toms424

toms424, a Fortran77 code which implements ACM toms algorithm 424, for Clenshaw-Curtis quadrature to estimate the integral of a function F(X) from A to B.

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

Usage:

quad = CCQUAD(F,A,B,TOLERR,LIMIT,ESTERR,USED,CSXFRM)

returns an estimate of the integral of F(X) from A to B, with the requested relative accuracy TOLERR, using no more than LIMIT function evaluations, achieving an estimated error of ESTERR, and actually using USED function evaluations. The cosine tranform is returned in CSXFRM(1:USED).

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

toms424 is available in a Fortran77 version.

Related Programs:

toms424_test

intlib, a Fortran90 library which estimates integrals.

TEST_INT, a Fortran90 library which defines many test integrands.

Reference:

1. Charles Clenshaw, Alan Curtis,
   A Method for Numerical Integration on Automatic Computers,
   Numerische Mathematik,
   Volume 2, Number 1, December 1960, pages 197-205.
2. W Morven Gentleman,
   Algorithm 424: Clenshaw-Curtis Quadrature,
   Communications of the ACM,
   Volume 15, Number 5, May 1972, pages 353-355.

Source Code:

• toms424.f, the source code.
• toms424.sh, commands to compile the source code.