DINT_BODE Library "JINRLIB" D112 QINT_BODE Author: O.Chuluunbaatar Language: Fortran INTEGRATION OF THE ONE VARIABLE FUNCTION BY THE BODE QUADRATURE FORMULA The subroutines DINT_BODE and QINT_BODE calculate integrals of the one independent variable function by the Bode quadrature formula with a given order (from 2 up to 12) by steps h on a uniform grid. Structure: ---------- Type: FUNCTION User Entry Names: DINT_BODE QINT_BODE External References: FUNC - user-supplied function Usage: ------ S=DINT_BODE (FUNC, A, B, NN, IPOINTS) double precision S=QINT_BODE (FUNC, A, B, NN, IPOINTS) quadruple precision where: A, B - are limits of integration; NN - is number of auxiliary subintervals; IPOINTS - is number of nodes of the Bode quadrature formula; IPOINTS can accept values from 2 up to 11, for double precision calculation - up to 6; FUNC - is name of the subprogram-function, constituent users for calculation of integrand function. The name FUNC - should be declared EXTERNAL in the calling subroutine. NN,IPOINTS - are of the type INTEGER; A,B,FUNC,S - are for DINT_BODE - REAL*8, for QINT_BODE - REAL*16. Method: ------- The Bode quadrature formulas will be used. The calculation accuracy by step h up to O (h ^ (2 [(IPOINTS+1) /2]). Notes: ------ The version of the program with quadruple precision QINT_BODE exists only for the operating system UNIX. References: ----------- 1. M. Abramowitz and I. Stegun, Handbook of mathematical functions, National Bureau of Standarts, NY, 1964. Example: -------- . . . MPLICIT REAL*8 (A-H,O-Z) DIMENSION DINTVAL(3) EXTERNAL FUNC A=1.D0 B=3.D0 NN=2 IPOINTS=6 WRITE(*,*) 'INTERVAL',' ','[',A,B,']' WRITE(*,*) 'NUMBER OF POINTS QUADRATURE RULE OF BODE=',IPOINTS DO I=1,3 DINTVAL(I)=DINT_BODE(FUNC,A,B,NN,IPOINTS) WRITE(*,*) 'NN=',NN,' ','INTVAL=',DINTVAL(I) NN=NN*2 ENDDO SIGMA=(DINTVAL(1)-DINTVAL(2))/(DINTVAL(2)-DINTVAL(3)) EXVAL=(DINTVAL(1)-SIGMA*DINTVAL(2))/(1.D0-SIGMA) WRITE(*,*) 'RUNGE COEFFICIENT=',SIGMA WRITE(*,*) 'EXTRAPOLATION OF INTEGRAL=',EXVAL EXACT=DEXP(-A)-DEXP(-B) WRITE(*,*) 'EXACT OF INTEGRAL= ',EXACT WRITE(*,*) 'ERROR= ',EXACT-EXVAL . . . FUNCTION FUNC(X) IMPLICIT REAL*8 (A-H,O-Z) FUNC=DEXP(-X) RETURN END Result: ------- INTERVAL [ 1.000000000000000 3.000000000000000] NUMBER OF POINTS QUADRATURE RULE OF BODE= 6 NN= 2 INTVAL= 3.180924625011772E-001 NN= 4 INTVAL= 3.180923742385016E-001 NN= 8 INTVAL= 3.180923728261328E-001 RUNGE COEFFICIENT= 62.492653158681330 EXTRAPOLATION OF INTEGRAL= 3.180923728031647E-001 EXACT OF INTEGRAL= 3.180923728035784E-001 ERROR= 4.136690989753333E-013 |