Module DQAGI in NMS
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
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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