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- ╔══════════════════════════════════════╗ (C) Copyright 1986-1990
- ║ INTG.EXE - The Integration machine ║ Zvi Shippony
- ╚══════════════════════════════════════╝ (818) 990-0134
-
- Option 1
- ---------
- Either Romberg's or Adaptive Gauss-Legendre method.
-
- Sub option: R
- -------------
-
- Romberg's method is used. If the interval in infinite, a change of
- variable is done: z = Arctan(x), thus F(x)dx --> F(tan(z))dz/cos²(z)
- and the limits of integration are changed appropriately.
-
- If there is no singularity at any of the limits, the routine uses
- up to 2^14 = 16384 sub-divisions, otherwise, the routine switches to
- Mid-Point Method with up to 3^9 = 19683 sub-divisions.
-
- $$
-
- Sub option: A
- -------------
-
- Adaptive Gauss-Legendre method. The interval is handled piece by
- piece, and the Gauss-Legendre method (16 points) is used on each
- sub-interval. The interval is cut in half in case of non-convergance.
-
- This process is continued until the entire interval is handled.
-
- $$
-
- Option 2
- ---------
- For Gauss's type procedure over a FINITE interval, two options exists:
-
- Sub option G: Gauss-Legendre , weight function W(x) ≡ 1.0
-
- Sub option C: Gauss-Chebyshev, weight function W(x) ≡ Sqrt((x-a)*(b-x))
- (W(x) ≡ 1.0/Sqrt((x-a)*(b-x)) also works ..)
- ( Here [a,b] is the integration interval )
-
- For Gauss's type procedure over a INFINITE interval, two options exists:
-
- Sub option L: Gauss-Laguerre , weight function W(x) ≡ Exp(-x)
-
- Sub option H: Gauss-Hermite , weight function W(x) ≡ Exp(-x²)
-
- ** Note:
-
- Legendre,Chebyshev and Hermite Quadratures uses 16 points formula .
- Laguerre Quadrature uses 25 points formula .
-
- $$
- For options 1 & 2 - F(x) is any expression in the variable: X
-
- Expression is any legal combination of: +, -, *, /, **, !, (, )
- and any of the following functions:
-
- ABS, INT, EXP, SIN, COS, TAN, COT, LOG, LN, FACT or ! (Factorial)
- SQRT, SINH, COSH, TANH, ARCSIN, ARCCOS, ARCTAN, ARCSINH, ARCCOSH, ARCTANH
-
- And the "Special Functions" :
-
- Z(x) { Riemann's Zeta function }
- G(x) { Gamma function, (IF x is an integer then x! = G(x+1)) }
- BJ(n,x) { Bessel Function of the first kind, J(n,x) }
- BY(n,x) { Bessel Function of the second kind, Y(n,x) }
- BI(n,x) { Modified Bessel Function of the first kind, I(n,x) }
- BK(n,x) { Modified Bessel Function of the second kind, K(n,x) }
- SBJ(n,x) { Spherical Bessel Function of the first kind, j(n,x) }
- SBY(n,x) { Spherical Bessel Function of the second kind, y(n,x) }
-
- ** Note:
- PI is a reserved name and will be interpeted as Pi = 3.14159265358...
- $$
-
- Option 3
- ---------
- Program RINTG.EXE is called to perform the integration. It has its own
- help option, so activate option 3 and then ask for help.
-
- Option 4
- ---------
- Program WINTG.EXE is called to perform the actions. It has its own help
- option, so activate option 4 and then ask for help.
-
-
- That's all folks ...
-