ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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pm_quadPack::setSeqLimEps Interface Reference

Return the limit of a given sequence of approximations via the Epsilon method of Wynn (1961). More...

Detailed Description

Return the limit of a given sequence of approximations via the Epsilon method of Wynn (1961).

Also return an estimate of the absolute error in the limit.

Remarks
This generic interface is meant to be primarily by and used within the Adaptive Gauss-Kronrod quadrature routines of the parent module.
There is practically no usage for this generic interface outside of the parent module.
Parameters
[in,out]inew: The input/output scalar of type integer of default kind IK, containing the index of the new element in the first column of the Epsilon table.
[in,out]ical: The input/output scalar of type integer of default kind IK, containing the number of calls made to the procedure.
On the first call ical = 0 must hold.
[in,out]EpsTable: The input/output vector of type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128), of size (MAXLEN_EPSTAB + 2), containing the elements of the two lower diagonals of the triangular Epsilon table.
The elements are numbered starting at the right-hand corner of the triangle.
[in,out]SeqLims: The input/output vector of size (3) of the same type and kind as EpsTable(:), containing the last three computed sequence limits.
[out]seqlim: The output scalar of the same type and kind as EpsTable(:), containing the sequence limit.
[out]abserr: The output scalar of the same type and kind as EpsTable(:), containing the sequence limit absolute error estimate.


Possible calling interfaces

call setSeqLimEps(inew, ical, EpsTable, SeqLims, seqlim, error)
Return the limit of a given sequence of approximations via the Epsilon method of Wynn (1961).
This module contains classes and procedures for non-adaptive and adaptive global numerical quadrature...
Remarks
The procedures under discussion are pure.
See also
P. Wynn, 1961, The Epsilon Algorithm and Operational Formulas.
Test:
test_pm_quadPack


Final Remarks


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Author:
Amir Shahmoradi, Oct 16, 2009, 11:14 AM, Michigan

Definition at line 4599 of file pm_quadPack.F90.


The documentation for this interface was generated from the following file: