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