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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
RRP £24.95 ($39.95)

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16.12 Examples

The integrator QAGS will handle a large class of definite integrals. For example, consider the following integral, which has an algebraic-logarithmic singularity at the origin,

\int_0^1 x^{-1/2} log(x) dx = -4

The program below computes this integral to a relative accuracy bound of 1e-7.

#include <stdio.h>
#include <math.h>
#include <gsl/gsl_integration.h>

double f (double x, void * params) {
  double alpha = *(double *) params;
  double f = log(alpha*x) / sqrt(x);
  return f;

main (void)
  gsl_integration_workspace * w 
    = gsl_integration_workspace_alloc (1000);
  double result, error;
  double expected = -4.0;
  double alpha = 1.0;

  gsl_function F;
  F.function = &f;
  F.params = &alpha;

  gsl_integration_qags (&F, 0, 1, 0, 1e-7, 1000,
                        w, &result, &error); 

  printf ("result          = % .18f\n", result);
  printf ("exact result    = % .18f\n", expected);
  printf ("estimated error = % .18f\n", error);
  printf ("actual error    = % .18f\n", result - expected);
  printf ("intervals =  %d\n", w->size);

  gsl_integration_workspace_free (w);

  return 0;

The results below show that the desired accuracy is achieved after 8 subdivisions.

$ ./a.out 
result          = -3.999999999999973799
exact result    = -4.000000000000000000
estimated error =  0.000000000000246025
actual error    =  0.000000000000026201
intervals =  8

In fact, the extrapolation procedure used by QAGS produces an accuracy of almost twice as many digits. The error estimate returned by the extrapolation procedure is larger than the actual error, giving a margin of safety of one order of magnitude.

ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition