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| 20.1 Introduction to Integration | ||
| 20.2 Functions and Variables for Integration | ||
| 20.3 Introduction to QUADPACK | ||
| 20.4 Functions and Variables for QUADPACK |
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Maxima has several routines for handling integration.
The integrate function makes use of most of them. There is also the
antid package, which handles an unspecified function (and its
derivatives, of course). For numerical uses,
there is a set of adaptive integrators from QUADPACK,
named quad_qag, quad_qags, etc., which are described under the heading QUADPACK.
Hypergeometric functions are being worked on,
see specint for details.
Generally speaking, Maxima only handles integrals which are
integrable in terms of the "elementary functions" (rational functions,
trigonometrics, logs, exponentials, radicals, etc.) and a few
extensions (error function, dilogarithm). It does not handle
integrals in terms of unknown functions such as g(x) and h(x).
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Makes the change of variable given by
f(x,y) = 0 in all integrals occurring in expr with integration with
respect to x.
The new variable is y.
(%i1) assume(a > 0)$
(%i2) 'integrate (%e**sqrt(a*y), y, 0, 4);
4
/
[ sqrt(a) sqrt(y)
(%o2) I %e dy
]
/
0
(%i3) changevar (%, y-z^2/a, z, y);
0
/
[ abs(z)
2 I z %e dz
]
/
- 2 sqrt(a)
(%o3) - ----------------------------
a
An expression containing a noun form, such as the instances of 'integrate above,
may be evaluated by ev with the nouns flag.
For example, the expression returned by changevar above may be evaluated
by ev (%o3, nouns).
changevar may also be used to changes in the indices of a sum or
product. However, it must be realized that when a change is made in a
sum or product, this change must be a shift, i.e., i = j+ ..., not a
higher degree function. E.g.,
(%i4) sum (a[i]*x^(i-2), i, 0, inf);
inf
====
\ i - 2
(%o4) > a x
/ i
====
i = 0
(%i5) changevar (%, i-2-n, n, i);
inf
====
\ n
(%o5) > a x
/ n + 2
====
n = - 2
@ref{Category: Integral calculus}
A double-integral routine which was written in
top-level Maxima and then translated and compiled to machine code.
Use load (dblint) to access this package. It uses the Simpson's rule
method in both the x and y directions to calculate
/b /s(x) | | | | f(x,y) dy dx | | /a /r(x)
The function f must be a translated or compiled function of two
variables, and r and s must each be a translated or compiled
function of one variable, while a and b must be floating point
numbers. The routine has two global variables which determine the
number of divisions of the x and y intervals: dblint_x and dblint_y,
both of which are initially 10, and can be changed independently to
other integer values (there are 2*dblint_x+1 points computed in the x
direction, and 2*dblint_y+1 in the y direction).
The routine subdivides the X axis and then for each value of X it
first computes r(x) and s(x); then the Y axis between r(x) and s(x) is
subdivided and the integral along the Y axis is performed using
Simpson's rule; then the integral along the X axis is done using
Simpson's rule with the function values being the Y-integrals. This
procedure may be numerically unstable for a great variety of reasons,
but is reasonably fast: avoid using it on highly oscillatory functions
and functions with singularities (poles or branch points in the
region). The Y integrals depend on how far apart r(x) and s(x) are,
so if the distance s(x) - r(x) varies rapidly with X, there may be
substantial errors arising from truncation with different step-sizes
in the various Y integrals. One can increase dblint_x and dblint_y in
an effort to improve the coverage of the region, at the expense of
computation time. The function values are not saved, so if the
function is very time-consuming, you will have to wait for
re-computation if you change anything (sorry).
It is required that the functions f, r, and s be either translated or
compiled prior to calling dblint. This will result in orders of
magnitude speed improvement over interpreted code in many cases!
demo (dblint) executes a demonstration of dblint applied to an example problem.
@ref{Category: Integral calculus}
Attempts to compute a definite integral.
defint is called by integrate when limits of integration are specified,
i.e., when integrate is called as integrate (expr, x, a, b).
Thus from the user's point of view, it is sufficient to call integrate.
defint returns a symbolic expression,
either the computed integral or the noun form of the integral.
See quad_qag and related functions for numerical approximation of definite integrals.
@ref{Category: Integral calculus}
Represents the error function, whose derivative is:
2*exp(-x^2)/sqrt(%pi).
