Computer Physics Communications Program LibraryPrograms in Physics & Physical Chemistry |

[Licence| Download | New Version Template] aaza_v1_0.gz(15 Kbytes) | ||
---|---|---|

Manuscript Title: Two-dimensional adaptive quadrature over rectangular regions. | ||

Authors: P.C. Lewellen | ||

Program title: QADAPT | ||

Catalogue identifier: AAZA_v1_0Distribution format: gz | ||

Journal reference: Comput. Phys. Commun. 27(1982)167 | ||

Programming language: Fortran. | ||

Computer: SPERRY UNIVAC 1100/82. | ||

Operating system: EXEC 8. | ||

RAM: 33K words | ||

Word size: 36 | ||

Keywords: General purpose, Quadrature, Adaptive, Multidimensional, Richardson extrapolation, Simplex. | ||

Classification: 4.11. | ||

Nature of problem:Program QADAPT estimates the integral F of an arbitrary function f(x,y) over the unit square: F = integral 0-1 of integral 0-1 of f(x,y)dxdy. Any integral over a two-dimensional rectangular region may be written in this form. The value of F is computed to a specified relative accuracy and an error estimate is returned. | ||

Solution method:The program is an adaptation of the multidimensional algorithm developed by Kahaner and Wells. A more cautious extrapolation procedure and an error estimate suggested by Strom are used. | ||

Restrictions:The extrapolation procedures used are strictly valid only for analytic integrands. Nevertheless, the program is generally reliable even if this requirement is violated at a finite number of points. Integration or rapidly varying or highly oscillatory functions may require more table space than specified in the test deck. | ||

Unusual features:The program provides adaptive subdivision of the region of integration and variable quadrature order. A global error reduction strategy guides the computation. Function values are stored using a double hashing technique for efficient reuse. | ||

Running time:Execution of two test cases which accompany this paper took approximately 0.7 CPU s. |

Disclaimer | ScienceDirect | CPC Journal | CPC | QUB |