diff options
author | Joel Sherrill <joel.sherrill@OARcorp.com> | 2011-04-08 17:33:11 +0000 |
---|---|---|
committer | Joel Sherrill <joel.sherrill@OARcorp.com> | 2011-04-08 17:33:11 +0000 |
commit | 73f643f3f4a55310b2c8c1a9858906b2dd676e72 (patch) | |
tree | b1df97f18dace4a5702b0bc7aafdfee8a2f25ada /gsl-1.9/doc/integration.texi | |
parent | ee523abdace8337d05ec4a179fcdf5de3fe0f634 (diff) |
2011-04-08 Joel Sherrill <joel.sherrill@oarcorp.com>
* AUTHORS, BUGS, COPYING, ChangeLog, INSTALL, Makefile.am, Makefile.in,
NEWS, README, SUPPORT, THANKS, TODO, acconfig.h, aclocal.m4,
autogen.sh, config.guess, config.h.in, config.sub, configure,
configure.ac, gsl-config.in, gsl-histogram.c, gsl-randist.c, gsl.m4,
gsl.pc.in, gsl.spec.in, gsl_machine.h, gsl_math.h, gsl_mode.h,
gsl_nan.h, gsl_pow_int.h, gsl_precision.h, gsl_types.h,
gsl_version.h.in, install-sh, ltmain.sh, mdate-sh, missing,
mkinstalldirs, templates_off.h, templates_on.h,
test_gsl_histogram.sh, version.c, blas/ChangeLog, blas/Makefile.am,
blas/Makefile.in, blas/TODO, blas/blas.c, blas/gsl_blas.h,
blas/gsl_blas_types.h, block/ChangeLog, block/Makefile.am,
block/Makefile.in, block/block.c, block/block_source.c, block/file.c,
block/fprintf_source.c, block/fwrite_source.c, block/gsl_block.h,
block/gsl_block_char.h, block/gsl_block_complex_double.h,
block/gsl_block_complex_float.h,
block/gsl_block_complex_long_double.h, block/gsl_block_double.h,
block/gsl_block_float.h, block/gsl_block_int.h,
block/gsl_block_long.h, block/gsl_block_long_double.h,
block/gsl_block_short.h, block/gsl_block_uchar.h,
block/gsl_block_uint.h, block/gsl_block_ulong.h,
block/gsl_block_ushort.h, block/gsl_check_range.h, block/init.c,
block/init_source.c, block/test.c, block/test_complex_io.c,
block/test_complex_source.c, block/test_io.c, block/test_source.c,
bspline/ChangeLog, bspline/Makefile.am, bspline/Makefile.in,
bspline/TODO, bspline/bspline.c, bspline/gsl_bspline.h,
bspline/test.c, cblas/ChangeLog, cblas/Makefile.am,
cblas/Makefile.in, cblas/TODO, cblas/caxpy.c, cblas/cblas.h,
cblas/ccopy.c, cblas/cdotc_sub.c, cblas/cdotu_sub.c, cblas/cgbmv.c,
cblas/cgemm.c, cblas/cgemv.c, cblas/cgerc.c, cblas/cgeru.c,
cblas/chbmv.c, cblas/chemm.c, cblas/chemv.c, cblas/cher.c,
cblas/cher2.c, cblas/cher2k.c, cblas/cherk.c, cblas/chpmv.c,
cblas/chpr.c, cblas/chpr2.c, cblas/cscal.c, cblas/csscal.c,
cblas/cswap.c, cblas/csymm.c, cblas/csyr2k.c, cblas/csyrk.c,
cblas/ctbmv.c, cblas/ctbsv.c, cblas/ctpmv.c, cblas/ctpsv.c,
cblas/ctrmm.c, cblas/ctrmv.c, cblas/ctrsm.c, cblas/ctrsv.c,
cblas/dasum.c, cblas/daxpy.c, cblas/dcopy.c, cblas/ddot.c,
cblas/dgbmv.c, cblas/dgemm.c, cblas/dgemv.c, cblas/dger.c,
cblas/dnrm2.c, cblas/drot.c, cblas/drotg.c, cblas/drotm.c,
cblas/drotmg.c, cblas/dsbmv.c, cblas/dscal.c, cblas/dsdot.c,
cblas/dspmv.c, cblas/dspr.c, cblas/dspr2.c, cblas/dswap.c,
cblas/dsymm.c, cblas/dsymv.c, cblas/dsyr.c, cblas/dsyr2.c,
cblas/dsyr2k.c, cblas/dsyrk.c, cblas/dtbmv.c, cblas/dtbsv.c,
cblas/dtpmv.c, cblas/dtpsv.c, cblas/dtrmm.c, cblas/dtrmv.c,
cblas/dtrsm.c, cblas/dtrsv.c, cblas/dzasum.c, cblas/dznrm2.c,
cblas/gsl_cblas.h, cblas/hypot.c, cblas/icamax.c, cblas/idamax.c,
cblas/isamax.c, cblas/izamax.c, cblas/sasum.c, cblas/saxpy.c,
cblas/scasum.c, cblas/scnrm2.c, cblas/scopy.c, cblas/sdot.c,
cblas/sdsdot.c, cblas/sgbmv.c, cblas/sgemm.c, cblas/sgemv.c,
cblas/sger.c, cblas/snrm2.c, cblas/source_asum_c.h,
cblas/source_asum_r.h, cblas/source_axpy_c.h, cblas/source_axpy_r.h,
cblas/source_copy_c.h, cblas/source_copy_r.h, cblas/source_dot_c.h,
cblas/source_dot_r.h, cblas/source_gbmv_c.h, cblas/source_gbmv_r.h,
cblas/source_gemm_c.h, cblas/source_gemm_r.h, cblas/source_gemv_c.h,
cblas/source_gemv_r.h, cblas/source_ger.h, cblas/source_gerc.h,
cblas/source_geru.h, cblas/source_hbmv.h, cblas/source_hemm.h,
cblas/source_hemv.h, cblas/source_her.h, cblas/source_her2.h,
cblas/source_her2k.h, cblas/source_herk.h, cblas/source_hpmv.h,
cblas/source_hpr.h, cblas/source_hpr2.h, cblas/source_iamax_c.h,
cblas/source_iamax_r.h, cblas/source_nrm2_c.h, cblas/source_nrm2_r.h,
cblas/source_rot.h, cblas/source_rotg.h, cblas/source_rotm.h,
cblas/source_rotmg.h, cblas/source_sbmv.h, cblas/source_scal_c.h,
cblas/source_scal_c_s.h, cblas/source_scal_r.h, cblas/source_spmv.h,
cblas/source_spr.h, cblas/source_spr2.h, cblas/source_swap_c.h,
cblas/source_swap_r.h, cblas/source_symm_c.h, cblas/source_symm_r.h,
cblas/source_symv.h, cblas/source_syr.h, cblas/source_syr2.h,
cblas/source_syr2k_c.h, cblas/source_syr2k_r.h,
cblas/source_syrk_c.h, cblas/source_syrk_r.h, cblas/source_tbmv_c.h,
cblas/source_tbmv_r.h, cblas/source_tbsv_c.h, cblas/source_tbsv_r.h,
cblas/source_tpmv_c.h, cblas/source_tpmv_r.h, cblas/source_tpsv_c.h,
cblas/source_tpsv_r.h, cblas/source_trmm_c.h, cblas/source_trmm_r.h,
cblas/source_trmv_c.h, cblas/source_trmv_r.h, cblas/source_trsm_c.h,
cblas/source_trsm_r.h, cblas/source_trsv_c.h, cblas/source_trsv_r.h,
cblas/srot.c, cblas/srotg.c, cblas/srotm.c, cblas/srotmg.c,
cblas/ssbmv.c, cblas/sscal.c, cblas/sspmv.c, cblas/sspr.c,
cblas/sspr2.c, cblas/sswap.c, cblas/ssymm.c, cblas/ssymv.c,
cblas/ssyr.c, cblas/ssyr2.c, cblas/ssyr2k.c, cblas/ssyrk.c,
cblas/stbmv.c, cblas/stbsv.c, cblas/stpmv.c, cblas/stpsv.c,
cblas/strmm.c, cblas/strmv.c, cblas/strsm.c, cblas/strsv.c,
cblas/test.c, cblas/test_amax.c, cblas/test_asum.c,
cblas/test_axpy.c, cblas/test_copy.c, cblas/test_dot.c,
cblas/test_gbmv.c, cblas/test_gemm.c, cblas/test_gemv.c,
cblas/test_ger.c, cblas/test_hbmv.c, cblas/test_hemm.c,
cblas/test_hemv.c, cblas/test_her.c, cblas/test_her2.c,
cblas/test_her2k.c, cblas/test_herk.c, cblas/test_hpmv.c,
cblas/test_hpr.c, cblas/test_hpr2.c, cblas/test_nrm2.c,
cblas/test_rot.c, cblas/test_rotg.c, cblas/test_rotm.c,
cblas/test_rotmg.c, cblas/test_sbmv.c, cblas/test_scal.c,
cblas/test_spmv.c, cblas/test_spr.c, cblas/test_spr2.c,
cblas/test_swap.c, cblas/test_symm.c, cblas/test_symv.c,
cblas/test_syr.c, cblas/test_syr2.c, cblas/test_syr2k.c,
cblas/test_syrk.c, cblas/test_tbmv.c, cblas/test_tbsv.c,
cblas/test_tpmv.c, cblas/test_tpsv.c, cblas/test_trmm.c,
cblas/test_trmv.c, cblas/test_trsm.c, cblas/test_trsv.c,
cblas/tests.c, cblas/tests.h, cblas/xerbla.c, cblas/zaxpy.c,
cblas/zcopy.c, cblas/zdotc_sub.c, cblas/zdotu_sub.c, cblas/zdscal.c,
cblas/zgbmv.c, cblas/zgemm.c, cblas/zgemv.c, cblas/zgerc.c,
cblas/zgeru.c, cblas/zhbmv.c, cblas/zhemm.c, cblas/zhemv.c,
cblas/zher.c, cblas/zher2.c, cblas/zher2k.c, cblas/zherk.c,
cblas/zhpmv.c, cblas/zhpr.c, cblas/zhpr2.c, cblas/zscal.c,
cblas/zswap.c, cblas/zsymm.c, cblas/zsyr2k.c, cblas/zsyrk.c,
cblas/ztbmv.c, cblas/ztbsv.c, cblas/ztpmv.c, cblas/ztpsv.c,
cblas/ztrmm.c, cblas/ztrmv.c, cblas/ztrsm.c, cblas/ztrsv.c,
cdf/ChangeLog, cdf/Makefile.am, cdf/Makefile.in, cdf/beta.c,
cdf/beta_inc.c, cdf/betainv.c, cdf/binomial.c, cdf/cauchy.c,
cdf/cauchyinv.c, cdf/chisq.c, cdf/chisqinv.c, cdf/error.h,
