toms427

toms427, a FORTRAN77 code which implements ACM toms algorithm 427, for approximating a Fourier cosine integral of the form 


        Integral ( 0 <= T < +oo ) f(t) cos ( w * t ) dt

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:

value = frcos ( fc, w, t, et, hl )
where FC is a function that evaluates f(t), W is the multiplier of the argument, T is the finite upper limit for the integral, ET is the requested absolute accuracy, and HL is a limit on step size convergence, such that convergence in any subinterval is not recognized unless the subinterval is smaller than HL.

Licensing:

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

Languages:

toms427 is available in a FORTRAN77 version.

Related Programs:

toms427_test

Reference:

  1. Peter Linz,
    Algorithm 427: Fourier Cosine Integral,
    Communications of the ACM,
    Volume 15, Number 5, May 1972, pages 358-360.

Source Code:

Last revised on 15 November 2023.