d01aqf

d01aqf © Numerical Algorithms Group, 2002.

Purpose

D01AQF 1-D quadrature, adaptive, finite interval, weight function 1/(x - c), Cauchy principal value (Hilbert transform)

Synopsis

[result,abserr,w,iw,ifail] = d01aqf(g,a,b,c,epsabs,epsrel<,lw,liw,ifail>)

Description

 
 D01AQF integrates a function of the form g(x)w(x), where the 
 weight function
 
                                    1
                             w(x)= ---
                                   x-c
 
 is that of the Hilbert transform. (If a<c<b the integral has to 
 be interpreted in the sense of a Cauchy principal value.) 
 Special care is taken to ensure that c is never the end-point 
 of a sub-interval

Parameters

d01aqf

Required Input Arguments:

g                                     function (User-Supplied)
a                                     real
b                                     real
c                                     real
epsabs                                real
epsrel                                real

Optional Input Arguments:                       <Default>

lw                                    integer  d01aqf10
liw                                   integer  d01aqf12(lw)
ifail                                 integer  -1

Output Arguments:

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