d01amf
d01amf
© Numerical Algorithms Group, 2002.
Purpose
D01AMF 1-D quadrature, adaptive, infinite or semi-infinite interval
Synopsis
[result,abserr,w,iw,ifail] = d01amf(f,epsabs,epsrel<,inf,bound,lw,liw,ifail>)
Description
The entire infinite integration range is first transformed to
[0,1] using one of the identities:
a 1
/ / ( 1-t) 1
| f(x)dx= |f(a- ---) --dt
/ / ( t ) 2
-infty 0 t
infty 1
/ / ( 1-t) 1
| f(x)dx= |f(a+ ---) --dt
/ / ( t ) 2
a 0 t
infty infty 1
/ / /[ ( 1-t) ( -1+t)] 1
| f(x)dx= | (f(x)+f(-x))dx= |[f( ---)+f( ----)] --dt
/ / /[ ( t ) ( t )] 2
-infty 0 0 t
where a represents a finite integration limit. An adaptive
procedure, based on the Gauss seven-point and Kronrod 15-point
rules, is then employed on the transformed integral.
Parameters
d01amf
Required Input Arguments:
f function (User-Supplied)
epsabs real
epsrel real
Optional Input Arguments: <Default>
inf integer 2
bound real 0
lw integer d01amf09
liw integer d01amf11(lw)
ifail integer -1
Output Arguments:
result real
abserr real
w (lw) real
iw (liw) integer
ifail integer