@ref{Category: Mathematical functions}
Default value: true
When erfflag is false, prevents risch from introducing the
erf function in the answer if there were none in the integrand to
begin with.
@ref{Category: Integral calculus}
Computes the inverse Laplace transform of expr with
respect to s and parameter t. expr must be a ratio of
polynomials whose denominator has only linear and quadratic factors.
By using the functions laplace and ilt together with the solve or
linsolve functions the user can solve a single differential or
convolution integral equation or a set of them.
(%i1) 'integrate (sinh(a*x)*f(t-x), x, 0, t) + b*f(t) = t**2;
t
/
[ 2
(%o1) I f(t - x) sinh(a x) dx + b f(t) = t
]
/
0
(%i2) laplace (%, t, s);
a laplace(f(t), t, s) 2
(%o2) b laplace(f(t), t, s) + --------------------- = --
2 2 3
s - a s
(%i3) linsolve ([%], ['laplace(f(t), t, s)]);
2 2
2 s - 2 a
(%o3) [laplace(f(t), t, s) = --------------------]
5 2 3
b s + (a - a b) s
(%i4) ilt (rhs (first (%)), s, t);
Is a b (a b - 1) positive, negative, or zero?
pos;
sqrt(a b (a b - 1)) t
2 cosh(---------------------) 2
b a t
(%o4) - ----------------------------- + -------
3 2 2 a b - 1
a b - 2 a b + a
2
+ ------------------
3 2 2
a b - 2 a b + a
@ref{Category: Laplace transform}
Attempts to symbolically compute the integral of expr with respect to x.
integrate (expr, x) is an indefinite integral,
while integrate (expr, x, a, b) is a definite integral,
with limits of integration a and b.
The limits should not contain x, although integrate does not enforce this restriction.
a need not be less than b.
If b is equal to a, integrate returns zero.
See quad_qag and related functions for numerical approximation of definite integrals.
See residue for computation of residues (complex integration).
See antid for an alternative means of computing indefinite integrals.
The integral (an expression free of integrate) is returned if integrate succeeds.
Otherwise the return value is
the noun form of the integral (the quoted operator 'integrate)
or an expression containing one or more noun forms.
The noun form of integrate is displayed with an integral sign.
In some circumstances it is useful to construct a noun form by hand,
by quoting integrate with a single quote, e.g., 'integrate (expr, x).
For example, the integral may depend on some parameters which are not yet computed.
The noun may be applied to its arguments by ev (i, nouns)
where i is the noun form of interest.
integrate handles definite integrals separately from indefinite,
and employs a range of heuristics to handle each case.
Special cases of definite integrals include limits of integration equal to
zero or infinity (inf or minf),
trigonometric functions with limits of integration equal to zero and %pi or 2 %pi,
rational functions,
integrals related to the definitions of the beta and psi functions,
and some logarithmic and trigonometric integrals.
Processing rational functions may include computation of residues.
If an applicable special case is not found,
an attempt will be made to compute the indefinite integral and evaluate it at the limits of integration.
This may include taking a limit as a limit of integration goes to infinity or negative infinity;
see also ldefint.
Special cases of indefinite integrals include trigonometric functions,
exponential and logarithmic functions,
and rational functions.
integrate may also make use of a short table of elementary integrals.
integrate may carry out a change of variable
if the integrand has the form f(g(x)) * diff(g(x), x).
integrate attempts to find a subexpression g(x) such that
the derivative of g(x) divides the integrand.
This search may make use of derivatives defined by the gradef function.
See also changevar and antid.
If none of the preceding heuristics find the indefinite integral,
the Risch algorithm is executed.
The flag risch may be set as an evflag,
in a call to ev or on the command line,
e.g., ev (integrate (expr, x), risch) or integrate (expr, x), risch.
If risch is present, integrate calls the risch function
without attempting heuristics first. See also risch.
integrate works only with functional relations represented explicitly with the f(x) notation.
integrate does not respect implicit dependencies established by the depends function.
integrate may need to know some property of a parameter in the integrand.
integrate will first consult the assume database,
and, if the variable of interest is not there,
integrate will ask the user.
Depending on the question,
suitable responses are yes; or no;,
or pos;, zero;, or neg;.
integrate is not, by default, declared to be linear. See declare and linear.
integrate attempts integration by parts only in a few special cases.