cdf/exponential.c, cdf/exponentialinv.c, cdf/exppow.c, cdf/fdist.c,
cdf/fdistinv.c, cdf/flat.c, cdf/flatinv.c, cdf/gamma.c,
cdf/gammainv.c, cdf/gauss.c, cdf/gaussinv.c, cdf/geometric.c,
cdf/gsl_cdf.h, cdf/gumbel1.c, cdf/gumbel1inv.c, cdf/gumbel2.c,
cdf/gumbel2inv.c, cdf/hypergeometric.c, cdf/laplace.c,
cdf/laplaceinv.c, cdf/logistic.c, cdf/logisticinv.c, cdf/lognormal.c,
cdf/lognormalinv.c, cdf/nbinomial.c, cdf/pareto.c, cdf/paretoinv.c,
cdf/pascal.c, cdf/poisson.c, cdf/rat_eval.h, cdf/rayleigh.c,
cdf/rayleighinv.c, cdf/tdist.c, cdf/tdistinv.c, cdf/test.c,
cdf/test_auto.c, cdf/weibull.c, cdf/weibullinv.c, cheb/ChangeLog,
cheb/Makefile.am, cheb/Makefile.in, cheb/deriv.c, cheb/eval.c,
cheb/gsl_chebyshev.h, cheb/init.c, cheb/integ.c, cheb/test.c,
combination/ChangeLog, combination/Makefile.am,
combination/Makefile.in, combination/combination.c,
combination/file.c, combination/gsl_combination.h,
combination/init.c, combination/test.c, complex/ChangeLog,
complex/Makefile.am, complex/Makefile.in, complex/TODO,
complex/gsl_complex.h, complex/gsl_complex_math.h, complex/math.c,
complex/results.h, complex/results1.h, complex/results_real.h,
complex/test.c, const/ChangeLog, const/Makefile.am,
const/Makefile.in, const/TODO, const/gsl_const.h,
const/gsl_const_cgs.h, const/gsl_const_cgsm.h, const/gsl_const_mks.h,
const/gsl_const_mksa.h, const/gsl_const_num.h, const/test.c,
deriv/ChangeLog, deriv/Makefile.am, deriv/Makefile.in, deriv/deriv.c,
deriv/gsl_deriv.h, deriv/test.c, dht/ChangeLog, dht/Makefile.am,
dht/Makefile.in, dht/dht.c, dht/gsl_dht.h, dht/test.c,
diff/ChangeLog, diff/Makefile.am, diff/Makefile.in, diff/diff.c,
diff/gsl_diff.h, diff/test.c, doc/12-cities.eps, doc/ChangeLog,
doc/Makefile.am, doc/Makefile.in, doc/algorithm.sty,
doc/algorithmic.sty, doc/autoconf.texi, doc/blas.texi,
doc/bspline.eps, doc/bspline.texi, doc/calc.sty, doc/cblas.texi,
doc/cheb.eps, doc/cheb.texi, doc/combination.texi, doc/complex.texi,
doc/const.texi, doc/debug.texi, doc/dht.texi, doc/diff.texi,
doc/dwt-orig.eps, doc/dwt-samp.eps, doc/dwt.texi, doc/eigen.texi,
doc/err.texi, doc/fdl.texi, doc/fft-complex-radix2-f.eps,
doc/fft-complex-radix2-t.eps, doc/fft-complex-radix2.eps,
doc/fft-real-mixedradix.eps, doc/fft.texi, doc/fftalgorithms.bib,
doc/fftalgorithms.tex, doc/final-route.eps, doc/fit-exp.eps,
doc/fit-wlinear.eps, doc/fit-wlinear2.eps, doc/fitting.texi,
doc/freemanuals.texi, doc/gpl.texi, doc/gsl-config.1,
doc/gsl-design.texi, doc/gsl-histogram.1, doc/gsl-randist.1,
doc/gsl-ref.info, doc/gsl-ref.info-1, doc/gsl-ref.info-2,
doc/gsl-ref.info-3, doc/gsl-ref.info-4, doc/gsl-ref.info-5,
doc/gsl-ref.info-6, doc/gsl-ref.texi, doc/gsl.3, doc/histogram.eps,
doc/histogram.texi, doc/histogram2d.eps, doc/ieee754.texi,
doc/initial-route.eps, doc/integration.texi, doc/interp.texi,
doc/interp2.eps, doc/interpp2.eps, doc/intro.texi, doc/landau.dat,
doc/linalg.texi, doc/math.texi, doc/mdate-sh, doc/min-interval.eps,
doc/min.texi, doc/montecarlo.texi, doc/multifit.texi,
doc/multimin.eps, doc/multimin.texi, doc/multiroots.texi,
doc/ntuple.eps, doc/ntuple.texi, doc/ode-initval.texi,
doc/permutation.texi, doc/poly.texi, doc/qrng.eps, doc/qrng.texi,
doc/rand-bernoulli.tex, doc/rand-beta.tex, doc/rand-binomial.tex,
doc/rand-bivariate-gaussian.tex, doc/rand-cauchy.tex,
doc/rand-chisq.tex, doc/rand-erlang.tex, doc/rand-exponential.tex,
doc/rand-exppow.tex, doc/rand-fdist.tex, doc/rand-flat.tex,
doc/rand-gamma.tex, doc/rand-gaussian-tail.tex,
doc/rand-gaussian.tex, doc/rand-geometric.tex, doc/rand-gumbel.tex,
doc/rand-gumbel1.tex, doc/rand-gumbel2.tex,
doc/rand-hypergeometric.tex, doc/rand-landau.tex,
doc/rand-laplace.tex, doc/rand-levy.tex, doc/rand-levyskew.tex,
doc/rand-logarithmic.tex, doc/rand-logistic.tex,
doc/rand-lognormal.tex, doc/rand-nbinomial.tex, doc/rand-pareto.tex,
doc/rand-pascal.tex, doc/rand-poisson.tex,
doc/rand-rayleigh-tail.tex, doc/rand-rayleigh.tex,
doc/rand-tdist.tex, doc/rand-weibull.tex, doc/randist.texi,
doc/random-walk.tex, doc/randplots.gnp, doc/rng.texi,
doc/roots-bisection.eps, doc/roots-false-position.eps,
doc/roots-newtons-method.eps, doc/roots-secant-method.eps,
doc/roots.texi, doc/siman-energy.eps, doc/siman-test.eps,
doc/siman.texi, doc/sort.texi, doc/specfunc-airy.texi,
doc/specfunc-bessel.texi, doc/specfunc-clausen.texi,
doc/specfunc-coulomb.texi, doc/specfunc-coupling.texi,
doc/specfunc-dawson.texi, doc/specfunc-debye.texi,
doc/specfunc-dilog.texi, doc/specfunc-elementary.texi,
doc/specfunc-ellint.texi, doc/specfunc-elljac.texi,
doc/specfunc-erf.texi, doc/specfunc-exp.texi,
doc/specfunc-expint.texi, doc/specfunc-fermi-dirac.texi,
doc/specfunc-gamma.texi, doc/specfunc-gegenbauer.texi,
doc/specfunc-hyperg.texi, doc/specfunc-laguerre.texi,
doc/specfunc-lambert.texi, doc/specfunc-legendre.texi,
doc/specfunc-log.texi, doc/specfunc-mathieu.texi,
doc/specfunc-pow-int.texi, doc/specfunc-psi.texi,
doc/specfunc-synchrotron.texi, doc/specfunc-transport.texi,
doc/specfunc-trig.texi, doc/specfunc-zeta.texi, doc/specfunc.texi,
doc/stamp-vti, doc/statistics.texi, doc/sum.texi, doc/texinfo.tex,
doc/usage.texi, doc/vdp.eps, doc/vectors.texi, doc/version-ref.texi,
doc/examples/blas.c, doc/examples/blas.out, doc/examples/block.c,
doc/examples/block.out, doc/examples/bspline.c, doc/examples/cblas.c,
doc/examples/cblas.out, doc/examples/cdf.c, doc/examples/cdf.out,
doc/examples/cheb.c, doc/examples/combination.c,
doc/examples/combination.out, doc/examples/const.c,
doc/examples/const.out, doc/examples/demo_fn.c,
doc/examples/demo_fn.h, doc/examples/diff.c, doc/examples/diff.out,
doc/examples/dwt.c, doc/examples/dwt.dat, doc/examples/ecg.dat,
doc/examples/eigen.c, doc/examples/eigen_nonsymm.c,
doc/examples/expfit.c, doc/examples/fft.c, doc/examples/fftmr.c,
doc/examples/fftreal.c, doc/examples/fitting.c,
doc/examples/fitting2.c, doc/examples/fitting3.c,
doc/examples/histogram.c, doc/examples/histogram2d.c,
doc/examples/ieee.c, doc/examples/ieeeround.c,
doc/examples/integration.c, doc/examples/integration.out,
doc/examples/interp.c, doc/examples/interpp.c, doc/examples/intro.c,
doc/examples/intro.out, doc/examples/linalglu.c,
doc/examples/linalglu.out, doc/examples/matrix.c,
doc/examples/matrixw.c, doc/examples/min.c, doc/examples/min.out,
doc/examples/monte.c, doc/examples/nlfit.c, doc/examples/ntupler.c,
doc/examples/ntuplew.c, doc/examples/ode-initval.c,
doc/examples/odefixed.c, doc/examples/permseq.c,
doc/examples/permshuffle.c, doc/examples/polyroots.c,
doc/examples/polyroots.out, doc/examples/qrng.c,
doc/examples/randpoisson.2.out, doc/examples/randpoisson.c,
doc/examples/randpoisson.out, doc/examples/randwalk.c,
doc/examples/rng.c, doc/examples/rng.out, doc/examples/rngunif.2.out,
doc/examples/rngunif.c, doc/examples/rngunif.out,
doc/examples/rootnewt.c, doc/examples/roots.c, doc/examples/siman.c,
doc/examples/sortsmall.c, doc/examples/sortsmall.out,
