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Chapter Introduction
NAG Toolbox

NAG Toolbox: nag_quad_1d_gen_vec_multi_dimreq (d01rc)

Purpose

The dimension of the arrays that must be passed as actual arguments to nag_quad_1d_gen_vec_multi_rcomm (d01ra) are dependent upon a number of factors. nag_quad_1d_gen_vec_multi_dimreq (d01rc) returns the correct size of these arrays enabling nag_quad_1d_gen_vec_multi_rcomm (d01ra) to be called successfully.

Syntax

[lenxrq, ldfmrq, sdfmrq, licmin, licmax, lcmin, lcmax, ifail] = d01rc(ni, iopts, opts)
[lenxrq, ldfmrq, sdfmrq, licmin, licmax, lcmin, lcmax, ifail] = nag_quad_1d_gen_vec_multi_dimreq(ni, iopts, opts)

Description

nag_quad_1d_gen_vec_multi_dimreq (d01rc) returns the minimum dimension of the arrays x, fm, icom and com that must be passed to nag_quad_1d_gen_vec_multi_rcomm (d01ra) to enable the integration to commence given options currently set for the ni integrands. nag_quad_1d_gen_vec_multi_dimreq (d01rc) also returns the upper bounds licmaxlicmax and lcmaxlcmax for the dimension of the arrays icom and com, that could possibly be required with the chosen options.
All the minimum values lenxrqlenxrq, ldfmrqldfmrq, sdfmrqsdfmrq, licminlicmin and lcminlcmin, and subsequently all the maximum values licmaxlicmax and lcmaxlcmax may be affected if different options are set, and hence nag_quad_1d_gen_vec_multi_dimreq (d01rc) should be called after any options are set, and before the first call to nag_quad_1d_gen_vec_multi_rcomm (d01ra).
A segment is here defined as a (possibly maximal) subset of the domain of integration. During subdivision, a segment is bisected into two new segments.

References

None.

Parameters

Compulsory Input Parameters

1:     ni – int64int32nag_int scalar
nini, the number of integrals which will be approximated in the subsequent call to nag_quad_1d_gen_vec_multi_rcomm (d01ra).
Constraint: ni > 0ni>0.
2:     iopts(100100) – int64int32nag_int array
The integer option array as returned by nag_quad_opt_set (d01zk).
Constraint: iopts must not be changed between calls to nag_quad_opt_set (d01zk), nag_quad_opt_get (d01zl), nag_quad_1d_gen_vec_multi_dimreq (d01rc) and nag_quad_1d_gen_vec_multi_rcomm (d01ra).
3:     opts(100100) – double array
The real option array as returned by nag_quad_opt_set (d01zk).
Constraint: opts must not be changed between calls to nag_quad_opt_set (d01zk), nag_quad_opt_get (d01zl), nag_quad_1d_gen_vec_multi_dimreq (d01rc) and nag_quad_1d_gen_vec_multi_rcomm (d01ra).

Optional Input Parameters

None.

Input Parameters Omitted from the MATLAB Interface

None.

Output Parameters

1:     lenxrq – int64int32nag_int scalar
lenxrqlenxrq, the minimum dimension of the array x that can be used in a subsequent call to nag_quad_1d_gen_vec_multi_rcomm (d01ra).
2:     ldfmrq – int64int32nag_int scalar
ldfmrqldfmrq, the minimum leading dimension of the array fm that can be used in a subsequent call to nag_quad_1d_gen_vec_multi_rcomm (d01ra).
3:     sdfmrq – int64int32nag_int scalar
sdfmrqsdfmrq, the minimum second dimension of the array fm that can be used in a subsequent call to nag_quad_1d_gen_vec_multi_rcomm (d01ra).
Note: the minimum dimension of the array fm is ldfmrq × sdfmrqldfmrq×sdfmrq.
4:     licmin – int64int32nag_int scalar
licminlicmin, the minimum dimension of the array icom that must be passed to nag_quad_1d_gen_vec_multi_rcomm (d01ra) to enable it to calculate a single approximation to all the nini integrals over the interval [a,b][a,b] with spri spri initial segments.
5:     licmax – int64int32nag_int scalar
licmaxlicmax the dimension of the array icom that must be passed to nag_quad_1d_gen_vec_multi_rcomm (d01ra) to enable it to exhaust the adaptive process controlled by the currently set options for the nini integrals over the interval [a,b][a,b] with spri spri initial segments.
6:     lcmin – int64int32nag_int scalar
lcminlcmin, the minimum dimension of the array com that must be passed to nag_quad_1d_gen_vec_multi_rcomm (d01ra) to enable it to calculate a single approximation to all the nini integrals over the interval [a,b][a,b] with spri spri initial segments.
7:     lcmax – int64int32nag_int scalar
lcmaxlcmax, the dimension of the array com that must be passed to nag_quad_1d_gen_vec_multi_rcomm (d01ra) to enable it to exhaust the adaptive process controlled by the currently set options for the nini integrals over the interval [a,b][a,b] with spri spri initial segments.
8:     ifail – int64int32nag_int scalar
ifail = 0ifail=0 unless the function detects an error (see [Error Indicators and Warnings]).

