d01gaf

d01gaf © Numerical Algorithms Group, 2002.

Purpose

D01GAF 1-D quadrature, integration of function defined by data values, Gill-Miller method

Synopsis

[answer,er,ifail] = d01gaf(x,y<,ifail>)

Description

 
 This routine evaluates the definite integral
 
                              x 
                               n
                              / 
                           I= | y(x)dx,
                              / 
                              x 
                               1
 
 where the function y is specified at the n-points x ,x ,...,x , 
                                                    1  2      n 
 which should be all distinct, and in either ascending or 
 descending order. An approximation to the truncation error is 
 integrated and added to the result. It is also returned 
 separately to give an estimate of the uncertainty in the result.

Parameters

d01gaf

Required Input Arguments:

x (:)                                 real
y (:)                                 real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

answer                                real
er                                    real
ifail                                 integer