intde

I = integral of f(x) over (a,b)

void

intde

(

Real

Func

)

(

Func f

Real a

Real b

Real* aw

Real* i

Real* err

)

Parameters

aw Real*: points and weights of the quadrature formula, aw[0...lenaw-1]
f Func: integrand f(x)
a Real: lower limit of integration
b Real: upper limit of integration
i Real*: approximation to the integral
err Real*: estimate of the absolute error
Remarks: <pre> initial parameters lenaw > 1000, IEEE double :

auto aw = new real[8000];
intdeini(aw.length, tiny, eps, aw.ptr);  // initialization of aw
...
intde(f, a, b, aw.ptr, &i, &err);