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authordos-reis <gdr@axiomatics.org>2007-08-14 05:14:52 +0000
committerdos-reis <gdr@axiomatics.org>2007-08-14 05:14:52 +0000
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downloadopen-axiom-ab8cc85adde879fb963c94d15675783f2cf4b183.tar.gz
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+\documentclass{article}
+\usepackage{axiom}
+\begin{document}
+\title{\$SPAD/src/algebra numquad.spad}
+\author{Yurij Baransky}
+\maketitle
+\begin{abstract}
+\end{abstract}
+\eject
+\tableofcontents
+\eject
+\section{package NUMQUAD NumericalQuadrature}
+<<package NUMQUAD NumericalQuadrature>>=
+)abbrev package NUMQUAD NumericalQuadrature
+++ Author: Yurij A. Baransky
+++ Date Created: October 90
+++ Date Last Updated: October 90
+++ Basic Operations:
+++ Related Constructors:
+++ Also See:
+++ AMS Classifications:
+++ Keywords:
+++ References:
+++ Description:
+++ This suite of routines performs numerical quadrature using
+++ algorithms derived from the basic trapezoidal rule. Because
+++ the error term of this rule contains only even powers of the
+++ step size (for open and closed versions), fast convergence
+++ can be obtained if the integrand is sufficiently smooth.
+++
+++ Each routine returns a Record of type TrapAns, which contains\indent{3}
+++ \newline value (\spadtype{Float}):\tab{20} estimate of the integral
+++ \newline error (\spadtype{Float}):\tab{20} estimate of the error in the computation
+++ \newline totalpts (\spadtype{Integer}):\tab{20} total number of function evaluations
+++ \newline success (\spadtype{Boolean}):\tab{20} if the integral was computed within the user specified error criterion
+++ \indent{0}\indent{0}
+++ To produce this estimate, each routine generates an internal
+++ sequence of sub-estimates, denoted by {\em S(i)}, depending on the
+++ routine, to which the various convergence criteria are applied.
+++ The user must supply a relative accuracy, \spad{eps_r}, and an absolute
+++ accuracy, \spad{eps_a}. Convergence is obtained when either
+++ \center{\spad{ABS(S(i) - S(i-1)) < eps_r * ABS(S(i-1))}}
+++ \center{or \spad{ABS(S(i) - S(i-1)) < eps_a}}
+++ are true statements.
+++
+++ The routines come in three families and three flavors:
+++ \newline\tab{3} closed:\tab{20}romberg,\tab{30}simpson,\tab{42}trapezoidal
+++ \newline\tab{3} open: \tab{20}rombergo,\tab{30}simpsono,\tab{42}trapezoidalo
+++ \newline\tab{3} adaptive closed:\tab{20}aromberg,\tab{30}asimpson,\tab{42}atrapezoidal
+++ \par
+++ The {\em S(i)} for the trapezoidal family is the value of the
+++ integral using an equally spaced absicca trapezoidal rule for
+++ that level of refinement.
+++ \par
+++ The {\em S(i)} for the simpson family is the value of the integral
+++ using an equally spaced absicca simpson rule for that level of
+++ refinement.
+++ \par
+++ The {\em S(i)} for the romberg family is the estimate of the integral
+++ using an equally spaced absicca romberg method. For
+++ the \spad{i}-th level, this is an appropriate combination of all the
+++ previous trapezodial estimates so that the error term starts
+++ with the \spad{2*(i+1)} power only.
+++ \par
+++ The three families come in a closed version, where the formulas
+++ include the endpoints, an open version where the formulas do not
+++ include the endpoints and an adaptive version, where the user
+++ is required to input the number of subintervals over which the
+++ appropriate closed family integrator will apply with the usual
+++ convergence parmeters for each subinterval. This is useful
+++ where a large number of points are needed only in a small fraction
+++ of the entire domain.
