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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
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16.10 QAWF adaptive integration for Fourier integrals

Function: int gsl_integration_qawf (gsl_function * f, const double a, const double epsabs, const size_t limit, gsl_integration_workspace * workspace, gsl_integration_workspace * cycle_workspace, gsl_integration_qawo_table * wf, double * result, double * abserr)
This function attempts to compute a Fourier integral of the function f over the semi-infinite interval [a,+\infty).
I = \int_a^{+\infty} dx f(x) sin(omega x)
I = \int_a^{+\infty} dx f(x) cos(omega x)

The parameter \omega and choice of \sin or \cos is taken from the table wf (the length L can take any value, since it is overridden by this function to a value appropriate for the fourier integration). The integral is computed using the QAWO algorithm over each of the subintervals,

C_1 = [a, a + c]
C_2 = [a + c, a + 2 c]
... = ...
C_k = [a + (k-1) c, a + k c]

where c = (2 floor(|\omega|) + 1) \pi/|\omega|. The width c is chosen to cover an odd number of periods so that the contributions from the intervals alternate in sign and are monotonically decreasing when f is positive and monotonically decreasing. The sum of this sequence of contributions is accelerated using the epsilon-algorithm.

This function works to an overall absolute tolerance of abserr. The following strategy is used: on each interval C_k the algorithm tries to achieve the tolerance

TOL_k = u_k abserr

where u_k = (1 - p)p^{k-1} and p = 9/10. The sum of the geometric series of contributions from each interval gives an overall tolerance of abserr.

If the integration of a subinterval leads to difficulties then the accuracy requirement for subsequent intervals is relaxed,

TOL_k = u_k max(abserr, max_{i<k}{E_i})

where E_k is the estimated error on the interval C_k.

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. The integration over each subinterval uses the memory provided by cycle_workspace as workspace for the QAWO algorithm.

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