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OpenLibm/slatec/dqk41.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras. 
Replace amos with slatec
2012-12-31 16:37:05 -05:00

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Fortran
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*DECK DQK41
SUBROUTINE DQK41 (F, A, B, RESULT, ABSERR, RESABS, RESASC)
C***BEGIN PROLOGUE DQK41
C***PURPOSE To compute I = Integral of F over (A,B), with error
C estimate
C J = Integral of ABS(F) over (A,B)
C***LIBRARY SLATEC (QUADPACK)
C***CATEGORY H2A1A2
C***TYPE DOUBLE PRECISION (QK41-S, DQK41-D)
C***KEYWORDS 41-POINT GAUSS-KRONROD RULES, QUADPACK, QUADRATURE
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 Integration rules
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 calling program.
C
C A - Double precision
C Lower limit of integration
C
C B - Double precision
C Upper limit of integration
C
C ON RETURN
C RESULT - Double precision
C Approximation to the integral I
C RESULT is computed by applying the 41-POINT
C GAUSS-KRONROD RULE (RESK) obtained by optimal
C addition of abscissae to the 20-POINT GAUSS
C RULE (RESG).
C
C ABSERR - Double precision
C Estimate of the modulus of the absolute error,
C which should not exceed ABS(I-RESULT)
C
C RESABS - Double precision
C Approximation to the integral J
C
C RESASC - Double precision
C Approximation to the integral of ABS(F-I/(B-A))
C over (A,B)
C
C***REFERENCES (NONE)
C***ROUTINES CALLED D1MACH
C***REVISION HISTORY (YYMMDD)
C 800101 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890531 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C***END PROLOGUE DQK41
C
DOUBLE PRECISION A,ABSC,ABSERR,B,CENTR,DHLGTH,
1 D1MACH,EPMACH,F,FC,FSUM,FVAL1,FVAL2,FV1,FV2,HLGTH,RESABS,RESASC,
2 RESG,RESK,RESKH,RESULT,UFLOW,WG,WGK,XGK
INTEGER J,JTW,JTWM1
EXTERNAL F
C
DIMENSION FV1(20),FV2(20),XGK(21),WGK(21),WG(10)
C
C THE ABSCISSAE AND WEIGHTS ARE GIVEN FOR THE INTERVAL (-1,1).
C BECAUSE OF SYMMETRY ONLY THE POSITIVE ABSCISSAE AND THEIR
C CORRESPONDING WEIGHTS ARE GIVEN.
C
C XGK - ABSCISSAE OF THE 41-POINT GAUSS-KRONROD RULE
C XGK(2), XGK(4), ... ABSCISSAE OF THE 20-POINT
C GAUSS RULE
C XGK(1), XGK(3), ... ABSCISSAE WHICH ARE OPTIMALLY
C ADDED TO THE 20-POINT GAUSS RULE
C
C WGK - WEIGHTS OF THE 41-POINT GAUSS-KRONROD RULE
C
C WG - WEIGHTS OF THE 20-POINT GAUSS RULE
C
C
C GAUSS QUADRATURE WEIGHTS AND KRONROD QUADRATURE ABSCISSAE AND WEIGHTS
C AS EVALUATED WITH 80 DECIMAL DIGIT ARITHMETIC BY L. W. FULLERTON,
C BELL LABS, NOV. 1981.
C
SAVE WG, XGK, WGK
DATA WG ( 1) / 0.0176140071 3915211831 1861962351 853 D0 /
DATA WG ( 2) / 0.0406014298 0038694133 1039952274 932 D0 /
DATA WG ( 3) / 0.0626720483 3410906356 9506535187 042 D0 /
DATA WG ( 4) / 0.0832767415 7670474872 4758143222 046 D0 /
DATA WG ( 5) / 0.1019301198 1724043503 6750135480 350 D0 /
DATA WG ( 6) / 0.1181945319 6151841731 2377377711 382 D0 /
DATA WG ( 7) / 0.1316886384 4917662689 8494499748 163 D0 /
DATA WG ( 8) / 0.1420961093 1838205132 9298325067 165 D0 /
DATA WG ( 9) / 0.1491729864 7260374678 7828737001 969 D0 /
DATA WG ( 10) / 0.1527533871 3072585069 8084331955 098 D0 /
C
DATA XGK ( 1) / 0.9988590315 8827766383 8315576545 863 D0 /
DATA XGK ( 2) / 0.9931285991 8509492478 6122388471 320 D0 /
DATA XGK ( 3) / 0.9815078774 5025025919 3342994720 217 D0 /
DATA XGK ( 4) / 0.9639719272 7791379126 7666131197 277 D0 /
DATA XGK ( 5) / 0.9408226338 3175475351 9982722212 443 D0 /
DATA XGK ( 6) / 0.9122344282 5132590586 7752441203 298 D0 /
DATA XGK ( 7) / 0.8782768112 5228197607 7442995113 078 D0 /
DATA XGK ( 8) / 0.8391169718 2221882339 4529061701 521 D0 /