doc/examples/specfun.c, doc/examples/specfun.out,
doc/examples/specfun_e.c, doc/examples/specfun_e.out,
doc/examples/stat.c, doc/examples/stat.out, doc/examples/statsort.c,
doc/examples/statsort.out, doc/examples/sum.c, doc/examples/sum.out,
doc/examples/vector.c, doc/examples/vectorr.c,
doc/examples/vectorview.c, doc/examples/vectorview.out,
doc/examples/vectorw.c, eigen/ChangeLog, eigen/Makefile.am,
eigen/Makefile.in, eigen/TODO, eigen/francis.c, eigen/gsl_eigen.h,
eigen/herm.c, eigen/hermv.c, eigen/jacobi.c, eigen/nonsymm.c,
eigen/nonsymmv.c, eigen/qrstep.c, eigen/schur.c, eigen/schur.h,
eigen/sort.c, eigen/symm.c, eigen/symmv.c, eigen/test.c,
err/ChangeLog, err/Makefile.am, err/Makefile.in, err/TODO,
err/error.c, err/gsl_errno.h, err/gsl_message.h, err/message.c,
err/stream.c, err/strerror.c, err/test.c, fft/ChangeLog,
fft/Makefile.am, fft/Makefile.in, fft/TODO, fft/bitreverse.c,
fft/bitreverse.h, fft/c_init.c, fft/c_main.c, fft/c_pass.h,
fft/c_pass_2.c, fft/c_pass_3.c, fft/c_pass_4.c, fft/c_pass_5.c,
fft/c_pass_6.c, fft/c_pass_7.c, fft/c_pass_n.c, fft/c_radix2.c,
fft/compare.h, fft/compare_source.c, fft/complex_internal.h,
fft/dft.c, fft/dft_source.c, fft/factorize.c, fft/factorize.h,
fft/fft.c, fft/gsl_dft_complex.h, fft/gsl_dft_complex_float.h,
fft/gsl_fft.h, fft/gsl_fft_complex.h, fft/gsl_fft_complex_float.h,
fft/gsl_fft_halfcomplex.h, fft/gsl_fft_halfcomplex_float.h,
fft/gsl_fft_real.h, fft/gsl_fft_real_float.h, fft/hc_init.c,
fft/hc_main.c, fft/hc_pass.h, fft/hc_pass_2.c, fft/hc_pass_3.c,
fft/hc_pass_4.c, fft/hc_pass_5.c, fft/hc_pass_n.c, fft/hc_radix2.c,
fft/hc_unpack.c, fft/real_init.c, fft/real_main.c, fft/real_pass.h,
fft/real_pass_2.c, fft/real_pass_3.c, fft/real_pass_4.c,
fft/real_pass_5.c, fft/real_pass_n.c, fft/real_radix2.c,
fft/real_unpack.c, fft/signals.c, fft/signals.h,
fft/signals_source.c, fft/test.c, fft/test_complex_source.c,
fft/test_real_source.c, fft/test_trap_source.c, fft/urand.c,
fit/ChangeLog, fit/Makefile.am, fit/Makefile.in, fit/gsl_fit.h,
fit/linear.c, fit/test.c, gsl/Makefile.am, gsl/Makefile.in,
histogram/ChangeLog, histogram/Makefile.am, histogram/Makefile.in,
histogram/TODO, histogram/add.c, histogram/add2d.c,
histogram/calloc_range.c, histogram/calloc_range2d.c,
histogram/copy.c, histogram/copy2d.c, histogram/file.c,
histogram/file2d.c, histogram/find.c, histogram/find2d.c,
histogram/get.c, histogram/get2d.c, histogram/gsl_histogram.h,
histogram/gsl_histogram2d.h, histogram/init.c, histogram/init2d.c,
histogram/maxval.c, histogram/maxval2d.c, histogram/oper.c,
histogram/oper2d.c, histogram/params.c, histogram/params2d.c,
histogram/pdf.c, histogram/pdf2d.c, histogram/reset.c,
histogram/reset2d.c, histogram/stat.c, histogram/stat2d.c,
histogram/test.c, histogram/test1d.c, histogram/test1d_resample.c,
histogram/test1d_trap.c, histogram/test2d.c,
histogram/test2d_resample.c, histogram/test2d_trap.c,
histogram/urand.c, ieee-utils/ChangeLog, ieee-utils/Makefile.am,
ieee-utils/Makefile.in, ieee-utils/TODO, ieee-utils/endian.c,
ieee-utils/env.c, ieee-utils/fp-aix.c, ieee-utils/fp-darwin.c,
ieee-utils/fp-darwin86.c, ieee-utils/fp-freebsd.c,
ieee-utils/fp-gnuc99.c, ieee-utils/fp-gnum68k.c,
ieee-utils/fp-gnuppc.c, ieee-utils/fp-gnusparc.c,
ieee-utils/fp-gnux86.c, ieee-utils/fp-hpux.c, ieee-utils/fp-hpux11.c,
ieee-utils/fp-irix.c, ieee-utils/fp-netbsd.c,
ieee-utils/fp-openbsd.c, ieee-utils/fp-os2emx.c,
ieee-utils/fp-solaris.c, ieee-utils/fp-sunos4.c,
ieee-utils/fp-tru64.c, ieee-utils/fp-unknown.c, ieee-utils/fp.c,
ieee-utils/gsl_ieee_utils.h, ieee-utils/make_rep.c,
ieee-utils/print.c, ieee-utils/read.c, ieee-utils/standardize.c,
ieee-utils/test.c, integration/ChangeLog, integration/Makefile.am,
integration/Makefile.in, integration/TODO, integration/append.c,
integration/err.c, integration/gsl_integration.h,
integration/initialise.c, integration/positivity.c,
integration/ptsort.c, integration/qag.c, integration/qagp.c,
integration/qags.c, integration/qawc.c, integration/qawf.c,
integration/qawo.c, integration/qaws.c, integration/qc25c.c,
integration/qc25f.c, integration/qc25s.c, integration/qcheb.c,
integration/qelg.c, integration/qk.c, integration/qk15.c,
integration/qk21.c, integration/qk31.c, integration/qk41.c,
integration/qk51.c, integration/qk61.c, integration/qmomo.c,
integration/qmomof.c, integration/qng.c, integration/qng.h,
integration/qpsrt.c, integration/qpsrt2.c, integration/reset.c,
integration/set_initial.c, integration/test.c, integration/tests.c,
integration/tests.h, integration/util.c, integration/workspace.c,
interpolation/ChangeLog, interpolation/Makefile.am,
interpolation/Makefile.in, interpolation/TODO, interpolation/accel.c,
interpolation/akima.c, interpolation/bsearch.c,
interpolation/bsearch.h, interpolation/cspline.c,
interpolation/gsl_interp.h, interpolation/gsl_spline.h,
interpolation/integ_eval.h, interpolation/interp.c,
interpolation/linear.c, interpolation/poly.c, interpolation/spline.c,
interpolation/test.c, linalg/ChangeLog, linalg/Makefile.am,
linalg/Makefile.in, linalg/TODO, linalg/apply_givens.c,
linalg/balance.c, linalg/balancemat.c, linalg/bidiag.c,
linalg/cholesky.c, linalg/exponential.c, linalg/givens.c,
linalg/gsl_linalg.h, linalg/hermtd.c, linalg/hessenberg.c,
linalg/hh.c, linalg/householder.c, linalg/householdercomplex.c,
linalg/lq.c, linalg/lu.c, linalg/luc.c, linalg/multiply.c,
linalg/ptlq.c, linalg/qr.c, linalg/qrpt.c, linalg/svd.c,
linalg/svdstep.c, linalg/symmtd.c, linalg/test.c, linalg/tridiag.c,
linalg/tridiag.h, matrix/ChangeLog, matrix/Makefile.am,
matrix/Makefile.in, matrix/TODO, matrix/copy.c, matrix/copy_source.c,
matrix/file.c, matrix/file_source.c, matrix/getset.c,
matrix/getset_source.c, matrix/gsl_matrix.h,
matrix/gsl_matrix_char.h, matrix/gsl_matrix_complex_double.h,
matrix/gsl_matrix_complex_float.h,
matrix/gsl_matrix_complex_long_double.h, matrix/gsl_matrix_double.h,
matrix/gsl_matrix_float.h, matrix/gsl_matrix_int.h,
matrix/gsl_matrix_long.h, matrix/gsl_matrix_long_double.h,
matrix/gsl_matrix_short.h, matrix/gsl_matrix_uchar.h,
matrix/gsl_matrix_uint.h, matrix/gsl_matrix_ulong.h,
matrix/gsl_matrix_ushort.h, matrix/init.c, matrix/init_source.c,
matrix/matrix.c, matrix/matrix_source.c, matrix/minmax.c,
matrix/minmax_source.c, matrix/oper.c, matrix/oper_complex_source.c,
matrix/oper_source.c, matrix/prop.c, matrix/prop_source.c,
matrix/rowcol.c, matrix/rowcol_source.c, matrix/submatrix.c,
matrix/submatrix_source.c, matrix/swap.c, matrix/swap_source.c,
matrix/test.c, matrix/test_complex_source.c, matrix/test_source.c,
matrix/test_static.c, matrix/view.c, matrix/view.h,
matrix/view_source.c, min/ChangeLog, min/Makefile.am,
min/Makefile.in, min/bracketing.c, min/brent.c, min/convergence.c,
min/fsolver.c, min/golden.c, min/gsl_min.h, min/min.h, min/test.c,
min/test.h, min/test_funcs.c, monte/ChangeLog, monte/Makefile.am,
