qk21.f

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      subroutine qk21(f,a,b,result,abserr,resabs,resasc,ierr)
c***begin prologue  qk21
c***date written   800101   (yymmdd)
c***revision date  830518   (yymmdd)
c***category no.  h2a1a2
c***keywords  21-point gauss-kronrod rules
c***author  piessens,robert,appl. math. & progr. div. - k.u.leuven
c           de doncker,elise,appl. math. & progr. div. - k.u.leuven
c***purpose  to compute i = integral of f over (a,b), with error
c                           estimate
c                       j = integral of abs(f) over (a,b)
c***description
c
c           integration rules
c           standard fortran subroutine
c           real version
c
c           parameters
c            on entry
c              f      - subroutine f(x,ierr,result) defining the integrand
c                       function f(x). the actual name for f needs to be
c                       declared e x t e r n a l in the driver program.
c
c              a      - real
c                       lower limit of integration
c
c              b      - real
c                       upper limit of integration
c
c            on return
c              result - real
c                       approximation to the integral i
c                       result is computed by applying the 21-point
c                       kronrod rule (resk) obtained by optimal addition
c                       of abscissae to the 10-point gauss rule (resg).
c
c              abserr - real
c                       estimate of the modulus of the absolute error,
c                       which should not exceed abs(i-result)
c
c              resabs - real
c                       approximation to the integral j
c
c              resasc - real
c                       approximation to the integral of abs(f-i/(b-a))
c                       over (a,b)
c
c***references  (none)
c***routines called  r1mach
c***end prologue  qk21
c
      real a,absc,abserr,b,centr,dhlgth,epmach,fc,fsum,fval1,fval2,
     *  fv1,fv2,hlgth,resabs,resg,resk,reskh,result,r1mach,uflow,wg,wgk,
     *  xgk
      integer j,jtw,jtwm1
      external f
c
      dimension fv1(10),fv2(10),wg(5),wgk(11),xgk(11)
c
c           the abscissae and weights are given for the interval (-1,1).
c           because of symmetry only the positive abscissae and their
c           corresponding weights are given.
c
c           xgk    - abscissae of the 21-point kronrod rule
c                    xgk(2), xgk(4), ...  abscissae of the 10-point
c                    gauss rule
c                    xgk(1), xgk(3), ...  abscissae which are optimally
c                    added to the 10-point gauss rule
c
c           wgk    - weights of the 21-point kronrod rule
c
c           wg     - weights of the 10-point gauss rule
c
      data xgk(1),xgk(2),xgk(3),xgk(4),xgk(5),xgk(6),xgk(7),
     *  xgk(8),xgk(9),xgk(10),xgk(11)/
     *         0.9956571630258081e+00,     0.9739065285171717e+00,
     *     0.9301574913557082e+00,     0.8650633666889845e+00,
     *     0.7808177265864169e+00,     0.6794095682990244e+00,
     *     0.5627571346686047e+00,     0.4333953941292472e+00,
     *     0.2943928627014602e+00,     0.1488743389816312e+00,
     *     0.0000000000000000e+00/
c
      data wgk(1),wgk(2),wgk(3),wgk(4),wgk(5),wgk(6),wgk(7),
     *  wgk(8),wgk(9),wgk(10),wgk(11)/
     *     0.1169463886737187e-01,     0.3255816230796473e-01,
     *     0.5475589657435200e-01,     0.7503967481091995e-01,
     *     0.9312545458369761e-01,     0.1093871588022976e+00,
     *     0.1234919762620659e+00,     0.1347092173114733e+00,
     *     0.1427759385770601e+00,     0.1477391049013385e+00,
     *     0.1494455540029169e+00/
c
      data wg(1),wg(2),wg(3),wg(4),wg(5)/
     *     0.6667134430868814e-01,     0.1494513491505806e+00,
     *     0.2190863625159820e+00,     0.2692667193099964e+00,
     *     0.2955242247147529e+00/
c
c
c           list of major variables
c           -----------------------
c
c           centr  - mid point of the interval
c           hlgth  - half-length of the interval
c           absc   - abscissa
c           fval*  - function value
c           resg   - result of the 10-point gauss formula
c           resk   - result of the 21-point kronrod formula
c           reskh  - approximation to the mean value of f over (a,b),
c                    i.e. to i/(b-a)
c
c
c           machine dependent constants
c           ---------------------------
c
c           epmach is the largest relative spacing.
c           uflow is the smallest positive magnitude.
c
c***first executable statement  qk21
      epmach = r1mach(4)
      uflow = r1mach(1)
c
      centr = 0.5e+00*(a+b)
      hlgth = 0.5e+00*(b-a)
      dhlgth = abs(hlgth)
c
c           compute the 21-point kronrod approximation to
c           the integral, and estimate the absolute error.
c
      resg = 0.0e+00
      call f(centr, ierr, fc)
      if (ierr .lt. 0) return
      resk = wgk(11)*fc
      resabs = abs(resk)
      do 10 j=1,5
        jtw = 2*j
        absc = hlgth*xgk(jtw)
        call f(centr-absc,ierr,fval1)
        if (ierr .lt. 0) return
        call f(centr+absc,ierr,fval2)
        if (ierr .lt. 0) return
        fv1(jtw) = fval1
        fv2(jtw) = fval2
        fsum = fval1+fval2
        resg = resg+wg(j)*fsum
        resk = resk+wgk(jtw)*fsum
        resabs = resabs+wgk(jtw)*(abs(fval1)+abs(fval2))
   10 continue
      do 15 j = 1,5
        jtwm1 = 2*j-1
        absc = hlgth*xgk(jtwm1)
        call f(centr-absc,ierr,fval1)
        if (ierr .lt. 0) return
        call f(centr+absc,ierr,fval2)
        if (ierr .lt. 0) return
        fv1(jtwm1) = fval1
        fv2(jtwm1) = fval2
        fsum = fval1+fval2
        resk = resk+wgk(jtwm1)*fsum
        resabs = resabs+wgk(jtwm1)*(abs(fval1)+abs(fval2))
   15 continue
      reskh = resk*0.5e+00
      resasc = wgk(11)*abs(fc-reskh)
      do 20 j=1,10
        resasc = resasc+wgk(j)*(abs(fv1(j)-reskh)+abs(fv2(j)-reskh))
   20 continue
      result = resk*hlgth
      resabs = resabs*dhlgth
      resasc = resasc*dhlgth
      abserr = abs((resk-resg)*hlgth)
      if(resasc.ne.0.0e+00.and.abserr.ne.0.0e+00)
     *  abserr = resasc*amin1(0.1e+01,
     *  (0.2e+03*abserr/resasc)**1.5e+00)
      if(resabs.gt.uflow/(0.5e+02*epmach)) abserr = amax1
     *  ((epmach*0.5e+02)*resabs,abserr)
      return
      end