Examples:
(%i1) integrate (sin(x)^3, x);
3
cos (x)
(%o1) ------- - cos(x)
3
(%i2) integrate (x/ sqrt (b^2 - x^2), x);
2 2
(%o2) - sqrt(b - x )
(%i3) integrate (cos(x)^2 * exp(x), x, 0, %pi);
%pi
3 %e 3
(%o3) ------- - -
5 5
(%i4) integrate (x^2 * exp(-x^2), x, minf, inf);
sqrt(%pi)
(%o4) ---------
2
assume and interactive query.
(%i1) assume (a > 1)$
(%i2) integrate (x**a/(x+1)**(5/2), x, 0, inf);
2 a + 2
Is ------- an integer?
5
no;
Is 2 a - 3 positive, negative, or zero?
neg;
3
(%o2) beta(a + 1, - - a)
2
gradef,
and one using the derivation diff(r(x)) of an unspecified function r(x).
(%i3) gradef (q(x), sin(x**2));
(%o3) q(x)
(%i4) diff (log (q (r (x))), x);
d 2
(-- (r(x))) sin(r (x))
dx
(%o4) ----------------------
q(r(x))
(%i5) integrate (%, x);
(%o5) log(q(r(x)))
'integrate noun form.
In this example, Maxima can extract one factor of the denominator
of a rational function, but cannot factor the remainder or otherwise find its integral.
grind shows the noun form 'integrate in the result.
See also integrate_use_rootsof for more on integrals of rational functions.
(%i1) expand ((x-4) * (x^3+2*x+1));
4 3 2
(%o1) x - 4 x + 2 x - 7 x - 4
(%i2) integrate (1/%, x);
/ 2
[ x + 4 x + 18
I ------------- dx
] 3
log(x - 4) / x + 2 x + 1
(%o2) ---------- - ------------------
73 73
(%i3) grind (%);
log(x-4)/73-('integrate((x^2+4*x+18)/(x^3+2*x+1),x))/73$
f_1 in this example contains the noun form of integrate.
The quote-quote operator '' causes the integral to be evaluated,
and the result becomes the body of f_2.
(%i1) f_1 (a) := integrate (x^3, x, 1, a);
3
(%o1) f_1(a) := integrate(x , x, 1, a)
(%i2) ev (f_1 (7), nouns);
(%o2) 600
(%i3) /* Note parentheses around integrate(...) here */
f_2 (a) := ''(integrate (x^3, x, 1, a));
4
a 1
(%o3) f_2(a) := -- - -
4 4
(%i4) f_2 (7);
(%o4) 600
@ref{Category: Integral calculus}
Default value: %c
When a constant of integration is introduced by indefinite integration of an equation,
the name of the constant is constructed by concatenating integration_constant
and integration_constant_counter.
integration_constant may be assigned any symbol.
Examples:
(%i1) integrate (x^2 = 1, x);
3
x
(%o1) -- = x + %c1
3
(%i2) integration_constant : 'k;
(%o2) k
(%i3) integrate (x^2 = 1, x);
3
x
(%o3) -- = x + k2
3
@ref{Category: Integral calculus}
Default value: 0
When a constant of integration is introduced by indefinite integration of an equation,
the name of the constant is constructed by concatenating integration_constant
and integration_constant_counter.
integration_constant_counter is incremented before constructing the next integration constant.
Examples:
(%i1) integrate (x^2 = 1, x);
3
x
(%o1) -- = x + %c1
3
(%i2) integrate (x^2 = 1, x);
3
x
(%o2) -- = x + %c2
3
(%i3) integrate (x^2 = 1, x);
3
x
(%o3) -- = x + %c3
3
(%i4) reset (integration_constant_counter);
(%o4) [integration_constant_counter]
(%i5) integrate (x^2 = 1, x);
3
x
(%o5) -- = x + %c1
3
@ref{Category: Integral calculus}
Default value: false
When integrate_use_rootsof is true and the denominator of
a rational function cannot be factored, integrate returns the integral
in a form which is a sum over the roots (not yet known) of the denominator.
