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.

While 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, most of the early algorithms are not available. This is one of them. I typed it in.

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 computer code and data files described and made available on this web page are distributed under the GNU LGPL 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.