intdeo

I = integral of f(x) over (a,infinity), f(x) has oscillatory factor :

f(x) = g(x) * sin(omega * x + theta) as x -> infinity

void

intdeo

(

Real

Func

)

(

Func f

Real a

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
omega Real: frequency of oscillation
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];
intdeoini(aw.length, tiny, eps, aw.ptr);  // initialization of aw
...
intdeo(f, a, omega, aw.ptr, &i, &err);