For example, with integrate_use_rootsof set to false,
integrate returns an unsolved integral of a rational function in noun form:
(%i1) integrate_use_rootsof: false$
(%i2) integrate (1/(1+x+x^5), x);
/ 2
[ x - 4 x + 5
I ------------ dx 2 x + 1
] 3 2 2 5 atan(-------)
/ x - x + 1 log(x + x + 1) sqrt(3)
(%o2) ----------------- - --------------- + ---------------
7 14 7 sqrt(3)
Now we set the flag to be true and the unsolved part of the integral will be expressed as a summation over the roots of the denominator of the rational function:
(%i3) integrate_use_rootsof: true$
(%i4) integrate (1/(1+x+x^5), x);
==== 2
\ (%r4 - 4 %r4 + 5) log(x - %r4)
> -------------------------------
/ 2
==== 3 %r4 - 2 %r4
3 2
%r4 in rootsof(x - x + 1)
(%o4) ----------------------------------------------------------
7
2 x + 1
2 5 atan(-------)
log(x + x + 1) sqrt(3)
- --------------- + ---------------
14 7 sqrt(3)
Alternatively the user may compute the roots of the denominator separately,
and then express the integrand in terms of these roots,
e.g., 1/((x - a)*(x - b)*(x - c)) or 1/((x^2 - (a+b)*x + a*b)*(x - c))
if the denominator is a cubic polynomial.
Sometimes this will help Maxima obtain a more useful result.
@ref{Category: Integral calculus}
Attempts to compute the definite integral of expr by using
limit to evaluate the indefinite integral of expr with respect to x
at the upper limit b and at the lower limit a.
If it fails to compute the definite integral,
ldefint returns an expression containing limits as noun forms.
ldefint is not called from integrate,
so executing ldefint (expr, x, a, b) may yield a different result than
integrate (expr, x, a, b).
ldefint always uses the same method to evaluate the definite integral,
while integrate may employ various heuristics and may recognize some special cases.
@ref{Category: Integral calculus}
The calculation makes use of the global variable potentialzeroloc[0]
which must be nonlist or of the form
[indeterminatej=expressionj, indeterminatek=expressionk, ...]
the
former being equivalent to the nonlist expression for all right-hand
sides in the latter. The indicated right-hand sides are used as the
lower limit of integration. The success of the integrations may
depend upon their values and order. potentialzeroloc is initially set
to 0.
Computes the residue in the complex plane of
the expression expr when the variable z assumes the value z_0. The
residue is the coefficient of (z - z_0)^(-1) in the Laurent series
for expr.
(%i1) residue (s/(s**2+a**2), s, a*%i);
1
(%o1) -
2
(%i2) residue (sin(a*x)/x**4, x, 0);
3
a
(%o2) - --
6
@ref{Category: Integral calculus} · @ref{Category: Complex variables}
Integrates expr with respect to x using the
transcendental case of the Risch algorithm. (The algebraic case of
the Risch algorithm has not been implemented.) This currently
handles the cases of nested exponentials and logarithms which the main
part of integrate can't do. integrate will automatically apply risch
if given these cases.
erfflag, if false, prevents risch from introducing the erf
function in the answer if there were none in the integrand to begin
with.
(%i1) risch (x^2*erf(x), x);
2
3 2 - x
%pi x erf(x) + (sqrt(%pi) x + sqrt(%pi)) %e
(%o1) -------------------------------------------------
3 %pi
(%i2) diff(%, x), ratsimp;
2
(%o2) x erf(x)
@ref{Category: Integral calculus}
Equivalent to ldefint with tlimswitch set to true.
@ref{Category: Integral calculus}
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QUADPACK is a collection of functions for the numerical computation of one-dimensional definite integrals. It originated from a joint project of R. Piessens (1), E. de Doncker (2), C. Ueberhuber (3), and D. Kahaner (4).
The QUADPACK library included in Maxima is an automatic translation
(via the program f2cl) of the Fortran source code of QUADPACK as it appears in
the SLATEC Common Mathematical Library, Version 4.1 (5).
The SLATEC library is dated July 1993, but the QUADPACK functions
were written some years before.
There is another version of QUADPACK at Netlib (6);
it is not clear how that version differs from the SLATEC version.
The QUADPACK functions included in Maxima are all automatic, in the sense that these functions attempt to compute a result to a specified accuracy, requiring an unspecified number of function evaluations. Maxima's Lisp translation of QUADPACK also includes some non-automatic functions, but they are not exposed at the Maxima level.
Further information about QUADPACK can be found in the QUADPACK book (7).
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quad_qagIntegration of a general function over a finite interval.
quad_qag implements a simple globally adaptive integrator using the strategy of Aind (Piessens, 1973).
The caller may choose among 6 pairs of Gauss-Kronrod quadrature
formulae for the rule evaluation component.
The high-degree rules are suitable for strongly oscillating integrands.
quad_qagsIntegration of a general function over a finite interval.
quad_qags implements globally adaptive interval subdivision with extrapolation
(de Doncker, 1978) by the Epsilon algorithm (Wynn, 1956).
quad_qagiIntegration of a general function over an infinite or semi-infinite interval.
The interval is mapped onto a finite interval and
then the same strategy as in quad_qags is applied.
quad_qawoIntegration of cos(omega x) f(x) or sin(omega x) f(x) over a finite interval,
where omega is a constant.
The rule evaluation component is based on the modified Clenshaw-Curtis technique.
quad_qawo applies adaptive subdivision with extrapolation, similar to quad_qags.
quad_qawfCalculates a Fourier cosine or Fourier sine transform on a semi-infinite interval.
The same approach as in quad_qawo is applied on successive finite intervals,
and convergence acceleration by means of the Epsilon algorithm (Wynn, 1956)
is applied to the series of the integral contributions.
quad_qawsIntegration of w(x) f(x) over a finite interval [a, b], where w is a function of the form (x - a)^alpha (b - x)^beta v(x) and v(x) is 1 or log(x - a) or log(b - x) or log(x - a) log(b - x), and alpha > -1 and beta > -1. A globally adaptive subdivision strategy is applied, with modified Clenshaw-Curtis integration on the subintervals which contain a or b.
quad_qawcComputes the Cauchy principal value of f(x)/(x - c) over a finite interval (a, b) and specified c. The strategy is globally adaptive, and modified Clenshaw-Curtis integration is used on the subranges which contain the point x = c.
@ref{Category: Integral calculus} · @ref{Category: Numerical methods} · @ref{Category: Share packages} · @ref{Category: Package quadpack}
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Integration of a general function over a finite interval.
quad_qag implements a simple globally adaptive integrator using the strategy of Aind (Piessens, 1973).
The caller may choose among 6 pairs of Gauss-Kronrod quadrature
formulae for the rule evaluation component.
The high-degree rules are suitable for strongly oscillating integrands.
quad_qag computes the integral
integrate (f(x), x, a, b)
The function to be integrated is f(x), with dependent variable x, and the function is to be integrated between the limits a and b. key is the integrator to be used and should be an integer between 1 and 6, inclusive. The value of key selects the order of the Gauss-Kronrod integration rule. High-order rules are suitable for strongly oscillating integrands.
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
The numerical integration is done adaptively by subdividing the integration region into sub-intervals until the desired accuracy is achieved.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired relative error of approximation. Default is 1d-8.
Desired absolute error of approximation. Default is 0.
Size of internal work array. limit is the maximum number of subintervals to use. Default is 200.
quad_qag returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0if no problems were encountered;
1if too many sub-intervals were done;
2if excessive roundoff error is detected;
3if extremely bad integrand behavior occurs;
6if the input is invalid.
Examples:
(%i1) quad_qag (x^(1/2)*log(1/x), x, 0, 1, 3, 'epsrel=5d-8);
(%o1) [.4444444444492108, 3.1700968502883E-9, 961, 0]
(%i2) integrate (x^(1/2)*log(1/x), x, 0, 1);
4
(%o2) -
9
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
Integration of a general function over a finite interval.
quad_qags implements globally adaptive interval subdivision with extrapolation
(de Doncker, 1978) by the Epsilon algorithm (Wynn, 1956).
quad_qags computes the integral
integrate (f(x), x, a, b)
The function to be integrated is f(x), with dependent variable x, and the function is to be integrated between the limits a and b.
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired relative error of approximation. Default is 1d-8.
Desired absolute error of approximation. Default is 0.
Size of internal work array. limit is the maximum number of subintervals to use. Default is 200.
quad_qags returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0no problems were encountered;
1too many sub-intervals were done;
2excessive roundoff error is detected;
3extremely bad integrand behavior occurs;
4failed to converge
5integral is probably divergent or slowly convergent
6if the input is invalid.
Examples:
(%i1) quad_qags (x^(1/2)*log(1/x), x, 0, 1, 'epsrel=1d-10); (%o1) [.4444444444444448, 1.11022302462516E-15, 315, 0]
Note that quad_qags is more accurate and efficient than quad_qag for this integrand.
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
Integration of a general function over an infinite or semi-infinite interval.
The interval is mapped onto a finite interval and
then the same strategy as in quad_qags is applied.
quad_qagi evaluates one of the following integrals
integrate (f(x), x, a, inf)
integrate (f(x), x, minf, a)
integrate (f(x), x, minf, inf)
using the Quadpack QAGI routine. The function to be integrated is f(x), with dependent variable x, and the function is to be integrated over an infinite range.
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
One of the limits of integration must be infinity. If not, then
quad_qagi will just return the noun form.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired relative error of approximation. Default is 1d-8.
Desired absolute error of approximation. Default is 0.
Size of internal work array. limit is the maximum number of subintervals to use. Default is 200.
quad_qagi returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0no problems were encountered;
1too many sub-intervals were done;
2excessive roundoff error is detected;
3extremely bad integrand behavior occurs;
4failed to converge
5integral is probably divergent or slowly convergent
6if the input is invalid.
Examples:
(%i1) quad_qagi (x^2*exp(-4*x), x, 0, inf, 'epsrel=1d-8);
(%o1) [0.03125, 2.95916102995002E-11, 105, 0]
(%i2) integrate (x^2*exp(-4*x), x, 0, inf);
1
(%o2) --
32
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
Computes the Cauchy principal value of f(x)/(x - c) over a finite interval. The strategy is globally adaptive, and modified Clenshaw-Curtis integration is used on the subranges which contain the point x = c.
quad_qawc computes the Cauchy principal value of
integrate (f(x)/(x - c), x, a, b)
using the Quadpack QAWC routine. The function to be integrated is
f(x)/(x - c), with dependent variable x, and the function
is to be integrated over the interval a to b.
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired relative error of approximation. Default is 1d-8.
Desired absolute error of approximation. Default is 0.
Size of internal work array. limit is the maximum number of subintervals to use. Default is 200.
quad_qawc returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0no problems were encountered;
1too many sub-intervals were done;
2excessive roundoff error is detected;
3extremely bad integrand behavior occurs;
6if the input is invalid.
Examples:
(%i1) quad_qawc (2^(-5)*((x-1)^2+4^(-5))^(-1), x, 2, 0, 5, 'epsrel=1d-7);
(%o1) [- 3.130120337415925, 1.306830140249558E-8, 495, 0]
(%i2) integrate (2^(-alpha)*(((x-1)^2 + 4^(-alpha))*(x-2))^(-1),
x, 0, 5);
Principal Value
alpha
alpha 9 4 9
4 log(------------- + -------------)
alpha alpha
64 4 + 4 64 4 + 4
(%o2) (-----------------------------------------
alpha
2 4 + 2
3 alpha 3 alpha
------- -------
2 alpha/2 2 alpha/2
2 4 atan(4 4 ) 2 4 atan(4 ) alpha
- --------------------------- - -------------------------)/2
alpha alpha
2 4 + 2 2 4 + 2
(%i3) ev (%, alpha=5, numer);
(%o3) - 3.130120337415917
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
Calculates a Fourier cosine or Fourier sine transform on a semi-infinite interval
using the Quadpack QAWF function.
The same approach as in quad_qawo is applied on successive finite intervals,
and convergence acceleration by means of the Epsilon algorithm (Wynn, 1956)
is applied to the series of the integral contributions.
quad_qawf computes the integral
integrate (f(x)*w(x), x, a, inf)
The weight function w is selected by trig:
cosw(x) = cos (omega x)
sinw(x) = sin (omega x)
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired absolute error of approximation. Default is 1d-10.
Size of internal work array. (limit - limlst)/2 is the maximum number of subintervals to use. Default is 200.
Maximum number of Chebyshev moments. Must be greater than 0. Default is 100.
Upper bound on the number of cycles. Must be greater than or equal to 3. Default is 10.
quad_qawf returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0no problems were encountered;
1too many sub-intervals were done;
2excessive roundoff error is detected;
3extremely bad integrand behavior occurs;
6if the input is invalid.
