d01fcf

Purpose

Synopsis

[acc,finval,minpts,ifail] = d01fcf(a,b,functn,epslon<,minpts,maxpts,ifail>)

Description

 
 The routine returns an estimate of a multi-dimensional integral 
 over a hyper-rectangle (i.e., with constant limits), and also an 
 estimate of the relative error. The user sets the relative 
 accuracy required, supplies the integrand as a function 
 subprogram (FUNCTN), and also sets the minimum and maximum 
 acceptable number of calls to FUNCTN (in MINPTS and MAXPTS).
 
 The routine will fail if the requested relative error level has 
 not been attained by the time MAXPTS calls to FUNCTN have been 
 made; or, if the amount LENWRK of working storage is 
 insufficient. If a smaller value is used, and is exhausted in 
 the course of execution, the routine switches to a less 
 efficient mode of operation; only if this mode also breaks down 
 is insufficient storage reported.
 

Parameters

d01fcf

Required Input Arguments:

a (:)                                 real
b (:)                                 real
functn                                function (User-Supplied)
epslon                                real

Optional Input Arguments:                       <Default>

minpts                                integer  0
maxpts                                integer  30000
ifail                                 integer  -1

Output Arguments:

acc                                   real
finval                                real
minpts                                integer
ifail                                 integer