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- C
- C ..................................................................
- C
- C SUBROUTINE DQG16
- C
- C PURPOSE
- C TO COMPUTE INTEGRAL(FCT(X), SUMMED OVER X FROM XL TO XU)
- C
- C USAGE
- C CALL DQG16 (XL,XU,FCT,Y)
- C PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT
- C
- C DESCRIPTION OF PARAMETERS
- C XL - DOUBLE PRECISION LOWER BOUND OF THE INTERVAL.
- C XU - DOUBLE PRECISION UPPER BOUND OF THE INTERVAL.
- C FCT - THE NAME OF AN EXTERNAL DOUBLE PRECISION FUNCTION
- C SUBPROGRAM USED.
- C Y - THE RESULTING DOUBLE PRECISION INTEGRAL VALUE.
- C
- C REMARKS
- C NONE
- C
- C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
- C THE EXTERNAL DOUBLE PRECISION FUNCTION SUBPROGRAM FCT(X)
- C MUST BE FURNISHED BY THE USER.
- C
- C METHOD
- C EVALUATION IS DONE BY MEANS OF 16-POINT GAUSS QUADRATURE
- C FORMULA, WHICH INTEGRATES POLYNOMIALS UP TO DEGREE 31
- C EXACTLY. FOR REFERENCE, SEE
- C V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
- C MACMILLAN, NEW YORK/LONDON, 1962, PP.100-111 AND 337-340.
- C
- C ..................................................................
- C
- SUBROUTINE DQG16(XL,XU,FCT,Y)
- C
- C
- DOUBLE PRECISION XL,XU,Y,A,B,C,FCT
- C
- A=.5D0*(XU+XL)
- B=XU-XL
- C=.49470046749582497D0*B
- Y=.13576229705877047D-1*(FCT(A+C)+FCT(A-C))
- C=.47228751153661629D0*B
- Y=Y+.31126761969323946D-1*(FCT(A+C)+FCT(A-C))
- C=.43281560119391587D0*B
- Y=Y+.47579255841246392D-1*(FCT(A+C)+FCT(A-C))
- C=.37770220417750152D0*B
- Y=Y+.62314485627766936D-1*(FCT(A+C)+FCT(A-C))
- C=.30893812220132187D0*B
- Y=Y+.7479799440828837D-1*(FCT(A+C)+FCT(A-C))
- C=.22900838882861369D0*B
- Y=Y+.8457825969750127D-1*(FCT(A+C)+FCT(A-C))
- C=.14080177538962946D0*B
- Y=Y+.9130170752246179D-1*(FCT(A+C)+FCT(A-C))
- C=.47506254918818720D-1*B
- Y=B*(Y+.9472530522753425D-1*(FCT(A+C)+FCT(A-C)))
- RETURN
- END