NAG Library Routine Document
D01ASF
1 Purpose
D01ASF calculates an approximation to the sine or the cosine transform of a function
$g$ over
$\left[a,\infty \right)$:
(for a userspecified value of
$\omega $).
2 Specification
SUBROUTINE D01ASF ( 
G, A, OMEGA, KEY, EPSABS, RESULT, ABSERR, LIMLST, LST, ERLST, RSLST, IERLST, W, LW, IW, LIW, IFAIL) 
INTEGER 
KEY, LIMLST, LST, IERLST(LIMLST), LW, IW(LIW), LIW, IFAIL 
REAL (KIND=nag_wp) 
G, A, OMEGA, EPSABS, RESULT, ABSERR, ERLST(LIMLST), RSLST(LIMLST), W(LW) 
EXTERNAL 
G 

3 Description
D01ASF is based on the QUADPACK routine QAWFE (see
Piessens et al. (1983)). It is an adaptive routine, designed to integrate a function of the form
$g\left(x\right)w\left(x\right)$ over a semiinfinite interval, where
$w\left(x\right)$ is either
$\mathrm{sin}\left(\omega x\right)$ or
$\mathrm{cos}\left(\omega x\right)$.
Over successive intervals
integration is performed by the same algorithm as is used by
D01ANF. The intervals
${C}_{k}$ are of constant length
where
$\left[\left\omega \right\right]$ represents the largest integer less than or equal to
$\left\omega \right$. Since
$c$ equals an odd number of half periods, the integral contributions over succeeding intervals will alternate in sign when the function
$g$ is positive and monotonically decreasing over
$\left[a,\infty \right)$. The algorithm, described in
Piessens et al. (1983), incorporates a global acceptance criterion (as defined by
Malcolm and Simpson (1976)) together with the
$\epsilon $algorithm (see
Wynn (1956)) to perform extrapolation. The local error estimation is described by
Piessens et al. (1983).
If
$\omega =0$ and
${\mathbf{KEY}}=1$, the routine uses the same algorithm as
D01AMF (with
${\mathbf{EPSREL}}=0.0$).
In contrast to the other routines in
Chapter D01, D01ASF works only with an
absolute error tolerance (
EPSABS). Over the interval
${C}_{k}$ it attempts to satisfy the absolute accuracy requirement
where
${U}_{\mathit{k}}=\left(1p\right){p}^{\mathit{k}1}$, for
$\mathit{k}=1,2,\dots $ and
$p=0.9$.
However, when difficulties occur during the integration over the
$k$th subinterval
${C}_{k}$ such that the error flag
${\mathbf{IERLST}}\left(k\right)$ is nonzero, the accuracy requirement over subsequent intervals is relaxed. See
Piessens et al. (1983) for more details.
4 References
Malcolm M A and Simpson R B (1976) Local versus global strategies for adaptive quadrature ACM Trans. Math. Software 1 129–146
Piessens R, de Doncker–Kapenga E, Überhuber C and Kahaner D (1983) QUADPACK, A Subroutine Package for Automatic Integration Springer–Verlag
Wynn P (1956) On a device for computing the ${e}_{m}\left({S}_{n}\right)$ transformation Math. Tables Aids Comput. 10 91–96
5 Arguments
 1: $\mathrm{G}$ – REAL (KIND=nag_wp) FUNCTION, supplied by the user.External Procedure

G must return the value of the function
$g$ at a given point
X.
The specification of
G is:
 1: $\mathrm{X}$ – REAL (KIND=nag_wp)Input

On entry: the point at which the function $g$ must be evaluated.
G must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which D01ASF is called. Arguments denoted as
Input must
not be changed by this procedure.
 2: $\mathrm{A}$ – REAL (KIND=nag_wp)Input

On entry: $a$, the lower limit of integration.
 3: $\mathrm{OMEGA}$ – REAL (KIND=nag_wp)Input

On entry: the argument $\omega $ in the weight function of the transform.
 4: $\mathrm{KEY}$ – INTEGERInput

On entry: indicates which integral is to be computed.
 ${\mathbf{KEY}}=1$
 $w\left(x\right)=\mathrm{cos}\left(\omega x\right)$.
 ${\mathbf{KEY}}=2$
 $w\left(x\right)=\mathrm{sin}\left(\omega x\right)$.
Constraint:
${\mathbf{KEY}}=1$ or $2$.
 5: $\mathrm{EPSABS}$ – REAL (KIND=nag_wp)Input

