{
Numerical integration
author: Nikolai Shokhirev http://www.shokhirev.com/nikolai.html)
created: 2002.02.02
last modified: 2004.12.24
ŠNikolai V. Shokhirev, 2001-2004 }
unit uIntegrals;

interface

uses
  uMatTypes;

{
  Pascal version by Nikolai V. Shokhirev                                   
PURPOSE:
  Estimate the integral of FUN(X) from A to B to a user provided tolerance.
  This is an automatic adaptive routine based on the 8-panel Newton-Cotes rule.
Ref.
  George E. Forsythe, Michael A. Malcolm, and Cleve B. Moler. 
  "Computer Methods for Mathematical Computations". Prentice-Hall, 1977.
INPUT:
  a - lower limit of integration
  b - upper limit of integration
  abserr - absolute error tolerance (>0)
  relerr - relative error tolerance (>0)
OUTPUT:
  result - approx. value of integral
  errest - estimate of actual error
  nofun  - no. of function evaluations
  flag   - reliability indicator. ( = 0 is O.K.)   }
procedure Quanc8(Fun: TFloatFunction1D; const a, b, abserr, relerr: TFloat;
                            var result, errest, flag: TFloat; var nofun: TInt);

implementation

uses
  math;


initialization

end.

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