SLATEC Routines --- DQAGE ---


*DECK DQAGE
      SUBROUTINE DQAGE (F, A, B, EPSABS, EPSREL, KEY, LIMIT, RESULT,
     +   ABSERR, NEVAL, IER, ALIST, BLIST, RLIST, ELIST, IORD, LAST)
C***BEGIN PROLOGUE  DQAGE
C***PURPOSE  The routine calculates an approximation result to a given
C            definite integral   I = Integral of F over (A,B),
C            hopefully satisfying following claim for accuracy
C            ABS(I-RESLT).LE.MAX(EPSABS,EPSREL*ABS(I)).
C***LIBRARY   SLATEC (QUADPACK)
C***CATEGORY  H2A1A1
C***TYPE      DOUBLE PRECISION (QAGE-S, DQAGE-D)
C***KEYWORDS  AUTOMATIC INTEGRATOR, GAUSS-KRONROD RULES,
C             GENERAL-PURPOSE, GLOBALLY ADAPTIVE, INTEGRAND EXAMINATOR,
C             QUADPACK, QUADRATURE
C***AUTHOR  Piessens, Robert
C             Applied Mathematics and Programming Division
C             K. U. Leuven
C           de Doncker, Elise
C             Applied Mathematics and Programming Division
C             K. U. Leuven
C***DESCRIPTION
C
C        Computation of a definite integral
C        Standard fortran subroutine
C        Double precision version
C
C        PARAMETERS
C         ON ENTRY
C            F      - Double precision
C                     Function subprogram defining the integrand
C                     function F(X). The actual name for F needs to be
C                     declared E X T E R N A L in the driver program.
C
C            A      - Double precision
C                     Lower limit of integration
C
C            B      - Double precision
C                     Upper limit of integration
C
C            EPSABS - Double precision
C                     Absolute accuracy requested
C            EPSREL - Double precision
C                     Relative accuracy requested
C                     If  EPSABS.LE.0
C                     and EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28),
C                     the routine will end with IER = 6.
C
C            KEY    - Integer
C                     Key for choice of local integration rule
C                     A Gauss-Kronrod pair is used with
C                          7 - 15 points if KEY.LT.2,
C                         10 - 21 points if KEY = 2,
C                         15 - 31 points if KEY = 3,
C                         20 - 41 points if KEY = 4,
C                         25 - 51 points if KEY = 5,
C                         30 - 61 points if KEY.GT.5.
C
C            LIMIT  - Integer
C                     Gives an upper bound on the number of subintervals
C                     in the partition of (A,B), LIMIT.GE.1.
C
C         ON RETURN
C            RESULT - Double precision
C                     Approximation to the integral
C
C            ABSERR - Double precision
C                     Estimate of the modulus of the absolute error,
C                     which should equal or exceed ABS(I-RESULT)
C
C            NEVAL  - Integer
C                     Number of integrand evaluations
C
C            IER    - Integer
C                     IER = 0 Normal and reliable termination of the
C                             routine. It is assumed that the requested
C                             accuracy has been achieved.
C                     IER.GT.0 Abnormal termination of the routine
C                             The estimates for result and error are
C                             less reliable. It is assumed that the
C                             requested accuracy has not been achieved.
C            ERROR MESSAGES
C                     IER = 1 Maximum number of subdivisions allowed
C                             has been achieved. One can allow more
C                             subdivisions by increasing the value
C                             of LIMIT.
C                             However, if this yields no improvement it
C                             is rather advised to analyze the integrand
C                             in order to determine the integration
C                             difficulties. If the position of a local
C                             difficulty can be determined(e.g.
C                             SINGULARITY, DISCONTINUITY within the
C                             interval) one will probably gain from
C                             splitting up the interval at this point
C                             and calling the integrator on the
C                             subranges. If possible, an appropriate
C                             special-purpose integrator should be used
C                             which is designed for handling the type of
C                             difficulty involved.
C                         = 2 The occurrence of roundoff error is
C                             detected, which prevents the requested
C                             tolerance from being achieved.
C                         = 3 Extremely bad integrand behaviour occurs
C                             at some points of the integration
C                             interval.
C                         = 6 The input is invalid, because
C                             (EPSABS.LE.0 and
C                              EPSREL.LT.MAX(50*REL.MACH.ACC.,0.5D-28),
C                             RESULT, ABSERR, NEVAL, LAST, RLIST(1) ,
C                             ELIST(1) and IORD(1) are set to zero.
C                             ALIST(1) and BLIST(1) are set to A and B
C                             respectively.
C
C            ALIST   - Double precision
C                      Vector of dimension at least LIMIT, the first
C                       LAST  elements of which are the left
C                      end points of the subintervals in the partition
C                      of the given integration range (A,B)
C
C            BLIST   - Double precision
C                      Vector of dimension at least LIMIT, the first
C                       LAST  elements of which are the right
C                      end points of the subintervals in the partition
C                      of the given integration range (A,B)
C
C            RLIST   - Double precision
C                      Vector of dimension at least LIMIT, the first
C                       LAST  elements of which are the
C                      integral approximations on the subintervals
C
C            ELIST   - Double precision
C                      Vector of dimension at least LIMIT, the first
C                       LAST  elements of which are the moduli of the
C                      absolute error estimates on the subintervals
C
C            IORD    - Integer
C                      Vector of dimension at least LIMIT, the first K
C                      elements of which are pointers to the
C                      error estimates over the subintervals,
C                      such that ELIST(IORD(1)), ...,
C                      ELIST(IORD(K)) form a decreasing sequence,
C                      with K = LAST if LAST.LE.(LIMIT/2+2), and
C                      K = LIMIT+1-LAST otherwise
C
C            LAST    - Integer
C                      Number of subintervals actually produced in the
C                      subdivision process
C
C***REFERENCES  (NONE)
C***ROUTINES CALLED  D1MACH, DQK15, DQK21, DQK31, DQK41, DQK51, DQK61,
C                    DQPSRT
C***REVISION HISTORY  (YYMMDD)
C   800101  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   890831  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C***END PROLOGUE  DQAGE