intde

Parameters

f Func

integrand f(x)

a Real

lower limit of integration

b Real

upper limit of integration

eps Real

relative error requested

i Real*

approximation to the integral

err Real*

estimate of the absolute error

Remarks: <pre> function f(x) needs to be analytic over (a,b). relative error eps is relative error requested excluding cancellation of significant digits. i.e. eps means : (absolute error) / (integral_a^b |f(x)| dx). eps does not mean : (absolute error) / I. error message err >= 0 : normal termination. err < 0 : abnormal termination (m >= mmax). i.e. convergent error is detected : 1. f(x) or (d/dx)^n f(x) has discontinuous points or sharp peaks over (a,b). you must divide the interval (a,b) at this points. 2. relative error of f(x) is greater than eps. 3. f(x) has oscillatory factor and frequency of the oscillation is very high. </pre>

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