monte/Makefile.in, monte/README, monte/TODO, monte/gsl_monte.h,
monte/gsl_monte_miser.h, monte/gsl_monte_plain.h,
monte/gsl_monte_vegas.h, monte/miser.c, monte/plain.c, monte/test.c,
monte/test_main.c, monte/vegas.c, multifit/ChangeLog,
multifit/Makefile.am, multifit/Makefile.in, multifit/TODO,
multifit/convergence.c, multifit/covar.c, multifit/fdfsolver.c,
multifit/fsolver.c, multifit/gradient.c, multifit/gsl_multifit.h,
multifit/gsl_multifit_nlin.h, multifit/lmder.c, multifit/lmiterate.c,
multifit/lmpar.c, multifit/lmset.c, multifit/lmutil.c,
multifit/multilinear.c, multifit/qrsolv.c, multifit/test.c,
multifit/test_brown.c, multifit/test_enso.c,
multifit/test_estimator.c, multifit/test_filip.c, multifit/test_fn.c,
multifit/test_hahn1.c, multifit/test_kirby2.c,
multifit/test_longley.c, multifit/test_nelson.c,
multifit/test_pontius.c, multifit/work.c, multimin/ChangeLog,
multimin/Makefile.am, multimin/Makefile.in, multimin/TODO,
multimin/conjugate_fr.c, multimin/conjugate_pr.c,
multimin/convergence.c, multimin/diff.c,
multimin/directional_minimize.c, multimin/fdfminimizer.c,
multimin/fminimizer.c, multimin/gsl_multimin.h,
multimin/linear_minimize.c, multimin/linear_wrapper.c,
multimin/simplex.c, multimin/steepest_descent.c, multimin/test.c,
multimin/test_funcs.c, multimin/test_funcs.h, multimin/vector_bfgs.c,
multimin/vector_bfgs2.c, multiroots/ChangeLog,
multiroots/Makefile.am, multiroots/Makefile.in, multiroots/broyden.c,
multiroots/convergence.c, multiroots/dnewton.c, multiroots/dogleg.c,
multiroots/enorm.c, multiroots/fdfsolver.c, multiroots/fdjac.c,
multiroots/fsolver.c, multiroots/gnewton.c,
multiroots/gsl_multiroots.h, multiroots/hybrid.c,
multiroots/hybridj.c, multiroots/newton.c, multiroots/test.c,
multiroots/test_funcs.c, multiroots/test_funcs.h, ntuple/ChangeLog,
ntuple/Makefile.am, ntuple/Makefile.in, ntuple/gsl_ntuple.h,
ntuple/ntuple.c, ntuple/test.c, ode-initval/ChangeLog,
ode-initval/Makefile.am, ode-initval/Makefile.in, ode-initval/TODO,
ode-initval/bsimp.c, ode-initval/control.c, ode-initval/cscal.c,
ode-initval/cstd.c, ode-initval/evolve.c, ode-initval/gear1.c,
ode-initval/gear2.c, ode-initval/gsl_odeiv.h,
ode-initval/odeiv_util.h, ode-initval/rk2.c, ode-initval/rk2imp.c,
ode-initval/rk2simp.c, ode-initval/rk4.c, ode-initval/rk4imp.c,
ode-initval/rk8pd.c, ode-initval/rkck.c, ode-initval/rkf45.c,
ode-initval/step.c, ode-initval/test.c, permutation/ChangeLog,
permutation/Makefile.am, permutation/Makefile.in,
permutation/canonical.c, permutation/file.c,
permutation/gsl_permutation.h, permutation/gsl_permute.h,
permutation/gsl_permute_char.h,
permutation/gsl_permute_complex_double.h,
permutation/gsl_permute_complex_float.h,
permutation/gsl_permute_complex_long_double.h,
permutation/gsl_permute_double.h, permutation/gsl_permute_float.h,
permutation/gsl_permute_int.h, permutation/gsl_permute_long.h,
permutation/gsl_permute_long_double.h,
permutation/gsl_permute_short.h, permutation/gsl_permute_uchar.h,
permutation/gsl_permute_uint.h, permutation/gsl_permute_ulong.h,
permutation/gsl_permute_ushort.h, permutation/gsl_permute_vector.h,
permutation/gsl_permute_vector_char.h,
permutation/gsl_permute_vector_complex_double.h,
permutation/gsl_permute_vector_complex_float.h,
permutation/gsl_permute_vector_complex_long_double.h,
permutation/gsl_permute_vector_double.h,
permutation/gsl_permute_vector_float.h,
permutation/gsl_permute_vector_int.h,
permutation/gsl_permute_vector_long.h,
permutation/gsl_permute_vector_long_double.h,
permutation/gsl_permute_vector_short.h,
permutation/gsl_permute_vector_uchar.h,
permutation/gsl_permute_vector_uint.h,
permutation/gsl_permute_vector_ulong.h,
permutation/gsl_permute_vector_ushort.h, permutation/init.c,
permutation/permutation.c, permutation/permute.c,
permutation/permute_source.c, permutation/test.c, poly/ChangeLog,
poly/Makefile.am, poly/Makefile.in, poly/TODO, poly/balance.c,
poly/companion.c, poly/dd.c, poly/eval.c, poly/gsl_poly.h, poly/qr.c,
poly/solve_cubic.c, poly/solve_quadratic.c, poly/test.c,
poly/zsolve.c, poly/zsolve_cubic.c, poly/zsolve_init.c,
poly/zsolve_quadratic.c, qrng/ChangeLog, qrng/Makefile.am,
qrng/Makefile.in, qrng/TODO, qrng/gsl_qrng.h, qrng/niederreiter-2.c,
qrng/qrng.c, qrng/sobol.c, qrng/test.c, randist/ChangeLog,
randist/Makefile.am, randist/Makefile.in, randist/TODO,
randist/bernoulli.c, randist/beta.c, randist/bigauss.c,
randist/binomial.c, randist/binomial_tpe.c, randist/cauchy.c,
randist/chisq.c, randist/dirichlet.c, randist/discrete.c,
randist/erlang.c, randist/exponential.c, randist/exppow.c,
randist/fdist.c, randist/flat.c, randist/gamma.c, randist/gauss.c,
randist/gausstail.c, randist/gausszig.c, randist/geometric.c,
randist/gsl_randist.h, randist/gumbel.c, randist/hyperg.c,
randist/landau.c, randist/laplace.c, randist/levy.c,
randist/logarithmic.c, randist/logistic.c, randist/lognormal.c,
randist/multinomial.c, randist/nbinomial.c, randist/pareto.c,
randist/pascal.c, randist/poisson.c, randist/rayleigh.c,
randist/shuffle.c, randist/sphere.c, randist/tdist.c, randist/test.c,
randist/weibull.c, rng/ChangeLog, rng/Makefile.am, rng/Makefile.in,
rng/TODO, rng/borosh13.c, rng/cmrg.c, rng/coveyou.c, rng/default.c,
rng/file.c, rng/fishman18.c, rng/fishman20.c, rng/fishman2x.c,
rng/gfsr4.c, rng/gsl_rng.h, rng/knuthran.c, rng/knuthran2.c,
rng/knuthran2002.c, rng/lecuyer21.c, rng/minstd.c, rng/mrg.c,
rng/mt.c, rng/r250.c, rng/ran0.c, rng/ran1.c, rng/ran2.c, rng/ran3.c,
rng/rand.c, rng/rand48.c, rng/random.c, rng/randu.c, rng/ranf.c,
rng/ranlux.c, rng/ranlxd.c, rng/ranlxs.c, rng/ranmar.c, rng/rng.c,
rng/schrage.c, rng/slatec.c, rng/taus.c, rng/taus113.c, rng/test.c,
rng/transputer.c, rng/tt.c, rng/types.c, rng/uni.c, rng/uni32.c,
rng/vax.c, rng/waterman14.c, rng/zuf.c, roots/ChangeLog,
roots/Makefile.am, roots/Makefile.in, roots/TODO, roots/bisection.c,
roots/brent.c, roots/convergence.c, roots/falsepos.c,
roots/fdfsolver.c, roots/fsolver.c, roots/gsl_roots.h,
roots/newton.c, roots/roots.h, roots/secant.c, roots/steffenson.c,
roots/test.c, roots/test.h, roots/test_funcs.c, siman/ChangeLog,
siman/Makefile.am, siman/Makefile.in, siman/TODO, siman/gsl_siman.h,
siman/siman.c, siman/siman_test_driver.sh, siman/siman_tsp.c,
siman/test.c, sort/ChangeLog, sort/Makefile.am, sort/Makefile.in,
sort/TODO, sort/gsl_heapsort.h, sort/gsl_sort.h,
sort/gsl_sort_char.h, sort/gsl_sort_double.h, sort/gsl_sort_float.h,
sort/gsl_sort_int.h, sort/gsl_sort_long.h,
sort/gsl_sort_long_double.h, sort/gsl_sort_short.h,
sort/gsl_sort_uchar.h, sort/gsl_sort_uint.h, sort/gsl_sort_ulong.h,
sort/gsl_sort_ushort.h, sort/gsl_sort_vector.h,
sort/gsl_sort_vector_char.h, sort/gsl_sort_vector_double.h,
sort/gsl_sort_vector_float.h, sort/gsl_sort_vector_int.h,
sort/gsl_sort_vector_long.h, sort/gsl_sort_vector_long_double.h,
sort/gsl_sort_vector_short.h, sort/gsl_sort_vector_uchar.h,