Examples:
(%i1) quad_qawf (exp(-x^2), x, 0, 1, 'cos, 'epsabs=1d-9);
(%o1) [.6901942235215714, 2.84846300257552E-11, 215, 0]
(%i2) integrate (exp(-x^2)*cos(x), x, 0, inf);
- 1/4
%e sqrt(%pi)
(%o2) -----------------
2
(%i3) ev (%, numer);
(%o3) .6901942235215714
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
Integration of cos(omega x) f(x) or sin(omega x) f(x) over a finite interval,
where omega is a constant.
The rule evaluation component is based on the modified Clenshaw-Curtis technique.
quad_qawo applies adaptive subdivision with extrapolation, similar to quad_qags.
quad_qawo computes the integral using the Quadpack QAWO
routine:
integrate (f(x)*w(x), x, a, b)
The weight function w is selected by trig:
cosw(x) = cos (omega x)
sinw(x) = sin (omega x)
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired relative error of approximation. Default is 1d-8.
Desired absolute error of approximation. Default is 0.
Size of internal work array. limit/2 is the maximum number of subintervals to use. Default is 200.
Maximum number of Chebyshev moments. Must be greater than 0. Default is 100.
Upper bound on the number of cycles. Must be greater than or equal to 3. Default is 10.
quad_qawo returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0no problems were encountered;
1too many sub-intervals were done;
2excessive roundoff error is detected;
3extremely bad integrand behavior occurs;
6if the input is invalid.
Examples:
(%i1) quad_qawo (x^(-1/2)*exp(-2^(-2)*x), x, 1d-8, 20*2^2, 1, cos);
(%o1) [1.376043389877692, 4.72710759424899E-11, 765, 0]
(%i2) rectform (integrate (x^(-1/2)*exp(-2^(-alpha)*x) * cos(x),
x, 0, inf));
alpha/2 - 1/2 2 alpha
sqrt(%pi) 2 sqrt(sqrt(2 + 1) + 1)
(%o2) -----------------------------------------------------
2 alpha
sqrt(2 + 1)
(%i3) ev (%, alpha=2, numer);
(%o3) 1.376043390090716
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
Integration of w(x) f(x) over a finite interval, where w(x) is a certain algebraic or logarithmic function. A globally adaptive subdivision strategy is applied, with modified Clenshaw-Curtis integration on the subintervals which contain the endpoints of the interval of integration.
quad_qaws computes the integral using the Quadpack QAWS
routine:
integrate (f(x)*w(x), x, a, b)
The weight function w is selected by wfun:
1w(x) = (x - a)^alpha (b - x)^beta
2w(x) = (x - a)^alpha (b - x)^beta log(x - a)
3w(x) = (x - a)^alpha (b - x)^beta log(b - x)
4w(x) = (x - a)^alpha (b - x)^beta log(x - a) log(b - x)
The integrand may be specified as the name of a Maxima or Lisp function or operator, a Maxima lambda expression, or a general Maxima expression.
The keyword arguments are optional and may be specified in any order.
They all take the form key=val. The keyword arguments are:
Desired relative error of approximation. Default is 1d-8.
Desired absolute error of approximation. Default is 0.
Size of internal work array. limitis the maximum number of subintervals to use. Default is 200.
quad_qaws returns a list of four elements:
The error code (fourth element of the return value) can have the values:
0no problems were encountered;
1too many sub-intervals were done;
2excessive roundoff error is detected;
3extremely bad integrand behavior occurs;
6if the input is invalid.
Examples:
(%i1) quad_qaws (1/(x+1+2^(-4)), x, -1, 1, -0.5, -0.5, 1, 'epsabs=1d-9);
(%o1) [8.750097361672832, 1.24321522715422E-10, 170, 0]
(%i2) integrate ((1-x*x)^(-1/2)/(x+1+2^(-alpha)), x, -1, 1);
alpha
Is 4 2 - 1 positive, negative, or zero?
pos;
alpha alpha
2 %pi 2 sqrt(2 2 + 1)
(%o2) -------------------------------
alpha
4 2 + 2
(%i3) ev (%, alpha=4, numer);
(%o3) 8.750097361672829
@ref{Category: Numerical methods} · @ref{Category: Package quadpack}
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