qelg.f

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      subroutine qelg(n,epstab,result,abserr,res3la,nres)
c***begin prologue  qelg
c***refer to  qagie,qagoe,qagpe,qagse
c***routines called  r1mach
c***revision date  830518   (yymmdd)
c***keywords  epsilon algorithm, convergence acceleration,
c             extrapolation
c***author  piessens,robert,appl. math. & progr. div. - k.u.leuven
c           de doncker,elise,appl. math & progr. div. - k.u.leuven
c***purpose  the routine determines the limit of a given sequence of
c            approximations, by means of the epsilon algorithm of
c            p. wynn. an estimate of the absolute error is also given.
c            the condensed epsilon table is computed. only those
c            elements needed for the computation of the next diagonal
c            are preserved.
c***description
c
c           epsilon algorithm
c           standard fortran subroutine
c           real version
c
c           parameters
c              n      - integer
c                       epstab(n) contains the new element in the
c                       first column of the epsilon table.
c
c              epstab - real
c                       vector of dimension 52 containing the elements
c                       of the two lower diagonals of the triangular
c                       epsilon table. the elements are numbered
c                       starting at the right-hand corner of the
c                       triangle.
c
c              result - real
c                       resulting approximation to the integral
c
c              abserr - real
c                       estimate of the absolute error computed from
c                       result and the 3 previous results
c
c              res3la - real
c                       vector of dimension 3 containing the last 3
c                       results
c
c              nres   - integer
c                       number of calls to the routine
c                       (should be zero at first call)
c
c***end prologue  qelg
c
      real abserr,delta1,delta2,delta3,r1mach,
     *  epmach,epsinf,epstab,error,err1,err2,err3,e0,e1,e1abs,e2,e3,
     *  oflow,res,result,res3la,ss,tol1,tol2,tol3
      integer i,ib,ib2,ie,indx,k1,k2,k3,limexp,n,newelm,nres,num
      dimension epstab(52),res3la(3)
c
c           list of major variables
c           -----------------------
c
c           e0     - the 4 elements on which the
c           e1       computation of a new element in
c           e2       the epsilon table is based
c           e3                 e0
c                        e3    e1    new
c                              e2
c           newelm - number of elements to be computed in the new
c                    diagonal
c           error  - error = abs(e1-e0)+abs(e2-e1)+abs(new-e2)
c           result - the element in the new diagonal with least value
c                    of error
c
c           machine dependent constants
c           ---------------------------
c
c           epmach is the largest relative spacing.
c           oflow is the largest positive magnitude.
c           limexp is the maximum number of elements the epsilon
c           table can contain. if this number is reached, the upper
c           diagonal of the epsilon table is deleted.
c
c***first executable statement  qelg
      epmach = r1mach(4)
      oflow = r1mach(2)
      nres = nres+1
      abserr = oflow
      result = epstab(n)
      if(n.lt.3) go to 100
      limexp = 50
      epstab(n+2) = epstab(n)
      newelm = (n-1)/2
      epstab(n) = oflow
      num = n
      k1 = n
      do 40 i = 1,newelm
        k2 = k1-1
        k3 = k1-2
        res = epstab(k1+2)
        e0 = epstab(k3)
        e1 = epstab(k2)
        e2 = res
        e1abs = abs(e1)
        delta2 = e2-e1
        err2 = abs(delta2)
        tol2 = amax1(abs(e2),e1abs)*epmach
        delta3 = e1-e0
        err3 = abs(delta3)
        tol3 = amax1(e1abs,abs(e0))*epmach
        if(err2.gt.tol2.or.err3.gt.tol3) go to 10
c
c           if e0, e1 and e2 are equal to within machine
c           accuracy, convergence is assumed.
c           result = e2
c           abserr = abs(e1-e0)+abs(e2-e1)
c
        result = res
        abserr = err2+err3
c ***jump out of do-loop
        go to 100
   10   e3 = epstab(k1)
        epstab(k1) = e1
        delta1 = e1-e3
        err1 = abs(delta1)
        tol1 = amax1(e1abs,abs(e3))*epmach
c
c           if two elements are very close to each other, omit
c           a part of the table by adjusting the value of n
c
        if(err1.le.tol1.or.err2.le.tol2.or.err3.le.tol3) go to 20
        ss = 0.1e+01/delta1+0.1e+01/delta2-0.1e+01/delta3
        epsinf = abs(ss*e1)
c
c           test to detect irregular behaviour in the table, and
c           eventually omit a part of the table adjusting the value
c           of n.
c
        if(epsinf.gt.0.1e-03) go to 30
   20   n = i+i-1
c ***jump out of do-loop
        go to 50
c
c           compute a new element and eventually adjust
c           the value of result.
c
   30   res = e1+0.1e+01/ss
        epstab(k1) = res
        k1 = k1-2
        error = err2+abs(res-e2)+err3
        if(error.gt.abserr) go to 40
        abserr = error
        result = res
   40 continue
c
c           shift the table.
c
   50 if(n.eq.limexp) n = 2*(limexp/2)-1
      ib = 1
      if((num/2)*2.eq.num) ib = 2
      ie = newelm+1
      do 60 i=1,ie
        ib2 = ib+2
        epstab(ib) = epstab(ib2)
        ib = ib2
   60 continue
      if(num.eq.n) go to 80
      indx = num-n+1
      do 70 i = 1,n
        epstab(i)= epstab(indx)
        indx = indx+1
   70 continue
   80 if(nres.ge.4) go to 90
      res3la(nres) = result
      abserr = oflow
      go to 100
c
c           compute error estimate
c
   90 abserr = abs(result-res3la(3))+abs(result-res3la(2))
     *  +abs(result-res3la(1))
      res3la(1) = res3la(2)
      res3la(2) = res3la(3)
      res3la(3) = result
  100 abserr = amax1(abserr,0.5e+01*epmach*abs(result))
      return
      end