sort/gsl_sort_vector_uint.h, sort/gsl_sort_vector_ulong.h,
sort/gsl_sort_vector_ushort.h, sort/sort.c, sort/sortind.c,
sort/sortvec.c, sort/sortvec_source.c, sort/sortvecind.c,
sort/sortvecind_source.c, sort/subset.c, sort/subset_source.c,
sort/subsetind.c, sort/subsetind_source.c, sort/test.c,
sort/test_heapsort.c, sort/test_source.c, specfunc/ChangeLog,
specfunc/Makefile.am, specfunc/Makefile.in, specfunc/TODO,
specfunc/airy.c, specfunc/airy_der.c, specfunc/airy_zero.c,
specfunc/atanint.c, specfunc/bessel.c, specfunc/bessel.h,
specfunc/bessel_I0.c, specfunc/bessel_I1.c, specfunc/bessel_In.c,
specfunc/bessel_Inu.c, specfunc/bessel_J0.c, specfunc/bessel_J1.c,
specfunc/bessel_Jn.c, specfunc/bessel_Jnu.c, specfunc/bessel_K0.c,
specfunc/bessel_K1.c, specfunc/bessel_Kn.c, specfunc/bessel_Knu.c,
specfunc/bessel_Y0.c, specfunc/bessel_Y1.c, specfunc/bessel_Yn.c,
specfunc/bessel_Ynu.c, specfunc/bessel_amp_phase.c,
specfunc/bessel_amp_phase.h, specfunc/bessel_i.c,
specfunc/bessel_j.c, specfunc/bessel_k.c, specfunc/bessel_olver.c,
specfunc/bessel_olver.h, specfunc/bessel_sequence.c,
specfunc/bessel_temme.c, specfunc/bessel_temme.h,
specfunc/bessel_y.c, specfunc/bessel_zero.c, specfunc/beta.c,
specfunc/beta_inc.c, specfunc/cheb_eval.c, specfunc/cheb_eval_mode.c,
specfunc/chebyshev.h, specfunc/check.h, specfunc/clausen.c,
specfunc/coulomb.c, specfunc/coulomb_bound.c, specfunc/coupling.c,
specfunc/dawson.c, specfunc/debye.c, specfunc/dilog.c,
specfunc/elementary.c, specfunc/ellint.c, specfunc/elljac.c,
specfunc/erfc.c, specfunc/error.h, specfunc/eval.h, specfunc/exp.c,
specfunc/expint.c, specfunc/expint3.c, specfunc/fermi_dirac.c,
specfunc/gamma.c, specfunc/gamma_inc.c, specfunc/gegenbauer.c,
specfunc/gsl_sf.h, specfunc/gsl_sf_airy.h, specfunc/gsl_sf_bessel.h,
specfunc/gsl_sf_clausen.h, specfunc/gsl_sf_coulomb.h,
specfunc/gsl_sf_coupling.h, specfunc/gsl_sf_dawson.h,
specfunc/gsl_sf_debye.h, specfunc/gsl_sf_dilog.h,
specfunc/gsl_sf_elementary.h, specfunc/gsl_sf_ellint.h,
specfunc/gsl_sf_elljac.h, specfunc/gsl_sf_erf.h,
specfunc/gsl_sf_exp.h, specfunc/gsl_sf_expint.h,
specfunc/gsl_sf_fermi_dirac.h, specfunc/gsl_sf_gamma.h,
specfunc/gsl_sf_gegenbauer.h, specfunc/gsl_sf_hyperg.h,
specfunc/gsl_sf_laguerre.h, specfunc/gsl_sf_lambert.h,
specfunc/gsl_sf_legendre.h, specfunc/gsl_sf_log.h,
specfunc/gsl_sf_mathieu.h, specfunc/gsl_sf_pow_int.h,
specfunc/gsl_sf_psi.h, specfunc/gsl_sf_result.h,
specfunc/gsl_sf_synchrotron.h, specfunc/gsl_sf_transport.h,
specfunc/gsl_sf_trig.h, specfunc/gsl_sf_zeta.h,
specfunc/gsl_specfunc.h, specfunc/hyperg.c, specfunc/hyperg.h,
specfunc/hyperg_0F1.c, specfunc/hyperg_1F1.c, specfunc/hyperg_2F0.c,
specfunc/hyperg_2F1.c, specfunc/hyperg_U.c, specfunc/laguerre.c,
specfunc/lambert.c, specfunc/legendre.h, specfunc/legendre_H3d.c,
specfunc/legendre_Qn.c, specfunc/legendre_con.c,
specfunc/legendre_poly.c, specfunc/log.c, specfunc/mathieu_angfunc.c,
specfunc/mathieu_charv.c, specfunc/mathieu_coeff.c,
specfunc/mathieu_radfunc.c, specfunc/mathieu_workspace.c,
specfunc/poch.c, specfunc/pow_int.c, specfunc/psi.c,
specfunc/recurse.h, specfunc/result.c, specfunc/shint.c,
specfunc/sinint.c, specfunc/synchrotron.c, specfunc/test_airy.c,
specfunc/test_bessel.c, specfunc/test_coulomb.c,
specfunc/test_dilog.c, specfunc/test_gamma.c, specfunc/test_hyperg.c,
specfunc/test_legendre.c, specfunc/test_mathieu.c,
specfunc/test_sf.c, specfunc/test_sf.h, specfunc/transport.c,
specfunc/trig.c, specfunc/zeta.c, statistics/ChangeLog,
statistics/Makefile.am, statistics/Makefile.in, statistics/TODO,
statistics/absdev.c, statistics/absdev_source.c,
statistics/covariance.c, statistics/covariance_source.c,
statistics/gsl_statistics.h, statistics/gsl_statistics_char.h,
statistics/gsl_statistics_double.h,
statistics/gsl_statistics_float.h, statistics/gsl_statistics_int.h,
statistics/gsl_statistics_long.h,
statistics/gsl_statistics_long_double.h,
statistics/gsl_statistics_short.h, statistics/gsl_statistics_uchar.h,
statistics/gsl_statistics_uint.h, statistics/gsl_statistics_ulong.h,
statistics/gsl_statistics_ushort.h, statistics/kurtosis.c,
statistics/kurtosis_source.c, statistics/lag1.c,
statistics/lag1_source.c, statistics/mean.c,
statistics/mean_source.c, statistics/median.c,
statistics/median_source.c, statistics/minmax.c,
statistics/minmax_source.c, statistics/p_variance.c,
statistics/p_variance_source.c, statistics/quantiles.c,
statistics/quantiles_source.c, statistics/skew.c,
statistics/skew_source.c, statistics/test.c,
statistics/test_float_source.c, statistics/test_int_source.c,
statistics/test_nist.c, statistics/ttest.c,
statistics/ttest_source.c, statistics/variance.c,
statistics/variance_source.c, statistics/wabsdev.c,
statistics/wabsdev_source.c, statistics/wkurtosis.c,
statistics/wkurtosis_source.c, statistics/wmean.c,
statistics/wmean_source.c, statistics/wskew.c,
statistics/wskew_source.c, statistics/wvariance.c,
statistics/wvariance_source.c, sum/ChangeLog, sum/Makefile.am,
sum/Makefile.in, sum/gsl_sum.h, sum/levin_u.c, sum/levin_utrunc.c,
sum/test.c, sum/work_u.c, sum/work_utrunc.c, sys/ChangeLog,
sys/Makefile.am, sys/Makefile.in, sys/coerce.c, sys/expm1.c,
sys/fcmp.c, sys/fdiv.c, sys/gsl_sys.h, sys/hypot.c, sys/infnan.c,
sys/invhyp.c, sys/ldfrexp.c, sys/log1p.c, sys/minmax.c,
sys/pow_int.c, sys/prec.c, sys/test.c, test/ChangeLog,
test/Makefile.am, test/Makefile.in, test/gsl_test.h, test/results.c,
utils/Makefile.am, utils/Makefile.in, utils/README, utils/memcpy.c,
utils/memmove.c, utils/placeholder.c, utils/strdup.c, utils/strtol.c,
utils/strtoul.c, utils/system.h, vector/ChangeLog,
vector/Makefile.am, vector/Makefile.in, vector/TODO, vector/copy.c,
vector/copy_source.c, vector/file.c, vector/file_source.c,
vector/gsl_vector.h, vector/gsl_vector_char.h,
vector/gsl_vector_complex.h, vector/gsl_vector_complex_double.h,
vector/gsl_vector_complex_float.h,
vector/gsl_vector_complex_long_double.h, vector/gsl_vector_double.h,
vector/gsl_vector_float.h, vector/gsl_vector_int.h,
vector/gsl_vector_long.h, vector/gsl_vector_long_double.h,
vector/gsl_vector_short.h, vector/gsl_vector_uchar.h,
vector/gsl_vector_uint.h, vector/gsl_vector_ulong.h,
vector/gsl_vector_ushort.h, vector/init.c, vector/init_source.c,
vector/minmax.c, vector/minmax_source.c, vector/oper.c,
vector/oper_source.c, vector/prop.c, vector/prop_source.c,
vector/reim.c, vector/reim_source.c, vector/subvector.c,
vector/subvector_source.c, vector/swap.c, vector/swap_source.c,
vector/test.c, vector/test_complex_source.c, vector/test_source.c,
vector/test_static.c, vector/vector.c, vector/vector_source.c,
vector/view.c, vector/view.h, vector/view_source.c,
wavelet/ChangeLog, wavelet/Makefile.am, wavelet/Makefile.in,
wavelet/TODO, wavelet/bspline.c, wavelet/daubechies.c, wavelet/dwt.c,
wavelet/gsl_wavelet.h, wavelet/gsl_wavelet2d.h, wavelet/haar.c,
wavelet/test.c, wavelet/wavelet.c: New files.
