intg

Arguments

a, b

Finite real numbers : bounds of the integral.

f

function to be integrated, specified either by its literal name (ex: "sind") or by its identifier (ex: sind), or by a list (in case of function parameters).

atol

real number: tolerance on the absolute error accepted on the result. Default value: 1.d-13.

rtol

real number: tolerance on the relative error accepted on the result. Default value: 1.d-8.

err

estimated absolute error on the result.

ierr

error flag number (= 0 if no error occurred).

Description

intg(a,b,f) evaluates the definite integral from a to b of f(t)dt. The function f(t) should be continuous.

The evaluation hopefully satisfies following claim for accuracy: abs(I-v)<= max(atol, rtol*abs(I)) where I stands for the exact value of the integral.

f is an external :

If f is function its definition must be as follows y = f(t)

If f is a list the list must be as follows: list(f,x1,x2,...) where f is a function with syntax f(t,x1,x2,...).

If f is a string it refers to the name of a Fortran function or a C procedure with a given syntax:

In the fortran case the calling sequence should be double precision function f(x) where x is also a double precision number.

In the C case the syntax should be double f(double *x).

Used Functions : The associated routines dqags.f and dqagse.f from quadpack can be found in the SCI/modules/differential_equations/src/fortran directory.

Known Limitation

Like all the integrators, intg is subject to spike missing.

A flat function with a spike will be seen as a fully flat function if the spike is stiff enough.

This cannot be bypassed. It is easy to understand why when we know how the integrator operates. Indeed, intg uses the 21-point Gauss-Kronrod rule. Hence, any spike in-between two consecutive integration points will be undetected, and the function will be considered smooth.

However, a warning message will be issued if the function is considered very smooth. The user will then be suggested to reduce the integration interval, should he think that spikes were missed.

The following graphs illustrate that phenomenon:

On the left image, the spike lays between the 9th and 10th integration points, and is not detected. intg considers the function flat. On the right, the spike is large enough to be covered by the integration points.

When we want to display the computed solution even if the solver has encountered an error, we should add the third output argument ierr. Then errors become simple warnings. This is mostly used in the case of rounding errors.

Examples

// Function written in the Scilab language
function y=f(x), y = x*sin(30*x)/sqrt(1-((x/(2*%pi))^2)), endfunction
exact = -2.5432596188;
I = intg(0,2*%pi,f)
abs(exact-I)

// Function with an argument written in the Scilab language
function y=f1(x, w), y = x*sin(w*x)/sqrt(1-((x/(2*%pi))^2)), endfunction
I = intg(0, 2*%pi, list(f1,30))
abs(exact - I)

// Function written in Fortran (a Fortran compiler is required)
// define a Fortran function
cd TMPDIR;
F=['      double precision function ffun(x)'
   '      double precision x,pi'
   '      pi=3.14159265358979312d+0'
   '      ffun=x*sin(30.0d+0*x)/sqrt(1.0d+0-(x/(2.0d+0*pi))**2)'
   '      return'
   '      end'];
mputl(F,'ffun.f')

// compile the function
l = ilib_for_link('ffun', 'ffun.f', [], 'f');

// add the function to the working environment
link(l, 'ffun', 'f')

// integrate the function
I = intg(0, 2*%pi, 'ffun')
abs(exact - I)

// Function written in C (a C compiler is required)
// define a C function
C=['#include <math.h>'
   'double cfun(double *x)'
   '{'
   '  double y,pi=3.14159265358979312;'
   '  y=*x/(2.0e0*pi);'
   '  return *x*sin(30.0e0**x)/sqrt(1.0e0-y*y);'
   '}'];
mputl(C, 'cfun.c')

// compile the function
l = ilib_for_link('cfun', 'cfun.c', [], 'c');

// add the function to the working environment
link(l, 'cfun', 'c')

// integrate the function
I = intg(0, 2*%pi, 'cfun')
abs(exact - I)

See also

• intc — integral along a straight path in the complex plan
• intl — Cauchy integral along a circular arc
• inttrap — integration of experimental data by trapezoidal interpolation
• intsplin — integration of experimental data by spline interpolation
• ode — ordinary differential equation solver

History