1 files changed, 102 insertions, 0 deletions
diff --git a/gsl-1.9/integration/qk.c b/gsl-1.9/integration/qk.c
new file mode 100644
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+++ b/gsl-1.9/integration/qk.c
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+/* integration/qk.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough
+ * 
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ * 
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * General Public License for more details.
+ * 
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+#include <config.h>
+#include <float.h>
+#include <math.h>
+#include <gsl/gsl_integration.h>
+#include "err.c"
+
+void
+gsl_integration_qk (const int n, 
+                    const double xgk[], const double wg[], const double wgk[],
+                    double fv1[], double fv2[],
+                    const gsl_function * f, double a, double b,
+                    double *result, double *abserr,
+                    double *resabs, double *resasc)
+{
+
+  const double center = 0.5 * (a + b);
+  const double half_length = 0.5 * (b - a);
+  const double abs_half_length = fabs (half_length);
+  const double f_center = GSL_FN_EVAL (f, center);
+
+  double result_gauss = 0;
+  double result_kronrod = f_center * wgk[n - 1];
+
+  double result_abs = fabs (result_kronrod);
+  double result_asc = 0;
+  double mean = 0, err = 0;
+
+  int j;
+
+  if (n % 2 == 0)
+    {
+      result_gauss = f_center * wg[n / 2 - 1];
+    }
+
+  for (j = 0; j < (n - 1) / 2; j++)
+    {
+      const int jtw = j * 2 + 1;        /* j=1,2,3 jtw=2,4,6 */
+      const double abscissa = half_length * xgk[jtw];
+      const double fval1 = GSL_FN_EVAL (f, center - abscissa);
+      const double fval2 = GSL_FN_EVAL (f, center + abscissa);
+      const double fsum = fval1 + fval2;
+      fv1[jtw] = fval1;
+      fv2[jtw] = fval2;
+      result_gauss += wg[j] * fsum;
+      result_kronrod += wgk[jtw] * fsum;
+      result_abs += wgk[jtw] * (fabs (fval1) + fabs (fval2));
+    }
+
+  for (j = 0; j < n / 2; j++)
+    {
+      int jtwm1 = j * 2;
+      const double abscissa = half_length * xgk[jtwm1];
+      const double fval1 = GSL_FN_EVAL (f, center - abscissa);
+      const double fval2 = GSL_FN_EVAL (f, center + abscissa);
+      fv1[jtwm1] = fval1;
+      fv2[jtwm1] = fval2;
+      result_kronrod += wgk[jtwm1] * (fval1 + fval2);
+      result_abs += wgk[jtwm1] * (fabs (fval1) + fabs (fval2));
+    };
+
+  mean = result_kronrod * 0.5;
+
+  result_asc = wgk[n - 1] * fabs (f_center - mean);
+
+  for (j = 0; j < n - 1; j++)
+    {
+      result_asc += wgk[j] * (fabs (fv1[j] - mean) + fabs (fv2[j] - mean));
+    }
+
+  /* scale by the width of the integration region */
+
+  err = (result_kronrod - result_gauss) * half_length;
+
+  result_kronrod *= half_length;
+  result_abs *= abs_half_length;
+  result_asc *= abs_half_length;
+
+  *result = result_kronrod;
+  *resabs = result_abs;
+  *resasc = result_asc;
+  *abserr = rescale_error (err, result_abs, result_asc);
+
+}