Error Indicators and Warnings

Errors or warnings detected by the function:
  ifail = 21ifail=21
Constraint: ni > 0ni>0.
  ifail = 1001ifail=1001
One of the option arrays iopts or opts has become corrupted. Re-initialize the arrays using nag_quad_opt_set (d01zk).

Accuracy

Not applicable.

Further Comments

None.

Example

function nag_quad_1d_gen_vec_multi_dimreq_example

  % Setup phase.

  % set problem parameters
  ni = int64(2);
  nx = int64(0);
  % lower (a) and upper (b) bounds
  a = 0;
  b = pi;
  iopts = zeros(100, 1, 'int64');
  opts  = zeros(100, 1);

  % initialize option arrays
  [iopts, opts, ifail] = nag_quad_opt_set('Initialize = nag_quad_1d_gen_vec_multi_rcomm', iopts, opts);

  % set any non-default options required
  [iopts, opts, ifail] = nag_quad_opt_set('Quadrature Rule = gk41', iopts, opts);
  [iopts, opts, ifail] = nag_quad_opt_set('Absolute Tolerance = 1.0e-7', iopts, opts);
  [iopts, opts, ifail] = nag_quad_opt_set('Relative Tolerance = 1.0e-7', iopts, opts);

  % determine maximum required array lengths
  [lenxrq, ldfmrq, sdfmrq, licmin, licmax, lcmin, lcmax, ifail] = ...
        nag_quad_1d_gen_vec_multi_dimreq(ni, iopts, opts);

  % allocate remaining arrays
  needi  = zeros(ni, 1, 'int64');
  comm   = zeros(lcmax, 1);
  icomm  = zeros(licmax, 1, 'int64');
  fm     = zeros(ldfmrq, sdfmrq);
  dinest = zeros(ni, 1);
  errest = zeros(ni, 1);
  x      = zeros(1, lenxrq);

  % Solve phase.

  % Use nag_quad_1d_gen_vec_multi_rcomm to evaluate the definate integrals of:
  %   f_1 = (x*sin(2*x))*cos(15*x)
  %   f_2 = (x*sin(2*x))*(x*cos(50*x))

  % set initial irevcm
  irevcm = int64(1);

  while irevcm ~= 0
    [irevcm, sid, needi, x, nx, dinest, errest, icomm, comm, ifail] = ...
      nag_quad_1d_gen_vec_multi_rcomm(irevcm, a, b, needi, x, nx, fm, dinest, errest, ...
            iopts, opts, icomm, comm);

    switch irevcm
      case 11
        % Initial returns.
        % These will occur during the non-adaptive phase.
        % All values must be supplied.
        % dinest and errest do not contain approximations
        % over the complete interval at this stage.

        % Calculate x*sin(2*x), storing the result in fm(2,1:nx) for re-use.
        fm(2, :) = x.*sin(2*x);

        % Calculate f_1
        fm(1, :) = fm(2, :).*cos(15*x);

        % Calculate f_2
        fm(2, :) = fm(2, :).*x.*cos(50*x);
      case 12
        % Intermediate returns.
        % These will occur during the adaptive phase.
        % All requested values must be supplied.
        % dinest and errest do not contain approximations
        % over the complete interval at this stage.

