GAMS: Module QAG in CMLIB

General Information

Automatic adaptive integrator, will handle many non-smooth integrands using Gauss Kronrod formulas.

Usage

CALL QAG(F, A, B, EPSABS, EPSREL, KEY, RESULT, ABSERR, NEVAL, IER, LIMIT, LENW, LAST, IWORK, WORK)

Classification

Automatic 1-D finite interval quadrature (user need only specify required accuracy), integrand available via user-defined procedure

Type

subroutine in CMLIB package (QUADPKS sublibrary)

Language

Fortran

Availability

Public domain, Portable

Precision

Single Precision

Alternates

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968, consult@nist.gov

Usage

Those logged in to arno.nist.gov or amur.nist.gov may access this module as follows.

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.