TOMS379 SQUANK (Simpson Quadrature Used Adaptively - Noise Killed)

TOMS379 is a FORTRAN77 library which implements ACM TOMS algorithm 379, for estimating the integral of a function over a finite interval.

The text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.

Usage:

value = squank ( a, big, error, fifth, rum, no, fun )
where SQUANK is the estimate for the integral, A and BIG are the limits of the interval, ERROR is a requested absolute accuracy, FIFTH is the size of the fifth order adjustment term, RUM is the estimated error, NO is the number of function evaluations, and FUN is the name of a user-supplied function which evaluates the integrand at an arbitrary point X.

Languages:

TOMS379 is available in a FORTRAN77 version.

Related Data and Programs:

INTLIB, a FORTRAN90 library which includes many routines for estimating the integral of a function.

QUADPACK, a FORTRAN90 library which includes many routines for estimating the integral of a function, including weight functions, singularities, and infinite intervals.

QUADRULE, a FORTRAN90 library which defines many simple quadrature schemes.

STROUD, a FORTRAN90 library which defines quadrature schemes for a number of geometrically interesting regions.

TEST_INT, a FORTRAN90 library which contains routines which define integrands suitable for testing integration software.

TOMS351, a FORTRAN77 library which carries out Romberg integration of a function.

TOMS468, a FORTRAN77 library which carries out automatic integration of a function.

Reference:

1. James Lyness,
Algorithm 379: SQUANK (Simpson Quadrature Used Adaptively - Noise Killed),
Communications of the ACM,
Volume 13, Number 4, April 1970, pages 260-263.

List of Routines:

• SQUANK applies Simpson quadrature adaptively to estimate an integral.

You can go up one level to the FORTRAN77 source codes.

Last revised on 12 January 2006.