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GAMS Module DQAGI in NMS


DQAGI

 
Computes approximation to integral on semi-infinite or infinite interval using
adaptive quadrature and extrapolation given a user specified absolute and
relative tolerance EPSABS, EPSREL, and a user written integrand function F.
Requires the use of an EXTERNAL statement to specify the name of the integrand
function.
 
Classes  :  H2a3a1 . Automatic 1-D semi-infinite interval quadrature (user
                   need only specify required accuracy) (including exp(-x)
                   weight function), integrand available via user-defined
                   procedure
            H2a4a1 . Automatic 1-D infinite interval quadrature (user need
                   only specify required accuracy) (including exp(-x**2)
                   weight function), integrand available via user-defined
                   procedure
 
Type     : Fortran software in NMS collection.
Access   : Public domain. Portable.
Precision: Double.
 
Usage    : CALL DQAGI(F,BOUND,INF,EPSABS,EPSREL,RESULT,ABSERR,NEVAL, IER,LIMIT,
           LENW,LAST,IWORK,WORK)
 
Details  : Documentation Fullsource Sample Source
Sites    : (1) ITL
 

Implementation of DQAGI from NMS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double. (Single: QAGI)


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