d01ajf

d01ajf © Numerical Algorithms Group, 2002.

Purpose

D01AJF 1-D quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly-behaved integrands

Synopsis

[result,abserr,w,iw,ifail] = d01ajf(f,a,b,epsabs,epsrel<,lw,liw,ifail>)

Description

 
 D01AJF is an adaptive routine, using the Gauss 10-point and 
 Kronrod 21-point rules. 
 
 The routine is suitable as a general purpose integrator, and can 
 be used when the integrand has singularities, especially when 
 these are of algebraic or logarithmic type.
 
 D01AJF requires the user to supply a function to evaluate the 
 integrand at a single point.

Parameters

d01ajf

Required Input Arguments:

f                                     function (User-Supplied)
a                                     real
b                                     real
epsabs                                real
epsrel                                real

Optional Input Arguments:                       <Default>

lw                                    integer  d01ajf09
liw                                   integer  d01ajf11(lw)
ifail                                 integer  -1

Output Arguments:

result                                real
abserr                                real
w (lw)                                real
iw (liw)                              integer
ifail                                 integer