+++ \par
+++ Each routine takes as arguments:
+++ \newline f\tab{10} integrand
+++ \newline a\tab{10} starting point
+++ \newline b\tab{10} ending point
+++ \newline \spad{eps_r}\tab{10} relative error
+++ \newline \spad{eps_a}\tab{10} absolute error
+++ \newline \spad{nmin} \tab{10} refinement level when to start checking for convergence (> 1)
+++ \newline \spad{nmax} \tab{10} maximum level of refinement
+++ \par
+++ The adaptive routines take as an additional parameter
+++ \newline \spad{nint}\tab{10} the number of independent intervals to apply a closed
+++ family integrator of the same name.
+++ \par Notes:
+++ \newline Closed family level i uses \spad{1 + 2**i} points.
+++ \newline Open family level i uses \spad{1 + 3**i} points.
+NumericalQuadrature(): Exports == Implementation where
+ L ==> List
+ V ==> Vector
+ I ==> Integer
+ B ==> Boolean
+ E ==> OutputForm
+ F ==> Float
+ PI ==> PositiveInteger
+ OFORM ==> OutputForm
+ TrapAns ==> Record(value:F, error:F, totalpts:I, success:B )
+
+ Exports ==> with
+ aromberg : (F -> F,F,F,F,F,I,I,I) -> TrapAns
+ ++ aromberg(fn,a,b,epsrel,epsabs,nmin,nmax,nint)
+ ++ uses the adaptive romberg method to numerically integrate function
+ ++ \spad{fn} over the closed interval from \spad{a} to \spad{b},
+ ++ with relative accuracy \spad{epsrel} and absolute accuracy
+ ++ \spad{epsabs}, with the refinement levels for convergence checking
+ ++ vary from \spad{nmin} to \spad{nmax}, and where \spad{nint}
+ ++ is the number of independent intervals to apply the integrator.
+ ++ The value returned is a record containing the value of the integral,
+ ++ the estimate of the error in the computation, the total number of
+ ++ function evaluations, and either a boolean value which is true if
+ ++ the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ asimpson : (F -> F,F,F,F,F,I,I,I) -> TrapAns
+ ++ asimpson(fn,a,b,epsrel,epsabs,nmin,nmax,nint) uses the
+ ++ adaptive simpson method to numerically integrate function \spad{fn}
+ ++ over the closed interval from \spad{a} to \spad{b}, with relative
+ ++ accuracy \spad{epsrel} and absolute accuracy \spad{epsabs}, with the
+ ++ refinement levels for convergence checking vary from \spad{nmin}
+ ++ to \spad{nmax}, and where \spad{nint} is the number of independent
+ ++ intervals to apply the integrator. The value returned is a record
+ ++ containing the value of the integral, the estimate of the error in
+ ++ the computation, the total number of function evaluations, and
+ ++ either a boolean value which is true if the integral was computed
+ ++ within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ atrapezoidal : (F -> F,F,F,F,F,I,I,I) -> TrapAns
+ ++ atrapezoidal(fn,a,b,epsrel,epsabs,nmin,nmax,nint) uses the
+ ++ adaptive trapezoidal method to numerically integrate function
+ ++ \spad{fn} over the closed interval from \spad{a} to \spad{b}, with
+ ++ relative accuracy \spad{epsrel} and absolute accuracy \spad{epsabs},
+ ++ with the refinement levels for convergence checking vary from
+ ++ \spad{nmin} to \spad{nmax}, and where \spad{nint} is the number
+ ++ of independent intervals to apply the integrator. The value returned
+ ++ is a record containing the value of the integral, the estimate of
+ ++ the error in the computation, the total number of function
+ ++ evaluations, and either a boolean value which is true if
+ ++ the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ romberg : (F -> F,F,F,F,F,I,I) -> TrapAns
+ ++ romberg(fn,a,b,epsrel,epsabs,nmin,nmax) uses the romberg
+ ++ method to numerically integrate function \spadvar{fn} over the closed
+ ++ interval \spad{a} to \spad{b}, with relative accuracy \spad{epsrel}
+ ++ and absolute accuracy \spad{epsabs}, with the refinement levels
+ ++ for convergence checking vary from \spad{nmin} to \spad{nmax}.
