int_fcn_sing
Integrates a function, which may have endpoint singularities, using a globally adaptive scheme based on Gauss-Kronrod rules.
Synopsis
#include <imsl.h>
float imsl_f_int_fcn_sing (float fcn(), float a, float b, …, 0)
The type double function is imsl_d_int_fcn_sing.
Required Arguments
float fcn (float x) (input)
User-supplied function to be integrated.
User-supplied function to be integrated.
float a (Input)
Lower limit of integration.
Lower limit of integration.
float b (Input)
Upper limit of integration.
Upper limit of integration.
Return Value
An estimate of
If no value can be computed, NaN is returned.
Synopsis with Optional Arguments
#include <imsl.h>
float imsl_f_int_fcn_sing (float fcn(), float a, float b,
IMSL_ERR_ABS, float err_abs,
IMSL_ERR_REL, float err_rel,
IMSL_ERR_EST, float *err_est,
IMSL_MAX_SUBINTER, int max_subinter,
IMSL_N_SUBINTER, int *n_subinter,
IMSL_N_EVALS, int *n_evals,
IMSL_FCN_W_DATA, float fcn(), void *data,
0)
Optional Arguments
IMSL_ERR_ABS, float err_abs (Input)
Absolute accuracy desired.
Default: where ɛ is the machine precision
Absolute accuracy desired.
Default: where ɛ is the machine precision
IMSL_ERR_REL, float err_rel (Input)
Relative accuracy desired.
Default: where ɛ is the machine precision
Relative accuracy desired.
Default: where ɛ is the machine precision
IMSL_ERR_EST, float *err_est (Output)
Address to store an estimate of the absolute value of the error.
Address to store an estimate of the absolute value of the error.
IMSL_MAX_SUBINTER, int max_subinter (Input)
Number of subintervals allowed.
Default: max_subinter = 500
Number of subintervals allowed.
Default: max_subinter = 500
IMSL_N_SUBINTER, int *n_subinter (Output)
Address to store the number of subintervals generated.
Address to store the number of subintervals generated.
IMSL_N_EVALS, int *n_evals (Output)
Address to store the number of evaluations of fcn.
Address to store the number of evaluations of fcn.
IMSL_FCN_W_DATA, float fcn (float x, void *data), void *data (Input)
User supplied function to be integrated, which also accepts a pointer to data that is supplied by the user. data is a pointer to the data to be passed to the user-supplied function. See Passing Data to User-Supplied Functions in the introduction to this manual for more details.
User supplied function to be integrated, which also accepts a pointer to data that is supplied by the user. data is a pointer to the data to be passed to the user-supplied function. See Passing Data to User-Supplied Functions in the introduction to this manual for more details.
Description
This function is designed to handle functions with endpoint singularities. However, the performance on functions that are well-behaved at the endpoints is also quite good.
The function imsl_f_int_fcn_sing is a general-purpose integrator that uses a globally adaptive scheme in order to reduce the absolute error. It subdivides the interval [a, b] and uses a 21-point Gauss-Kronrod rule to estimate the integral over each subinterval. The error for each subinterval is estimated by comparison with the 10-point Gauss quadrature rule. The subinterval with the largest estimated error is then bisected, and the same procedure is applied to both halves. The bisection process is continued until either the error criterion is satisfied, roundoff error is detected, the subintervals become too small, or the maximum number of subintervals allowed is reached. This function uses an extrapolation procedure known as the ɛ-algorithm.
On some platforms, imsl_f_int_fcn_sing can evaluate the user-supplied function fcn in parallel. This is done only if the function imsl_omp_options is called to flag user-defined functions as thread-safe. A function is thread-safe if there are no dependencies between calls. Such dependencies are usually the result of writing to global or static variables.
The function imsl_f_int_fcn_sing is based on the subroutine QAGS by Piessens et al. (1983).
Examples
Example 1
The value of
is estimated.
#include <imsl.h>
#include <stdio.h>
#include <math.h>
float fcn(float x);
int main()
{
float q, exact;
imsl_omp_options(
IMSL_SET_FUNCTIONS_THREAD_SAFE, 1,
0);
/* Evaluate the integral */
q = imsl_f_int_fcn_sing (fcn, 0.0, 1.0,
0);
/* Print the result and */
/*the exact answer */
exact = -4.0;
printf("integral = %10.3f\nexact = %10.3f\n", q, exact);
}
float fcn(float x)
{
return log(x)/sqrt(x);
}
Output
integral = -4.000
exact = -4.000
Example 2
The value of
is again estimated. The values of the actual and estimated errors are printed as well. Note that these numbers are machine dependent. Furthermore, usually the error estimate is pessimistic. That is, the actual error is usually smaller than the error estimate as is in this example.
#include <imsl.h>
#include <stdio.h>
#include <math.h>
float fcn(float x);
int main()
{
float q, exact, err_est, exact_err;
imsl_omp_options(
IMSL_SET_FUNCTIONS_THREAD_SAFE, 1,
0);
/* Evaluate the integral */
q = imsl_f_int_fcn_sing (fcn, 0.0, 1.0,
IMSL_ERR_EST, &err_est,
0);
/* Print the result and */
/* the exact answer */
exact = -4.0;
exact_err = fabs(exact - q);
printf("integral = %10.3f\nexact = %10.3f\n", q, exact);
printf("error estimate = %e\nexact error = %e\n", err_est,
exact_err);
}
float fcn(float x)
{
return log(x)/sqrt(x);
}
Output
integral = -4.000
exact = -4.000
error estimate = 2.708435e-004
exact error = 2.241135e-005
Warning Errors
IMSL_ROUNDOFF_CONTAMINATION | Roundoff error, preventing the requested tolerance from being achieved, has been detected. |
IMSL_PRECISION_DEGRADATION | A degradation in precision has been detected. |
IMSL_EXTRAPOLATION_ROUNDOFF | Roundoff error in the extrapolation table, preventing the requested tolerance from being achieved, has been detected. |
Fatal Errors
IMSL_DIVERGENT | Integral is probably divergent or slowly convergent. |
IMSL_PRECISION_DEGRADATION | Integral is probably divergent or slowly convergent. |
IMSL_MAX_SUBINTERVALS | The maximum number of subintervals allowed has been reached. |
IMSL_STOP_USER_FCN | Request from user supplied function to stop algorithm. User flag = "#". |