On entry: the absolute accuracy required. If
EPSABS is negative, the absolute value is used. See
Section 7.
 6: $\mathrm{RESULT}$ – REAL (KIND=nag_wp)Output

On exit: the approximation to the integral $I$.
 7: $\mathrm{ABSERR}$ – REAL (KIND=nag_wp)Output

On exit: an estimate of the modulus of the absolute error, which should be an upper bound for $\leftI{\mathbf{RESULT}}\right$.
 8: $\mathrm{LIMLST}$ – INTEGERInput

On entry: an upper bound on the number of intervals ${C}_{k}$ needed for the integration.
Suggested value:
${\mathbf{LIMLST}}=50$ is adequate for most problems.
Constraint:
${\mathbf{LIMLST}}\ge 3$.
 9: $\mathrm{LST}$ – INTEGEROutput

On exit: the number of intervals ${C}_{k}$ actually used for the integration.
 10: $\mathrm{ERLST}\left({\mathbf{LIMLST}}\right)$ – REAL (KIND=nag_wp) arrayOutput

On exit: ${\mathbf{ERLST}}\left(\mathit{k}\right)$ contains the error estimate corresponding to the integral contribution over the interval ${C}_{\mathit{k}}$, for $\mathit{k}=1,2,\dots ,{\mathbf{LST}}$.
 11: $\mathrm{RSLST}\left({\mathbf{LIMLST}}\right)$ – REAL (KIND=nag_wp) arrayOutput

On exit: ${\mathbf{RSLST}}\left(\mathit{k}\right)$ contains the integral contribution over the interval ${C}_{\mathit{k}}$, for $\mathit{k}=1,2,\dots ,{\mathbf{LST}}$.
 12: $\mathrm{IERLST}\left({\mathbf{LIMLST}}\right)$ – INTEGER arrayOutput

On exit:
${\mathbf{IERLST}}\left(\mathit{k}\right)$ contains the error flag corresponding to
${\mathbf{RSLST}}\left(\mathit{k}\right)$, for
$\mathit{k}=1,2,\dots ,{\mathbf{LST}}$. See
Section 6.
 13: $\mathrm{W}\left({\mathbf{LW}}\right)$ – REAL (KIND=nag_wp) arrayWorkspace
 14: $\mathrm{LW}$ – INTEGERInput

On entry: the dimension of the array
W as declared in the (sub)program from which D01ASF is called. The value of
LW (together with that of
LIW) imposes a bound on the number of subintervals into which each interval
${C}_{k}$ may be divided by the routine. The number of subintervals cannot exceed
${\mathbf{LW}}/4$. The more difficult the integrand, the larger
LW should be.
Suggested value:
a value in the range $800$ to $2000$ is adequate for most problems.
Constraint:
${\mathbf{LW}}\ge 4$.
 15: $\mathrm{IW}\left({\mathbf{LIW}}\right)$ – INTEGER arrayOutput

On exit: ${\mathbf{IW}}\left(1\right)$ contains the maximum number of subintervals actually used for integrating over any of the intervals ${C}_{k}$. The rest of the array is used as workspace.
 16: $\mathrm{LIW}$ – INTEGERInput

On entry: the dimension of the array
IW as declared in the (sub)program from which D01ASF is called. The number of subintervals into which each interval
${C}_{k}$ may be divided cannot exceed
${\mathbf{LIW}}/2$.
Suggested value:
${\mathbf{LIW}}={\mathbf{LW}}/2$.
Constraint:
${\mathbf{LIW}}\ge 2$.
 17: $\mathrm{IFAIL}$ – INTEGERInput/Output

On entry:
IFAIL must be set to
$0$,
$1\text{ or}1$. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
$1\text{ or}1$ is recommended. If the output of error messages is undesirable, then the value
$1$ is recommended. Otherwise, because for this routine the values of the output arguments may be useful even if
${\mathbf{IFAIL}}\ne {\mathbf{0}}$ on exit, the recommended value is
$1$.
When the value $\mathbf{1}\text{ or}1$ is used it is essential to test the value of IFAIL on exit.
On exit:
${\mathbf{IFAIL}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
${\mathbf{IFAIL}}=0$ or
$1$, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Note: D01ASF may return useful information for one or more of the following detected errors or warnings.
Errors or warnings detected by the routine:
 ${\mathbf{IFAIL}}=1$

The maximum number of subdivisions allowed with the given workspace has been reached without the accuracy requirements being achieved. Look at the integrand in order to determine the integration difficulties. If the position of a local difficulty within the interval can be determined (e.g., a singularity of the integrand or its derivative, a peak, a discontinuity, etc.) you will probably gain from splitting up the interval at this point and calling D01ASF on the infinite subrange and an appropriate integrator on the finite subrange. Alternatively, consider relaxing the accuracy requirements specified by
EPSABS or increasing the amount of workspace.
 ${\mathbf{IFAIL}}=2$

Roundoff error prevents the requested tolerance from being achieved. Consider requesting less accuracy.
 ${\mathbf{IFAIL}}=3$

Extremely bad local integrand behaviour causes a very strong subdivision around one (or more) points of the interval. The same advice applies as in the case of ${\mathbf{IFAIL}}={\mathbf{1}}$.
 ${\mathbf{IFAIL}}=4$

The requested tolerance cannot be achieved because the extrapolation does not increase the accuracy satisfactorily; the returned result is the best which can be obtained. The same advice applies as in the case of ${\mathbf{IFAIL}}={\mathbf{1}}$.
Look at the integrand in order to determine the integration difficulties. If the position of a local difficulty within the interval can be determined (e.g., a singularity of the integrand or its derivative, a peak, a discontinuity etc.) you will probably gain from splitting up the interval at this point and calling D01ASF on the infinite subrange and an appropriate integrator on the finite subrange. Alternatively, consider relaxing the accuracy requirements specified by
EPSABS or increasing the amount of workspace.
Please note that divergence can occur with any nonzero value of
IFAIL.
 ${\mathbf{IFAIL}}=5$

The integral is probably divergent, or slowly convergent. Please note that divergence can occur with any nonzero value of
IFAIL.
 ${\mathbf{IFAIL}}=6$

On entry,  ${\mathbf{KEY}}\ne 1$ or $2$, 
or  ${\mathbf{LIMLST}}<3$. 
 ${\mathbf{IFAIL}}=7$

Bad integration behaviour occurs within one or more of the intervals
${C}_{k}$. Location and type of the difficulty involved can be determined from the vector
IERLST.
 ${\mathbf{IFAIL}}=8$

Maximum number of intervals
${C}_{k}$ (
$\text{}={\mathbf{LIMLST}}$) allowed has been achieved. Increase the value of
LIMLST to allow more cycles.
 ${\mathbf{IFAIL}}=9$

The extrapolation table constructed for convergence acceleration of the series formed by the integral contribution over the intervals ${C}_{k}$, does not converge to the required accuracy.
 ${\mathbf{IFAIL}}=10$

On entry,  ${\mathbf{LW}}<4$, 
or  ${\mathbf{LIW}}<2$. 
 ${\mathbf{IFAIL}}=99$
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.9 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{IFAIL}}=399$
Your licence key may have expired or may not have been installed correctly.
See
Section 3.8 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{IFAIL}}=999$
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation for further information.
In the cases
${\mathbf{IFAIL}}={\mathbf{7}}$,
${\mathbf{8}}$ or
${\mathbf{9}}$, additional information about the cause of the error can be obtained from the array
IERLST, as follows:
 ${\mathbf{IERLST}}\left(k\right)=1$
 The maximum number of $\text{subdivisions}=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({\mathbf{LW}}/4,{\mathbf{LIW}}/2\right)$ has been achieved on the $k$th interval.
 ${\mathbf{IERLST}}\left(k\right)=2$
 Occurrence of roundoff error is detected and prevents the tolerance imposed on the $k$th interval from being achieved.
 ${\mathbf{IERLST}}\left(k\right)=3$
 Extremely bad integrand behaviour occurs at some points of the $k$th interval.
 ${\mathbf{IERLST}}\left(k\right)=4$
 The integration procedure over the $k$th interval does not converge (to within the required accuracy) due to roundoff in the extrapolation procedure invoked on this interval. It is assumed that the result on this interval is the best which can be obtained.
 ${\mathbf{IERLST}}\left(k\right)=5$
 The integral over the $k$th interval is probably divergent or slowly convergent. It must be noted that divergence can occur with any other value of ${\mathbf{IERLST}}\left(k\right)$.
7 Accuracy
D01ASF cannot guarantee, but in practice usually achieves, the following accuracy:
where
EPSABS is the userspecified absolute error tolerance. Moreover, it returns the quantity
ABSERR, which, in normal circumstances, satisfies
8 Parallelism and Performance
D01ASF is not threaded in any implementation.
None.
10 Example
10.1 Program Text
Program Text (d01asfe.f90)
10.2 Program Data
None.
10.3 Program Results
Program Results (d01asfe.r)