NAG Library Function Document

nag_quad_1d_inf_exp_wt (d01ubc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{fun}$ – function, supplied by the userExternal Function

fun must return the integrands $f\left(x_i\right)$ in $\mathbf{f}\left(\mathit{i}\right)$ for each $x_i$ in $\mathbf{x}\left(\mathit{i}\right)$, for $\mathit{i}=1,2,\dots ,\mathbf{n}$ at a given point.

The specification of fun is:

void  fun (const double x[], double f[], Integer n, Nag_Comm *comm, Integer *istop)

1:    $\mathbf{x}\left[\mathbf{n}\right]$ – const doubleInput

On entry: the points at which the integrand function $f$ must be evaluated.

2:    $\mathbf{f}\left[\mathbf{n}\right]$ – doubleOutput

On exit: $\mathbf{f}\left(\mathit{i}\right)$ must contain the value of the integrand $f\left(x_i\right)$ evaluated at the point $\mathbf{x}\left(\mathit{i}\right)$, for $\mathit{i}=1,2,\dots ,\mathbf{n}$.

3:    $\mathbf{n}$ – IntegerInput

On entry: n specifies the number of weights and abscissae to be used.

4:    $\mathbf{comm}$ – Nag_Comm *

Pointer to structure of type Nag_Comm; the following members are relevant to fun.

user – double *

iuser – Integer *

p – Pointer 

The type Pointer will be void *. Before calling nag_quad_1d_inf_exp_wt (d01ubc) you may allocate memory and initialize these pointers with various quantities for use by fun when called from nag_quad_1d_inf_exp_wt (d01ubc) (see Section 3.3.1.1 in How to Use the NAG Library and its Documentation).

5:    $\mathbf{istop}$ – Integer *Input/Output

On entry: $\mathbf{istop}=0$.

On exit: you may set istop to a negative number if at any time it is impossible to evaluate the function $f\left(x\right)$. In this case nag_quad_1d_inf_exp_wt (d01ubc) halts with fail set to the value of istop and the value returned in ans will be that of a non-signalling NaN.

2:    $\mathbf{n}$ – IntegerInput

On entry: n specifies the number of weights and abscissae to be used.

Constraint: $\mathbf{n}=1$, $2$, $3$, $4$, $5$, $10$, $15$, $20$ or $25$.

3:    $\mathbf{ans}$ – double *Output

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=0$, ans contains an approximation to the integral. Otherwise, ans will be a non-signalling NaN.

4:    $\mathbf{comm}$ – Nag_Comm *

The NAG communication argument (see Section 3.3.1.1 in How to Use the NAG Library and its Documentation).

5:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $1\le \mathbf{n}\le 25$.

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
n is not one of the allowed values.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_USER_STOP

The user has halted the calculation.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (d01ubce.c)

10.2

Program Data

10.3

Program Results

Program Results (d01ubce.r)