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) |

## 16.4 QAGS adaptive integration with singularities

The presence of an integrable singularity in the integration region causes an adaptive routine to concentrate new subintervals around the singularity. As the subintervals decrease in size the successive approximations to the integral converge in a limiting fashion. This approach to the limit can be accelerated using an extrapolation procedure. The QAGS algorithm combines adaptive bisection with the Wynn epsilon-algorithm to speed up the integration of many types of integrable singularities.

__Function:__int**gsl_integration_qags***(const gsl_function **`f`, double`a`, double`b`, double`epsabs`, double`epsrel`, size_t`limit`, gsl_integration_workspace *`workspace`, double *`result`, double *`abserr`)- This function applies the Gauss-Kronrod 21-point integration rule
adaptively until an estimate of the integral of f over
(a,b) is achieved within the desired absolute and relative error
limits,
`epsabs`and`epsrel`. The results are extrapolated using the epsilon-algorithm, which accelerates the convergence of the integral in the presence of discontinuities and integrable singularities. The function returns the final approximation from the extrapolation,`result`, and an estimate of the absolute error,`abserr`. The subintervals and their results are stored in the memory provided by`workspace`. The maximum number of subintervals is given by`limit`, which may not exceed the allocated size of the workspace.

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