        % Calculate x*sin(2*x).
        fm(2, :) = x.*sin(2*x);

        % Calculate f_1 if required
        if needi(1) == 1
          fm(1, :) = fm(2, :).*cos(15*x);
        end

        % Complete f_2 calculation if required.
        if needi(2) == 1
          fm(2, :) = fm(2, :).*x.*cos(50*x);
        end
      case 0
        % Final return
    end
  end

  % query some currently set options and statistics.
  [ivalue, rvalue, cvalue, optype, ifail] = nag_quad_opt_get('Quadrature rule', iopts, opts);
  display_option('Quadrature rule',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = nag_quad_opt_get('Maximum Subdivisions', iopts, opts);
  display_option('Maximum Subdivisions',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = nag_quad_opt_get('Extrapolation', iopts, opts);
  display_option('Extrapolation',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = nag_quad_opt_get('Extrapolation Safeguard', iopts, opts);
  display_option('Extrapolation Safeguard',optype,ivalue,rvalue,cvalue);

  % print solution
  fprintf('\nIntegral |  needi  |   dinest   |   errest   \n');
  for j=1:ni
    fprintf('%9d %9d %12.4e %12.4e\n', j, needi(j), dinest(j), errest(j));
  end


function [dinest, errest, user] = monit(ni, ns, dinest, errest, fcount, ...
                                        sinfoi, evals, ldi, sinfor, fs, ...
                                        es, ldr, user)
  % Display information on individual segments
  fprintf('\nInformation on splitting and evaluations over subregions.\n');
  for k=1:ns
    sid = sinfoi(1,k);
    parent = sinfoi(2,k);
    child1 = sinfoi(3,k);
    child2 = sinfoi(4,k);
    level = sinfoi(5,k);
    lbnd = sinfor(1,k);
    ubnd = sinfor(2,k);
    fprintf('\nSegment %3d Sid = %3d Parent = %3d Level = %3d.\n', k, sid, parent, level);
    if (child1>0)
      fprintf('Children = (%3d, %3d)\n', child1, child2);
    end
    fprintf('Bounds (%11.4e, %11.4e)\n', lbnd, ubnd);
    for j = 1:ni
      if (evals(j,k) ~= 0)
        fprintf('Integral %2d approximation %11.4e\n', j, fs(j,k));
        fprintf('Integral %2d error estimate %11.4e\n', j, es(j,k));
        if (evals(j,k) ~= 1)
          fprintf('Integral %2d evaluation has been superseded by descendants.\n', j);
        end
      end
    end
  end
function display_option(optstr,optype,ivalue,rvalue,cvalue)
  % Query optype and print the appropriate option values

  switch optype
    case 1
      fprintf('%30s: %13d\n', optstr, ivalue);
    case 2
      fprintf('%30s: %13.4e\n', optstr, rvalue);
    case 3
      fprintf('%30s: %16s\n', optstr, cvalue);
    case 4
      fprintf('%30s: %3d  %16s\n', optstr, ivalue, cvalue);
    case 5
      fprintf('%30s: %14.4e  %16s\n', optstr, rvalue, cvalue);
  end
 
               Quadrature rule: GK41                            
          Maximum Subdivisions:            50
                 Extrapolation: ON                              
       Extrapolation Safeguard:    1.0000e-12

Integral |  needi  |   dinest   |   errest   
        1         0  -2.8431e-02   1.1234e-14
        2         0   7.9083e-03   2.6600e-09

function d01rc_example

  % Setup phase.

  % set problem parameters
  ni = int64(2);
  nx = int64(0);
  % lower (a) and upper (b) bounds
  a = 0;
  b = pi;
  iopts = zeros(100, 1, 'int64');
  opts  = zeros(100, 1);

  % initialize option arrays
  [iopts, opts, ifail] = d01zk('Initialize = d01ra', iopts, opts);

  % set any non-default options required
  [iopts, opts, ifail] = d01zk('Quadrature Rule = gk41', iopts, opts);
  [iopts, opts, ifail] = d01zk('Absolute Tolerance = 1.0e-7', iopts, opts);
  [iopts, opts, ifail] = d01zk('Relative Tolerance = 1.0e-7', iopts, opts);

  % determine maximum required array lengths
  [lenxrq, ldfmrq, sdfmrq, licmin, licmax, lcmin, lcmax, ifail] = ...
        d01rc(ni, iopts, opts);

  % allocate remaining arrays
  needi  = zeros(ni, 1, 'int64');
  comm   = zeros(lcmax, 1);
  icomm  = zeros(licmax, 1, 'int64');
  fm     = zeros(ldfmrq, sdfmrq);
  dinest = zeros(ni, 1);
  errest = zeros(ni, 1);
  x      = zeros(1, lenxrq);

  % Solve phase.

  % Use d01ra to evaluate the definate integrals of:
  %   f_1 = (x*sin(2*x))*cos(15*x)
  %   f_2 = (x*sin(2*x))*(x*cos(50*x))

  % set initial irevcm
  irevcm = int64(1);

  while irevcm ~= 0
    [irevcm, sid, needi, x, nx, dinest, errest, icomm, comm, ifail] = ...
      d01ra(irevcm, a, b, needi, x, nx, fm, dinest, errest, ...
            iopts, opts, icomm, comm);

    switch irevcm
      case 11
        % Initial returns.
        % These will occur during the non-adaptive phase.
        % All values must be supplied.
        % dinest and errest do not contain approximations
        % over the complete interval at this stage.

        % Calculate x*sin(2*x), storing the result in fm(2,1:nx) for re-use.
        fm(2, :) = x.*sin(2*x);

        % Calculate f_1
        fm(1, :) = fm(2, :).*cos(15*x);

        % Calculate f_2
        fm(2, :) = fm(2, :).*x.*cos(50*x);
      case 12
        % Intermediate returns.
        % These will occur during the adaptive phase.
        % All requested values must be supplied.
        % dinest and errest do not contain approximations
        % over the complete interval at this stage.

        % Calculate x*sin(2*x).
        fm(2, :) = x.*sin(2*x);

        % Calculate f_1 if required
        if needi(1) == 1
          fm(1, :) = fm(2, :).*cos(15*x);
        end

        % Complete f_2 calculation if required.
        if needi(2) == 1
          fm(2, :) = fm(2, :).*x.*cos(50*x);
        end
      case 0
        % Final return
    end
  end

  % query some currently set options and statistics.
  [ivalue, rvalue, cvalue, optype, ifail] = d01zl('Quadrature rule', iopts, opts);
  display_option('Quadrature rule',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = d01zl('Maximum Subdivisions', iopts, opts);
  display_option('Maximum Subdivisions',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = d01zl('Extrapolation', iopts, opts);
  display_option('Extrapolation',optype,ivalue,rvalue,cvalue);
  [ivalue, rvalue, cvalue, optype, ifail] = d01zl('Extrapolation Safeguard', iopts, opts);
  display_option('Extrapolation Safeguard',optype,ivalue,rvalue,cvalue);

  % print solution
  fprintf('\nIntegral |  needi  |   dinest   |   errest   \n');
  for j=1:ni
    fprintf('%9d %9d %12.4e %12.4e\n', j, needi(j), dinest(j), errest(j));
  end


function [dinest, errest, user] = monit(ni, ns, dinest, errest, fcount, ...
                                        sinfoi, evals, ldi, sinfor, fs, ...
                                        es, ldr, user)
  % Display information on individual segments
  fprintf('\nInformation on splitting and evaluations over subregions.\n');
  for k=1:ns
    sid = sinfoi(1,k);
    parent = sinfoi(2,k);
    child1 = sinfoi(3,k);
    child2 = sinfoi(4,k);
    level = sinfoi(5,k);
    lbnd = sinfor(1,k);
    ubnd = sinfor(2,k);
    fprintf('\nSegment %3d Sid = %3d Parent = %3d Level = %3d.\n', k, sid, parent, level);
    if (child1>0)
      fprintf('Children = (%3d, %3d)\n', child1, child2);
    end
    fprintf('Bounds (%11.4e, %11.4e)\n', lbnd, ubnd);
    for j = 1:ni
      if (evals(j,k) ~= 0)
        fprintf('Integral %2d approximation %11.4e\n', j, fs(j,k));
        fprintf('Integral %2d error estimate %11.4e\n', j, es(j,k));
        if (evals(j,k) ~= 1)
          fprintf('Integral %2d evaluation has been superseded by descendants.\n', j);
        end
      end
    end
  end
function display_option(optstr,optype,ivalue,rvalue,cvalue)
  % Query optype and print the appropriate option values

  switch optype
    case 1
      fprintf('%30s: %13d\n', optstr, ivalue);
    case 2
      fprintf('%30s: %13.4e\n', optstr, rvalue);
    case 3
      fprintf('%30s: %16s\n', optstr, cvalue);
    case 4
      fprintf('%30s: %3d  %16s\n', optstr, ivalue, cvalue);
    case 5
      fprintf('%30s: %14.4e  %16s\n', optstr, rvalue, cvalue);
  end
 
               Quadrature rule: GK41                            
          Maximum Subdivisions:            50
                 Extrapolation: ON                              
       Extrapolation Safeguard:    1.0000e-12

Integral |  needi  |   dinest   |   errest   
        1         0  -2.8431e-02   1.1234e-14
        2         0   7.9083e-03   2.6600e-09


PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
NAG Toolbox

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