DATA XGK ( 9) / 0.7950414288 3755119835 0638833272 788 D0 /
DATA XGK ( 10) / 0.7463319064 6015079261 4305070355 642 D0 /
DATA XGK ( 11) / 0.6932376563 3475138480 5490711845 932 D0 /
DATA XGK ( 12) / 0.6360536807 2651502545 2836696226 286 D0 /
DATA XGK ( 13) / 0.5751404468 1971031534 2946036586 425 D0 /
DATA XGK ( 14) / 0.5108670019 5082709800 4364050955 251 D0 /
DATA XGK ( 15) / 0.4435931752 3872510319 9992213492 640 D0 /
DATA XGK ( 16) / 0.3737060887 1541956067 2548177024 927 D0 /
DATA XGK ( 17) / 0.3016278681 1491300432 0555356858 592 D0 /
DATA XGK ( 18) / 0.2277858511 4164507808 0496195368 575 D0 /
DATA XGK ( 19) / 0.1526054652 4092267550 5220241022 678 D0 /
DATA XGK ( 20) / 0.0765265211 3349733375 4640409398 838 D0 /
DATA XGK ( 21) / 0.0000000000 0000000000 0000000000 000 D0 /
C
DATA WGK ( 1) / 0.0030735837 1852053150 1218293246 031 D0 /
DATA WGK ( 2) / 0.0086002698 5564294219 8661787950 102 D0 /
DATA WGK ( 3) / 0.0146261692 5697125298 3787960308 868 D0 /
DATA WGK ( 4) / 0.0203883734 6126652359 8010231432 755 D0 /
DATA WGK ( 5) / 0.0258821336 0495115883 4505067096 153 D0 /
DATA WGK ( 6) / 0.0312873067 7703279895 8543119323 801 D0 /
DATA WGK ( 7) / 0.0366001697 5820079803 0557240707 211 D0 /
DATA WGK ( 8) / 0.0416688733 2797368626 3788305936 895 D0 /
DATA WGK ( 9) / 0.0464348218 6749767472 0231880926 108 D0 /
DATA WGK ( 10) / 0.0509445739 2372869193 2707670050 345 D0 /
DATA WGK ( 11) / 0.0551951053 4828599474 4832372419 777 D0 /
DATA WGK ( 12) / 0.0591114008 8063957237 4967220648 594 D0 /
DATA WGK ( 13) / 0.0626532375 5478116802 5870122174 255 D0 /
DATA WGK ( 14) / 0.0658345971 3361842211 1563556969 398 D0 /
DATA WGK ( 15) / 0.0686486729 2852161934 5623411885 368 D0 /
DATA WGK ( 16) / 0.0710544235 5344406830 5790361723 210 D0 /
DATA WGK ( 17) / 0.0730306903 3278666749 5189417658 913 D0 /
DATA WGK ( 18) / 0.0745828754 0049918898 6581418362 488 D0 /
DATA WGK ( 19) / 0.0757044976 8455667465 9542775376 617 D0 /
DATA WGK ( 20) / 0.0763778676 7208073670 5502835038 061 D0 /
DATA WGK ( 21) / 0.0766007119 1799965644 5049901530 102 D0 /
C
C
C LIST OF MAJOR VARIABLES
C -----------------------
C
C CENTR - MID POINT OF THE INTERVAL
C HLGTH - HALF-LENGTH OF THE INTERVAL
C ABSC - ABSCISSA
C FVAL* - FUNCTION VALUE
C RESG - RESULT OF THE 20-POINT GAUSS FORMULA
C RESK - RESULT OF THE 41-POINT KRONROD FORMULA
C RESKH - APPROXIMATION TO MEAN VALUE OF F OVER (A,B), I.E.
C TO I/(B-A)
C
C MACHINE DEPENDENT CONSTANTS
C ---------------------------
C
C EPMACH IS THE LARGEST RELATIVE SPACING.
C UFLOW IS THE SMALLEST POSITIVE MAGNITUDE.
C
C***FIRST EXECUTABLE STATEMENT DQK41
EPMACH = D1MACH(4)
UFLOW = D1MACH(1)
C
CENTR = 0.5D+00*(A+B)
HLGTH = 0.5D+00*(B-A)
DHLGTH = ABS(HLGTH)
C
C COMPUTE THE 41-POINT GAUSS-KRONROD APPROXIMATION TO
C THE INTEGRAL, AND ESTIMATE THE ABSOLUTE ERROR.
C
RESG = 0.0D+00
FC = F(CENTR)
RESK = WGK(21)*FC
RESABS = ABS(RESK)
DO 10 J=1,10
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)*(ABS(FVAL1)+ABS(FVAL2))
10 CONTINUE
DO 15 J = 1,10
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)*(ABS(FVAL1)+ABS(FVAL2))
15 CONTINUE
RESKH = RESK*0.5D+00
RESASC = WGK(21)*ABS(FC-RESKH)
DO 20 J=1,20
RESASC = RESASC+WGK(J)*(ABS(FV1(J)-RESKH)+ABS(FV2(J)-RESKH))
20 CONTINUE
RESULT = RESK*HLGTH
RESABS = RESABS*DHLGTH
RESASC = RESASC*DHLGTH
ABSERR = ABS((RESK-RESG)*HLGTH)
IF(RESASC.NE.0.0D+00.AND.ABSERR.NE.0.D+00)
1 ABSERR = RESASC*MIN(0.1D+01,(0.2D+03*ABSERR/RESASC)**1.5D+00)
IF(RESABS.GT.UFLOW/(0.5D+02*EPMACH)) ABSERR = MAX
1 ((EPMACH*0.5D+02)*RESABS,ABSERR)
RETURN
END
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