INTLIB - 1-dimensional quadrature

INTLIB contains some routines for estimating integrals. The integrand may be available as a function F(X), or as data at equally spaced or unequally spaced points.

Reference:

Philip Davis and Philip Rabinowitz,
Methods of Numerical Integration,
Blaisdell Publishing, 1967.

Files you may copy include:

• intlib.f90, the source code.
• intlib_prb.f90, a sample problem.
• intlib_prb.out, sample problem output.

The list of routines includes:

• AVINT estimates the integral of unevenly spaced data.
• CADRE estimates the integral of F(X) from A to B.
• CHINSP estimates an integral using a modified Clenshaw-Curtis scheme.
• CLASS sets recurrence coeeficients for various orthogonal polynomials.
• CSPINT estimates the integral of a tabulated function.
• CUBINT approximates an integral using cubic interpolation of data.
• FILON_COS uses Filon's method on integrals with a cosine factor.
• FILON_SIN uses Filon's method on integrals with a sine factor.
• GAMMA calculates the Gamma function for a real argument X.
• GAUS8 estimates the integral of a function.
• GAUSQ2 finds the eigenvalues of a symmetric tridiagonal matrix.
• GAUSSQ computes a Gauss quadrature rule.
• HIORDQ approximates the integral of a function using equally spaced data.
• I1MACH returns integer machine constants.
• IRATEX estimates the integral of a function.
• PI returns the value of pi.
• PLINT approximates the integral of unequally spaced data.
• QNC79 approximates the integral of F(X) using Newton-Cotes quadrature.
• QUAD approximates the integral of F(X) by Romberg integration.
• R_SWAP swaps two real values.
• R1MACH returns single precision machine constants.
• RMINSP approximates the integral of a function using Romberg integration.
• RVEC_EVEN returns N real values, evenly spaced between ALO and AHI.
• SIMP approximates the integral of a function using an adaptive Simpson's rule.
• SIMPNE approximates the integral of unevenly spaced data.
• SIMPSN approximates the integral of evenly spaced data.
• SOLVE solves a special linear system.
• TIMESTAMP prints the current YMDHMS date as a time stamp.
• WEDINT uses Weddle's rule to integrate data at equally spaced points.

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