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diff --git a/gsl-1.9/doc/integration.texi b/gsl-1.9/doc/integration.texi new file mode 100644 index 0000000..62afb3e --- /dev/null +++ b/gsl-1.9/doc/integration.texi @@ -0,0 +1,854 @@ +@cindex quadrature +@cindex numerical integration (quadrature) +@cindex integration, numerical (quadrature) +@cindex QUADPACK + +This chapter describes routines for performing numerical integration +(quadrature) of a function in one dimension. There are routines for +adaptive and non-adaptive integration of general functions, with +specialised routines for specific cases. These include integration over +infinite and semi-infinite ranges, singular integrals, including +logarithmic singularities, computation of Cauchy principal values and +oscillatory integrals. The library reimplements the algorithms used in +@sc{quadpack}, a numerical integration package written by Piessens, +Doncker-Kapenga, Uberhuber and Kahaner. Fortran code for @sc{quadpack} is +available on Netlib. + +The functions described in this chapter are declared in the header file +@file{gsl_integration.h}. + +@menu +* Numerical Integration Introduction:: +* QNG non-adaptive Gauss-Kronrod integration:: +* QAG adaptive integration:: +* QAGS adaptive integration with singularities:: +* QAGP adaptive integration with known singular points:: +* QAGI adaptive integration on infinite intervals:: +* QAWC adaptive integration for Cauchy principal values:: +* QAWS adaptive integration for singular functions:: +* QAWO adaptive integration for oscillatory functions:: +* QAWF adaptive integration for Fourier integrals:: +* Numerical integration error codes:: +* Numerical integration examples:: +* Numerical integration References and Further Reading:: +@end menu + +@node Numerical Integration Introduction +@section Introduction + +Each algorithm computes an approximation to a definite integral of the +form, +@tex +\beforedisplay +$$ +I = \int_a^b f(x) w(x) \,dx +$$ +\afterdisplay +@end tex +@ifinfo + +@example +I = \int_a^b f(x) w(x) dx +@end example + +@end ifinfo +@noindent +where @math{w(x)} is a weight function (for general integrands @math{w(x)=1}). +The user provides absolute and relative error bounds +@c{$(\hbox{\it epsabs}, \hbox{\it epsrel}\,)$} +@math{(epsabs, epsrel)} which specify the following accuracy requirement, +@tex +\beforedisplay +$$ +|\hbox{\it RESULT} - I| \leq \max(\hbox{\it epsabs}, \hbox{\it epsrel}\, |I|) +$$ +\afterdisplay +@end tex +@ifinfo + +@example +|RESULT - I| <= max(epsabs, epsrel |I|) +@end example + +@end ifinfo +@noindent +where +@c{$\hbox{\it RESULT}$} +@math{RESULT} is the numerical approximation obtained by the +algorithm. The algorithms attempt to estimate the absolute error +@c{$\hbox{\it ABSERR} = |\hbox{\it RESULT} - I|$} +@math{ABSERR = |RESULT - I|} in such a way that the following inequality +holds, +@tex +\beforedisplay +$$ +|\hbox{\it RESULT} - I| \leq \hbox{\it ABSERR} \leq \max(\hbox{\it epsabs}, \hbox{\it epsrel}\,|I|) +$$ +\afterdisplay +@end tex +@ifinfo + +@example +|RESULT - I| <= ABSERR <= max(epsabs, epsrel |I|) +@end example + +@end ifinfo +@noindent +The routines will fail to converge if the error bounds are too +stringent, but always return the best approximation obtained up to that +stage. + +The algorithms in @sc{quadpack} use a naming convention based on the +following letters, + +@display +@code{Q} - quadrature routine + +@code{N} - non-adaptive integrator +@code{A} - adaptive integrator + +@code{G} - general integrand (user-defined) +@code{W} - weight function with integrand + +@code{S} - singularities can be more readily integrated +@code{P} - points of special difficulty can be supplied +@code{I} - infinite range of integration +@code{O} - oscillatory weight function, cos or sin +@code{F} - Fourier integral +@code{C} - Cauchy principal value +@end display + +@noindent +The algorithms are built on pairs of quadrature rules, a higher order +rule and a lower order rule. The higher order rule is used to compute +the best approximation to an integral over a small range. The +difference between the results of the higher order rule and the lower +order rule gives an estimate of the error in the approximation. + +@menu +* Integrands without weight functions:: +* Integrands with weight functions:: +* Integrands with singular weight functions:: +@end menu + +@node Integrands without weight functions +@subsection Integrands without weight functions +@cindex Gauss-Kronrod quadrature +The algorithms for general functions (without a weight function) are +based on Gauss-Kronrod rules. + +A Gauss-Kronrod rule begins with a classical Gaussian quadrature rule of +order @math{m}. This is extended with additional points between each of +the abscissae to give a higher order Kronrod rule of order @math{2m+1}. +The Kronrod rule is efficient because it reuses existing function +evaluations from the Gaussian rule. + +The higher order Kronrod rule is used as the best approximation to the +integral, and the difference between the two rules is used as an +estimate of the error in the approximation. + +@node Integrands with weight functions +@subsection Integrands with weight functions +@cindex Clenshaw-Curtis quadrature +@cindex Modified Clenshaw-Curtis quadrature +For integrands with weight functions the algorithms use Clenshaw-Curtis +quadrature rules. + +A Clenshaw-Curtis rule begins with an @math{n}-th order Chebyshev +polynomial approximation to the integrand. This polynomial can be +integrated exactly to give an approximation to the integral of the +original function. The Chebyshev expansion can be extended to higher +orders to improve the approximation and provide an estimate of the +error. + +@node Integrands with singular weight functions +@subsection Integrands with singular weight functions + +The presence of singularities (or other behavior) in the integrand can +cause slow convergence in the Chebyshev approximation. The modified +Clenshaw-Curtis rules used in @sc{quadpack} separate out several common +weight functions which cause slow convergence. + +These weight functions are integrated analytically against the Chebyshev +polynomials to precompute @dfn{modified Chebyshev moments}. Combining +the moments with the Chebyshev approximation to the function gives the +desired integral. The use of analytic integration for the singular part +of the function allows exact cancellations and substantially improves +the overall convergence behavior of the integration. + + +@node QNG non-adaptive Gauss-Kronrod integration +@section QNG non-adaptive Gauss-Kronrod integration +@cindex QNG quadrature algorithm + +The QNG algorithm is a non-adaptive procedure which uses fixed +Gauss-Kronrod abscissae to sample the integrand at a maximum of 87 +points. It is provided for fast integration of smooth functions. + +@deftypefun int gsl_integration_qng (const gsl_function * @var{f}, double @var{a}, double @var{b}, double @var{epsabs}, double @var{epsrel}, double * @var{result}, double * @var{abserr}, size_t * @var{neval}) + +This function applies the Gauss-Kronrod 10-point, 21-point, 43-point and +87-point integration rules in succession until an estimate of the +integral of @math{f} over @math{(a,b)} is achieved within the desired +absolute and relative error limits, @var{epsabs} and @var{epsrel}. The +function returns the final approximation, @var{result}, an estimate of +the absolute error, @var{abserr} and the number of function evaluations +used, @var{neval}. The Gauss-Kronrod rules are designed in such a way +that each rule uses all the results of its predecessors, in order to +minimize the total number of function evaluations. +@end deftypefun + + +@node QAG adaptive integration +@section QAG adaptive integration +@cindex QAG quadrature algorithm + +The QAG algorithm is a simple adaptive integration procedure. The +integration region is divided into subintervals, and on each iteration +the subinterval with the largest estimated error is bisected. This +reduces the overall error rapidly, as the subintervals become +concentrated around local difficulties in the integrand. These +subintervals are managed by a @code{gsl_integration_workspace} struct, +which handles the memory for the subinterval ranges, results and error +estimates. + +@deftypefun {gsl_integration_workspace *} gsl_integration_workspace_alloc (size_t @var{n}) +This function allocates a workspace sufficient to hold @var{n} double +precision intervals, their integration results and error estimates. +@end deftypefun + +@deftypefun void gsl_integration_workspace_free (gsl_integration_workspace * @var{w}) +This function frees the memory associated with the workspace @var{w}. +@end deftypefun + +@deftypefun int gsl_integration_qag (const gsl_function * @var{f}, double @var{a}, double @var{b}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, int @var{key}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function applies an integration rule adaptively until an estimate +of the integral of @math{f} over @math{(a,b)} is achieved within the +desired absolute and relative error limits, @var{epsabs} and +@var{epsrel}. The function returns the final approximation, +@var{result}, and an estimate of the absolute error, @var{abserr}. The +integration rule is determined by the value of @var{key}, which should +be chosen from the following symbolic names, + +@example +GSL_INTEG_GAUSS15 (key = 1) +GSL_INTEG_GAUSS21 (key = 2) +GSL_INTEG_GAUSS31 (key = 3) +GSL_INTEG_GAUSS41 (key = 4) +GSL_INTEG_GAUSS51 (key = 5) +GSL_INTEG_GAUSS61 (key = 6) +@end example + +@noindent +corresponding to the 15, 21, 31, 41, 51 and 61 point Gauss-Kronrod +rules. The higher-order rules give better accuracy for smooth functions, +while lower-order rules save time when the function contains local +difficulties, such as discontinuities. + +On each iteration the adaptive integration strategy bisects the interval +with the largest error estimate. The subintervals and their results are +stored in the memory provided by @var{workspace}. The maximum number of +subintervals is given by @var{limit}, which may not exceed the allocated +size of the workspace. +@end