+ ++ The value returned is a record containing the value
+ ++ of the integral, the estimate of the error in the computation, the
+ ++ total number of function evaluations, and either a boolean value
+ ++ which is true if the integral was computed within the user specified
+ ++ error criterion. See \spadtype{NumericalQuadrature} for details.
+ simpson : (F -> F,F,F,F,F,I,I) -> TrapAns
+ ++ simpson(fn,a,b,epsrel,epsabs,nmin,nmax) uses the simpson
+ ++ method to numerically integrate function \spad{fn} over the closed
+ ++ interval \spad{a} to \spad{b}, with
+ ++ relative accuracy \spad{epsrel} and absolute accuracy \spad{epsabs},
+ ++ with the refinement levels for convergence checking vary from
+ ++ \spad{nmin} to \spad{nmax}. The value returned
+ ++ is a record containing the value of the integral, the estimate of
+ ++ the error in the computation, the total number of function
+ ++ evaluations, and either a boolean value which is true if
+ ++ the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ trapezoidal : (F -> F,F,F,F,F,I,I) -> TrapAns
+ ++ trapezoidal(fn,a,b,epsrel,epsabs,nmin,nmax) uses the
+ ++ trapezoidal method to numerically integrate function \spadvar{fn} over
+ ++ the closed interval \spad{a} to \spad{b}, with relative accuracy
+ ++ \spad{epsrel} and absolute accuracy \spad{epsabs}, with the
+ ++ refinement levels for convergence checking vary
+ ++ from \spad{nmin} to \spad{nmax}. The value
+ ++ returned is a record containing the value of the integral, the
+ ++ estimate of the error in the computation, the total number of
+ ++ function evaluations, and either a boolean value which is true
+ ++ if the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ rombergo : (F -> F,F,F,F,F,I,I) -> TrapAns
+ ++ rombergo(fn,a,b,epsrel,epsabs,nmin,nmax) uses the romberg
+ ++ method to numerically integrate function \spad{fn} over
+ ++ the open interval from \spad{a} to \spad{b}, with
+ ++ relative accuracy \spad{epsrel} and absolute accuracy \spad{epsabs},
+ ++ with the refinement levels for convergence checking vary from
+ ++ \spad{nmin} to \spad{nmax}. The value returned
+ ++ is a record containing the value of the integral, the estimate of
+ ++ the error in the computation, the total number of function
+ ++ evaluations, and either a boolean value which is true if
+ ++ the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ simpsono : (F -> F,F,F,F,F,I,I) -> TrapAns
+ ++ simpsono(fn,a,b,epsrel,epsabs,nmin,nmax) uses the
+ ++ simpson method to numerically integrate function \spad{fn} over
+ ++ the open interval from \spad{a} to \spad{b}, with
+ ++ relative accuracy \spad{epsrel} and absolute accuracy \spad{epsabs},
+ ++ with the refinement levels for convergence checking vary from
+ ++ \spad{nmin} to \spad{nmax}. The value returned
+ ++ is a record containing the value of the integral, the estimate of
+ ++ the error in the computation, the total number of function
+ ++ evaluations, and either a boolean value which is true if
+ ++ the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+ trapezoidalo : (F -> F,F,F,F,F,I,I) -> TrapAns
+ ++ trapezoidalo(fn,a,b,epsrel,epsabs,nmin,nmax) uses the
+ ++ trapezoidal method to numerically integrate function \spad{fn}
+ ++ over the open interval from \spad{a} to \spad{b}, with
+ ++ relative accuracy \spad{epsrel} and absolute accuracy \spad{epsabs},
+ ++ with the refinement levels for convergence checking vary from
+ ++ \spad{nmin} to \spad{nmax}. The value returned
+ ++ is a record containing the value of the integral, the estimate of
+ ++ the error in the computation, the total number of function
+ ++ evaluations, and either a boolean value which is true if
+ ++ the integral was computed within the user specified error criterion.
