stdlib_quadrature

See also the specification page: stdlib_quadrature.

stdlib_quadrature (module)

(Specification: stdlib_quadrature)

Interfaces

trapz (interface)

trapz (interface)

Integrates sampled values using trapezoidal rule (Specification: stdlib_quadrature)

Procedures:

• trapz_dx_sp

• trapz_dx_dp

• trapz_x_sp

• trapz_x_dp

pure module function trapz_dx_sp(y, dx) -> integral

Arguments:

yreal(kind=sp), dimension(:), intent(in)

dxreal(kind=sp), intent(in)

Returns:

integralreal(kind=sp)

pure module function trapz_dx_dp(y, dx) -> integral

Arguments:

yreal(kind=dp), dimension(:), intent(in)

dxreal(kind=dp), intent(in)

Returns:

integralreal(kind=dp)

module function trapz_x_sp(y, x) -> integral

Arguments:

yreal(kind=sp), dimension(:), intent(in)

xreal(kind=sp), dimension(:), intent(in)

Returns:

integralreal(kind=sp)

module function trapz_x_dp(y, x) -> integral

Arguments:

yreal(kind=dp), dimension(:), intent(in)

xreal(kind=dp), dimension(:), intent(in)

Returns:

integralreal(kind=dp)

trapz_weights (interface)

trapz_weights (interface)

Integrates sampled values using trapezoidal rule weights for given abscissas (Specification: stdlib_quadrature)

Procedures:

• trapz_weights_sp

• trapz_weights_dp

pure module function trapz_weights_sp(x) -> w

Arguments:

xreal(kind=sp), dimension(:), intent(in)

Returns:

wreal(kind=sp), dimension(size(x))

pure module function trapz_weights_dp(x) -> w

Arguments:

xreal(kind=dp), dimension(:), intent(in)

Returns:

wreal(kind=dp), dimension(size(x))

simps (interface)

simps (interface)

Integrates sampled values using Simpson’s rule (Specification: stdlib_quadrature)

Procedures:

• simps_dx_sp

• simps_dx_dp

• simps_x_sp

• simps_x_dp

pure recursive module function simps_dx_sp(y, dx, even) -> integral

Arguments:

yreal(kind=sp), dimension(:), intent(in)

dxreal(kind=sp), intent(in)

eveninteger, intent(in), optional

Returns:

integralreal(kind=sp)

pure recursive module function simps_dx_dp(y, dx, even) -> integral

Arguments:

yreal(kind=dp), dimension(:), intent(in)

dxreal(kind=dp), intent(in)

eveninteger, intent(in), optional

Returns:

integralreal(kind=dp)

recursive module function simps_x_sp(y, x, even) -> integral

Arguments:

yreal(kind=sp), dimension(:), intent(in)

xreal(kind=sp), dimension(:), intent(in)

eveninteger, intent(in), optional

Returns:

integralreal(kind=sp)

recursive module function simps_x_dp(y, x, even) -> integral

Arguments:

yreal(kind=dp), dimension(:), intent(in)

xreal(kind=dp), dimension(:), intent(in)

eveninteger, intent(in), optional

Returns:

integralreal(kind=dp)

simps_weights (interface)

simps_weights (interface)

Integrates sampled values using trapezoidal rule weights for given abscissas (Specification: stdlib_quadrature)

Procedures:

• simps_weights_sp

• simps_weights_dp

pure recursive module function simps_weights_sp(x, even) -> w

Arguments:

xreal(kind=sp), dimension(:), intent(in)

eveninteger, intent(in), optional

Returns:

wreal(kind=sp), dimension(size(x))

pure recursive module function simps_weights_dp(x, even) -> w

Arguments:

xreal(kind=dp), dimension(:), intent(in)

eveninteger, intent(in), optional

Returns:

wreal(kind=dp), dimension(size(x))

gauss_legendre (interface)

gauss_legendre (interface)

Computes Gauss-Legendre quadrature nodes and weights.

Procedures:

• gauss_legendre_fp64

pure module subroutine gauss_legendre_fp64(x, w, interval)

Arguments:

xreal(kind=dp), intent(out), dimension(:)

wreal(kind=dp), intent(out), dimension(:)

intervalreal(kind=dp), intent(in), optional, dimension(2)

gauss_legendre_lobatto (interface)

gauss_legendre_lobatto (interface)

Computes Gauss-Legendre-Lobatto quadrature nodes and weights.

Procedures:

• gauss_legendre_lobatto_fp64

pure module subroutine gauss_legendre_lobatto_fp64(x, w, interval)

Arguments:

xreal(kind=dp), intent(out), dimension(:)

wreal(kind=dp), intent(out), dimension(:)

intervalreal(kind=dp), intent(in), optional, dimension(2)