deftypefun + + +@node QAGS adaptive integration with singularities +@section QAGS adaptive integration with singularities +@cindex QAGS quadrature algorithm + +The presence of an integrable singularity in the integration region +causes an adaptive routine to concentrate new subintervals around the +singularity. As the subintervals decrease in size the successive +approximations to the integral converge in a limiting fashion. This +approach to the limit can be accelerated using an extrapolation +procedure. The QAGS algorithm combines adaptive bisection with the Wynn +epsilon-algorithm to speed up the integration of many types of +integrable singularities. + +@deftypefun int gsl_integration_qags (const gsl_function * @var{f}, double @var{a}, double @var{b}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function applies the Gauss-Kronrod 21-point integration rule +adaptively until an estimate of the integral of @math{f} over +@math{(a,b)} is achieved within the desired absolute and relative error +limits, @var{epsabs} and @var{epsrel}. The results are extrapolated +using the epsilon-algorithm, which accelerates the convergence of the +integral in the presence of discontinuities and integrable +singularities. The function returns the final approximation from the +extrapolation, @var{result}, and an estimate of the absolute error, +@var{abserr}. The subintervals and their results are stored in the +memory provided by @var{workspace}. The maximum number of subintervals +is given by @var{limit}, which may not exceed the allocated size of the +workspace. + +@end deftypefun + +@node QAGP adaptive integration with known singular points +@section QAGP adaptive integration with known singular points +@cindex QAGP quadrature algorithm +@cindex singular points, specifying positions in quadrature +@deftypefun int gsl_integration_qagp (const gsl_function * @var{f}, double * @var{pts}, size_t @var{npts}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function applies the adaptive integration algorithm QAGS taking +account of the user-supplied locations of singular points. The array +@var{pts} of length @var{npts} should contain the endpoints of the +integration ranges defined by the integration region and locations of +the singularities. For example, to integrate over the region +@math{(a,b)} with break-points at @math{x_1, x_2, x_3} (where +@math{a < x_1 < x_2 < x_3 < b}) the following @var{pts} array should be used + +@example +pts[0] = a +pts[1] = x_1 +pts[2] = x_2 +pts[3] = x_3 +pts[4] = b +@end example + +@noindent +with @var{npts} = 5. + +@noindent +If you know the locations of the singular points in the integration +region then this routine will be faster than @code{QAGS}. + +@end deftypefun + +@node QAGI adaptive integration on infinite intervals +@section QAGI adaptive integration on infinite intervals +@cindex QAGI quadrature algorithm + +@deftypefun int gsl_integration_qagi (gsl_function * @var{f}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function computes the integral of the function @var{f} over the +infinite interval @math{(-\infty,+\infty)}. The integral is mapped onto the +semi-open interval @math{(0,1]} using the transformation @math{x = (1-t)/t}, +@tex +\beforedisplay +$$ +\int_{-\infty}^{+\infty} dx \, f(x) + = \int_0^1 dt \, (f((1-t)/t) + f(-(1-t)/t))/t^2. +$$ +\afterdisplay +@end tex +@ifinfo + +@example +\int_@{-\infty@}^@{+\infty@} dx f(x) = + \int_0^1 dt (f((1-t)/t) + f((-1+t)/t))/t^2. +@end example + +@end ifinfo +@noindent +It is then integrated using the QAGS algorithm. The normal 21-point +Gauss-Kronrod rule of QAGS is replaced by a 15-point rule, because the +transformation can generate an integrable singularity at the origin. In +this case a lower-order rule is more efficient. +@end deftypefun + +@deftypefun int gsl_integration_qagiu (gsl_function * @var{f}, double @var{a}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function computes the integral of the function @var{f} over the +semi-infinite interval @math{(a,+\infty)}. The integral is mapped onto the +semi-open interval @math{(0,1]} using the transformation @math{x = a + (1-t)/t}, +@tex +\beforedisplay +$$ +\int_{a}^{+\infty} dx \, f(x) + = \int_0^1 dt \, f(a + (1-t)/t)/t^2 +$$ +\afterdisplay +@end tex +@ifinfo + +@example +\int_@{a@}^@{+\infty@} dx f(x) = + \int_0^1 dt f(a + (1-t)/t)/t^2 +@end example + +@end ifinfo +@noindent +and then integrated using the QAGS algorithm. +@end deftypefun + +@deftypefun int gsl_integration_qagil (gsl_function * @var{f}, double @var{b}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) +This function computes the integral of the function @var{f} over the +semi-infinite interval @math{(-\infty,b)}. The integral is mapped onto the +semi-open interval @math{(0,1]} using the transformation @math{x = b - (1-t)/t}, +@tex +\beforedisplay +$$ +\int_{-\infty}^{b} dx \, f(x) + = \int_0^1 dt \, f(b - (1-t)/t)/t^2 +$$ +\afterdisplay +@end tex +@ifinfo + +@example +\int_@{+\infty@}^@{b@} dx f(x) = + \int_0^1 dt f(b - (1-t)/t)/t^2 +@end example + +@end ifinfo +@noindent +and then integrated using the QAGS algorithm. +@end deftypefun + +@node QAWC adaptive integration for Cauchy principal values +@section QAWC adaptive integration for Cauchy principal values +@cindex QAWC quadrature algorithm +@cindex Cauchy principal value, by numerical quadrature +@deftypefun int gsl_integration_qawc (gsl_function * @var{f}, double @var{a}, double @var{b}, double @var{c}, double @var{epsabs}, double @var{epsrel}, size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function computes the Cauchy principal value of the integral of +@math{f} over @math{(a,b)}, with a singularity at @var{c}, +@tex +\beforedisplay +$$ +I = \int_a^b dx\, {f(x) \over x - c} + = \lim_{\epsilon \to 0} +\left\{ +\int_a^{c-\epsilon} dx\, {f(x) \over x - c} ++ +\int_{c+\epsilon}^b dx\, {f(x) \over x - c} +\right\} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +I = \int_a^b dx f(x) / (x - c) +@end example + +@end ifinfo +@noindent +The adaptive bisection algorithm of QAG is used, with modifications to +ensure that subdivisions do not occur at the singular point @math{x = c}. +When a subinterval contains the point @math{x = c} or is close to +it then a special 25-point modified Clenshaw-Curtis rule is used to control +the singularity. Further away from the +singularity the algorithm uses an ordinary 15-point Gauss-Kronrod +integration rule. + +@end deftypefun + +@node QAWS adaptive integration for singular functions +@section QAWS adaptive integration for singular functions +@cindex QAWS quadrature algorithm +@cindex singular functions, numerical integration of +The QAWS algorithm is designed for integrands with algebraic-logarithmic +singularities at the end-points of an integration region. In order to +work efficiently the algorithm requires a precomputed table of +Chebyshev moments. + +@deftypefun {gsl_integration_qaws_table *} gsl_integration_qaws_table_alloc (double @var{alpha}, double @var{beta}, int @var{mu}, int @var{nu}) + +This function allocates space for a @code{gsl_integration_qaws_table} +struct describing a singular weight function +@math{W(x)} with the parameters @math{(\alpha, \beta, \mu, \nu)}, +@tex +\beforedisplay +$$ +W(x) = (x - a)^\alpha (b - x)^\beta \log^\mu (x - a) \log^\nu (b - x) +$$ +\afterdisplay +@end tex +@ifinfo + +@example +W(x) = (x-a)^alpha (b-x)^beta log^mu (x-a) log^nu (b-x) +@end example + +@end ifinfo +@noindent +where @math{\alpha > -1}, @math{\beta > -1}, and @math{\mu = 0, 1}, +@math{\nu = 0, 1}. The weight function can take four different forms +depending on the values of @math{\mu} and @math{\nu}, +@tex +\beforedisplay +$$ +\matrix{ +W(x) = (x - a)^\alpha (b - x)^\beta + \hfill~ (\mu = 0, \nu = 0) \cr +W(x) = (x - a)^\alpha (b - x)^\beta \log(x - a) + \hfill~ (\mu = 1, \nu = 0) \cr +W(x) = (x - a)^\alpha (b - x)^\beta \log(b - x) + \hfill~ (\mu = 0, \nu = 1) \cr +W(x) = (x - a)^\alpha (b - x)^\beta \log(x - a) \log(b - x) + \hfill~ (\mu = 1, \nu = 1) +} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +W(x) = (x-a)^alpha (b-x)^beta (mu = 0, nu = 0) +W(x) = (x-a)^alpha (b-x)^beta log(x-a) (mu = 1, nu = 0) +W(x) = (x-a)^alpha (b-x)^beta log(b-x) (mu = 0, nu = 1) +W(x) = (x-a)^alpha (b-x)^beta log(x-a) log(b-x) (mu = 1, nu = 1) +@end example + +@end ifinfo +@noindent +The singular points @math{(a,b)} do not have to be specified until the +integral is computed, where they are the endpoints of the integration +range. + +The function returns a pointer to the newly allocated table +@code{gsl_integration_qaws_table} if no errors were detected, and 0 in +the case of error. +@end deftypefun + +@deftypefun int gsl_integration_qaws_table_set (gsl_integration_qaws_table * @var{t}, double @var{alpha}, double @var{beta}, int @var{mu}, int @var{nu}) +This function modifies the parameters @math{(\alpha, \beta, \mu, \nu)} of +an existing @code{gsl_integration_qaws_table} struct @var{t}. +@end deftypefun + +@deftypefun void gsl_integration_qaws_table_free (gsl_integration_qaws_table * @var{t}) +This function frees all the memory associated with the +@code{gsl_integration_qaws_table} struct @var{t}. +@end deftypefun + +@deftypefun int gsl_integration_qaws (gsl_function * @var{f}, const double @var{a}, const double @var{b}, gsl_integration_qaws_table * @var{t}, const double @var{epsabs}, const double @var{epsrel}, const size_t @var{limit}, gsl_integration_workspace * @var{workspace}, double * @var{result}, double * @var{abserr}) + +This function computes the integral of the function @math{f(x)} over the +interval @math{(a,b)} with the singular weight function +@math{(x-a)^\alpha (b-x)^\beta \log^\mu (x-a) \log^\nu (b-x)}. The parameters +of the weight function @math{(\alpha, \beta, \mu, \nu)} are taken from the +table @var{t}. The integral is, +@tex +\beforedisplay +$$ +I = \int_a^b dx\, f(x) (x - a)^\alpha (b - x)^\beta + \log^\mu (x - a) \log^\nu (b - x). +$$ +\afterdisplay +@end tex +@ifinfo + +@example +I = \int_a^b dx f(x) (x-a)^alpha (b-x)^beta log^mu (x-a) log^nu (b-x). +@end example + +@end ifinfo +@noindent +The adaptive bisection algorithm of QAG is used. When a subinterval +contains one of the endpoints then a special 25-point modified +Clenshaw-Curtis rule is used to control the singularities. For +subintervals which do not include the endpoints an ordinary 15-point +Gauss-Kronrod integration rule is used. + +@end deftypefun + +@node QAWO adaptive integration for oscillatory functions +@section QAWO adaptive integration for oscillatory functions +@cindex QAWO quadrature algorithm +@cindex oscillatory functions, numerical integration of +The QAWO algorithm is designed for integrands with an oscillatory +factor, @math{\sin(\omega x)} or @math{\cos(\omega x)}. In order to +work efficiently the algorithm requires a table of Chebyshev moments +which must be pre-computed with calls to the functions below. + +@deftypefun {gsl_integration_qawo_table *} gsl_integration_qawo_table_alloc (double @var{omega}, double @var{L}, enum gsl_integration_qawo_enum @var{sine}, size_t @var{n}) + +This function allocates space for a @code{gsl_integration_qawo_table} +struct and its associated workspace describing a sine or cosine weight +function @math{W(x)} with the parameters @math{(\omega, L)}, +@tex +\beforedisplay +$$ +\eqalign{ +W(x) & = \left\{\matrix{\sin(\omega x) \cr \cos(\omega x)} \right\} +} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +W(x) = sin(omega x) +W(x) = cos(omega x) +@end example + +@end ifinfo +@noindent +The parameter @var{L} must be the length of the interval over which the +function will be integrated @math{L = b - a}. The choice of sine or +cosine is made with the parameter @var{sine} which should be chosen from +one of the two following symbolic values: + +@example +GSL_INTEG_COSINE +GSL_INTEG_SINE +@end example + +@noindent +The @code{gsl_integration_qawo_table} is a table of the trigonometric +coefficients required in the integration process. The parameter @var{n} +determines the number of levels of coefficients that are computed. Each +level corresponds to one bisection of the interval @math{L}, so that +@var{n} levels are sufficient for subintervals down to the length +@math{L/2^n}. The integration routine @code{gsl_integration_qawo} +returns the error @code{GSL_ETABLE} if the number of levels is +insufficient for the requested accuracy. + +@end deftypefun + +@deftypefun int gsl_integration_qawo_table_set (gsl_integration_qawo_table * @var{t}, double @var{omega}, double @var{L}, enum gsl_integration_qawo_enum @var{sine}) +This function changes the parameters @var{omega}, @var{L} and @var{sine} +of the existing workspace @var{t}. +@end deftypefun + +@deftypefun int gsl_integration_qawo_table_set_length (gsl_integration_qawo_table * @var{t}, double @var{L}) +This function allows the length parameter @var{L} of the workspace +@var{t} to be changed. +@end deftypefun + +@deftypefun void gsl_integration_qawo_table_free (gsl_integration_qawo_table * @var{t}) +This function frees all the memory associated with the workspace @var{t}. +@end deftypefun + +@deftypefun int gsl_integration_qawo (gsl_function * @var{f}, const double @var{a}, const double @var{epsabs}, const double @var{epsrel}, const size_t @var{limit}, gsl_integration_workspace * @var{workspace}, gsl_integration_qawo_table * @var{wf}, double * @var{result}, double * @var{abserr}) + +This function uses an adaptive algorithm to compute the integral of +@math{f} over @math{(a,b)} with the weight function +@math{\sin(\omega x)} or @math{\cos(\omega x)} defined +by the table @var{wf}, +@tex +\beforedisplay +$$ +\eqalign{ +I & = \int_a^b dx\, f(x) \left\{ \matrix{\sin(\omega x) \cr \cos(\omega x)}\right\} +} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +I = \int_a^b dx f(x) sin(omega x) +I = \int_a^b dx f(x) cos(omega x) +@end example + +@end ifinfo +@noindent +The results are extrapolated using the epsilon-algorithm to accelerate +the convergence of the integral. The function returns the final +approximation from the extrapolation, @var{result}, and an estimate of +the absolute error, @var{abserr}. The subintervals and their results are +stored in the memory provided by @var{workspace}. The maximum number of +subintervals is given by @var{limit}, which may not exceed the allocated +size of the workspace. + +Those subintervals with ``large'' widths @math{d} where @math{d\omega > 4} are +computed using a 25-point Clenshaw-Curtis integration rule, which handles the +oscillatory behavior. Subintervals with a ``small'' widths where +@math{d\omega < 4} are computed using a 15-point Gauss-Kronrod integration. + +@end deftypefun + +@node QAWF adaptive integration for Fourier integrals +@section QAWF adaptive integration for Fourier integrals +@cindex QAWF quadrature algorithm +@cindex Fourier integrals, numerical + +@deftypefun int gsl_integration_qawf (gsl_function * @var{f}, const double @var{a}, const double @var{epsabs}, const size_t @var{limit}, gsl_integration_workspace * @var{workspace}, gsl_integration_workspace * @var{cycle_workspace}, gsl_integration_qawo_table * @var{wf}, double * @var{result}, double * @var{abserr}) + +This function attempts to compute a Fourier integral of the function +@var{f} over the semi-infinite interval @math{[a,+\infty)}. +@tex +\beforedisplay +$$ +\eqalign{ +I & = \int_a^{+\infty} dx\, f(x) \left\{ \matrix{ \sin(\omega x) \cr + \cos(\omega x) } \right\} +} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +I = \int_a^@{+\infty@} dx f(x) sin(omega x) +I = \int_a^@{+\infty@} dx f(x) cos(omega x) +@end example +@end ifinfo + +The parameter @math{\omega} and choice of @math{\sin} or @math{\cos} is +taken from the table @var{wf} (the length @var{L} can take any value, +since it is overridden by this function to a value appropriate for the +fourier integration). The integral is computed using the QAWO algorithm +over each of the subintervals, +@tex +\beforedisplay +$$ +\eqalign{ +C_1 & = [a, a + c] \cr +C_2 & = [a + c, a + 2c] \cr +\dots & = \dots \cr +C_k & = [a + (k-1) c, a + k c] +} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +C_1 = [a, a + c] +C_2 = [a + c, a + 2 c] +... = ... +C_k = [a + (k-1) c, a + k c] +@end example + +@end ifinfo +@noindent +where +@c{$c = (2 \,\hbox{floor}(|\omega|) + 1) \pi/|\omega|$} +@math{c = (2 floor(|\omega|) + 1) \pi/|\omega|}. The width @math{c} is +chosen to cover an odd number of periods so that the contributions from +the intervals alternate in sign and are monotonically decreasing when +@var{f} is positive and monotonically decreasing. The sum of this +sequence of contributions is accelerated using the epsilon-algorithm. + +This function works to an overall absolute tolerance of +@var{abserr}. The following strategy is used: on each interval +@math{C_k} the algorithm tries to achieve the tolerance +@tex +\beforedisplay +$$ +TOL_k = u_k \hbox{\it abserr} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +TOL_k = u_k abserr +@end example + +@end ifinfo +@noindent +where +@c{$u_k = (1 - p)p^{k-1}$} +@math{u_k = (1 - p)p^@{k-1@}} and @math{p = 9/10}. +The sum of the geometric series of contributions from each interval +gives an overall tolerance of @var{abserr}. + +If the integration of a subinterval leads to difficulties then the +accuracy requirement for subsequent intervals is relaxed, +@tex +\beforedisplay +$$ +TOL_k = u_k \max(\hbox{\it abserr}, \max_{i<k}\{E_i\}) +$$ +\afterdisplay +@end tex +@ifinfo + +@example +TOL_k = u_k max(abserr, max_@{i<k@}@{E_i@}) +@end example + +@end ifinfo +@noindent +where @math{E_k} is the estimated error on the interval @math{C_k}. + +The subintervals and their results are stored in the memory provided by +@var{workspace}. The maximum number of subintervals is given by +@var{limit}, which may not exceed the allocated size of the workspace. +The integration over each subinterval uses the memory provided by +@var{cycle_workspace} as workspace for the QAWO algorithm. + +@end deftypefun + +@node Numerical integration error codes +@section Error codes + +In addition to the standard error codes for invalid arguments the +functions can return the following values, + +@table @code +@item GSL_EMAXITER +the maximum number of subdivisions was exceeded. +@item GSL_EROUND +cannot reach tolerance because of roundoff error, +or roundoff error was detected in the extrapolation table. +@item GSL_ESING +a non-integrable singularity or other bad integrand behavior was found +in the integration interval. +@item GSL_EDIVERGE +the integral is divergent, or too slowly convergent to be integrated +numerically. +@end table + +@node Numerical integration examples +@section Examples + +The integrator @code{QAGS} will handle a large class of definite +integrals. For example, consider the following integral, which has a +algebraic-logarithmic singularity at the origin, +@tex +\beforedisplay +$$ +\int_0^1 x^{-1/2} \log(x) \,dx = -4 +$$ +\afterdisplay +@end tex +@ifinfo + +@example +\int_0^1 x^@{-1/2@} log(x) dx = -4 +@end example + +@end ifinfo +@noindent +The program below computes this integral to a relative accuracy bound of +@code{1e-7}. + +@example +@verbatiminclude examples/integration.c +@end example + +@noindent +The results below show that the desired accuracy is achieved after 8 +subdivisions. + +@example +$ ./a.out +@verbatiminclude examples/integration.out +@end example + +@noindent +In fact, the extrapolation procedure used by @code{QAGS} produces an +accuracy of almost twice as many digits. The error estimate returned by +the extrapolation procedure is larger than the actual error, giving a +margin of safety of one order of magnitude. + + +@node Numerical integration References and Further Reading +@section References and Further Reading + +The following book is the definitive reference for @sc{quadpack}, and was +written by the original authors. It provides descriptions of the +algorithms, program listings, test programs and examples. It also +includes useful advice on numerical integration and many references to +the numerical integration literature used in developing @sc{quadpack}. + +@itemize @asis +@item +R. Piessens, E. de Doncker-Kapenga, C.W. Uberhuber, D.K. Kahaner. +@cite{@sc{quadpack} A subroutine package for automatic integration} +Springer Verlag, 1983. +@end itemize + +@noindent + + + + + + |