERRO.EQ.0) GO TO 165
IF(IERRO.EQ.3) ABSERR = ABSERR+CORREC
IF(IER.EQ.0) IER = 3
IF(RESULT.NE.0.0D+00.AND.AREA.NE.0.0D+00) GO TO 160
IF(ABSERR.GT.ERRSUM) GO TO 170
IF(AREA.EQ.0.0D+00) GO TO 190
GO TO 165
160 IF(ABSERR/ABS(RESULT).GT.ERRSUM/ABS(AREA)) GO TO 170
C
C TEST ON DIVERGENCE.
C
165 IF(KSGN.EQ.(-1).AND.MAX(ABS(RESULT),ABS(AREA)).LE.
1 DEFABS*0.1D-01) GO TO 190
IF(0.1D-01.GT.(RESULT/AREA).OR.(RESULT/AREA).GT.0.1D+03
1 .OR.ERRSUM.GE.ABS(AREA)) IER = 6
GO TO 190
C
C COMPUTE GLOBAL INTEGRAL SUM.
C
170 RESULT = 0.0D+00
DO 180 K=1,LAST
RESULT = RESULT+RLIST(K)
180 CONTINUE
ABSERR = ERRSUM
190 IF (IER.GT.2) IER=IER-1
200 IF (INTEGR.EQ.2.AND.OMEGA.LT.0.0D+00) RESULT=-RESULT
999 RETURN
END