adaptlob.c File Reference

Adaptive Lobatto quadrature. More...

#include <stdlib.h>
#include <stdio.h>
#include <math.h>

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Defines
#define	MACHINE_PRECISION   2.2204e-16
#define	ALPHA   0.816496580927726
#define	BETA   0.447213595499958
Functions
float	AdaptLob (float(*f)(float, const void *), float a, float b, float Tol, const void *Param)
	Adaptive Lobatto quadrature.

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Detailed Description

Adaptive Lobatto quadrature.

Author:

Pascal Getreuer <getreuer@gmail.com>

Copyright (c) 2010-2011, Pascal Getreuer All rights reserved.

This program is free software: you can use, modify and/or redistribute it under the terms of the simplified BSD License. You should have received a copy of this license along this program. If not, see <http://www.opensource.org/licenses/bsd-license.html>.

Definition in file adaptlob.c.

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Define Documentation

#define ALPHA   0.816496580927726

Definition at line 22 of file adaptlob.c.

#define BETA   0.447213595499958

Definition at line 23 of file adaptlob.c.

#define MACHINE_PRECISION   2.2204e-16

Definition at line 20 of file adaptlob.c.

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Function Documentation

float AdaptLob	(	float(*)(float, const void *)	f,
		float	a,
		float	b,
		float	Tol,
		const void *	Param
	)

Adaptive Lobatto quadrature.

Parameters:

f	integrand
a,b	integration interval
Tol	absolute error tolerance
Param	parameter to pass to f

Based on W. Gander and W. Gautschi, "Adaptive Quadrature Revisited", 1998, the algorithm used by MATLAB's quadl function.

Definition at line 43 of file adaptlob.c.

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