+ ++ See \spadtype{NumericalQuadrature} for details.
+
+ Implementation ==> add
+ trapclosed : (F -> F,F,F,F,I) -> F
+ trapopen : (F -> F,F,F,F,I) -> F
+ import OutputPackage
+
+---------------------------------------------------
+
+ aromberg(func,a,b,epsrel,epsabs,nmin,nmax,nint) ==
+ ans : TrapAns
+ sum : F := 0.0
+ err : F := 0.0
+ pts : I := 1
+ done : B := true
+ hh : F := (b-a) / nint
+ x1 : F := a
+ x2 : F := a + hh
+ io : L OFORM := [x1::E,x2::E]
+ i : I
+ for i in 1..nint repeat
+ ans := romberg(func,x1,x2,epsrel,epsabs,nmin,nmax)
+ if (not ans.success) then
+ io.1 := x1::E
+ io.2 := x2::E
+ print blankSeparate cons("accuracy not reached in interval"::E,io)
+ sum := sum + ans.value
+ err := err + abs(ans.error)
+ pts := pts + ans.totalpts-1
+ done := (done and ans.success)
+ x1 := x2
+ x2 := x2 + hh
+ return( [sum , err , pts , done] )
+
+---------------------------------------------------
+
+ asimpson(func,a,b,epsrel,epsabs,nmin,nmax,nint) ==
+ ans : TrapAns
+ sum : F := 0.0
+ err : F := 0.0
+ pts : I := 1
+ done : B := true
+ hh : F := (b-a) / nint
+ x1 : F := a
+ x2 : F := a + hh
+ io : L OFORM := [x1::E,x2::E]
+ i : I
+ for i in 1..nint repeat
+ ans := simpson(func,x1,x2,epsrel,epsabs,nmin,nmax)
+ if (not ans.success) then
+ io.1 := x1::E
+ io.2 := x2::E
+ print blankSeparate cons("accuracy not reached in interval"::E,io)
+ sum := sum + ans.value
+ err := err + abs(ans.error)
+ pts := pts + ans.totalpts-1
+ done := (done and ans.success)
+ x1 := x2
+ x2 := x2 + hh
+ return( [sum , err , pts , done] )
+
+---------------------------------------------------
+
+ atrapezoidal(func,a,b,epsrel,epsabs,nmin,nmax,nint) ==
+ ans : TrapAns
+ sum : F := 0.0
+ err : F := 0.0
+ pts : I := 1
+ i : I
+ done : B := true
+ hh : F := (b-a) / nint
+ x1 : F := a
+ x2 : F := a + hh
+ io : L OFORM := [x1::E,x2::E]
+ for i in 1..nint repeat
+ ans := trapezoidal(func,x1,x2,epsrel,epsabs,nmin,nmax)
+ if (not ans.success) then
+ io.1 := x1::E
+ io.2 := x2::E
+ print blankSeparate cons("accuracy not reached in interval"::E,io)
+ sum := sum + ans.value
+ err := err + abs(ans.error)
+ pts := pts + ans.totalpts-1
+ done := (done and ans.success)
+ x1 := x2
+ x2 := x2 + hh
+ return( [sum , err , pts , done] )
+
+---------------------------------------------------
+
+ romberg(func,a,b,epsrel,epsabs,nmin,nmax) ==
+ length : F := (b-a)
+ delta : F := length
+ newsum : F := 0.5 * length * (func(a)+func(b))
+ newest : F := 0.0
+ oldsum : F := 0.0
+ oldest : F := 0.0
+ change : F := 0.0
+ qx1 : F := newsum
+ table : V F := new((nmax+1)::PI,0.0)
+ n : I := 1
+ pts : I := 1
+ four : I
+ j : I
+ i : I
+ if (nmin < 2) then
+ output("romberg: nmin to small (nmin > 1) nmin = ",nmin::E)
+ return([0.0,0.0,0,false])
+ if (nmax < nmin) then
+ output("romberg: nmax < nmin : nmax = ",nmax::E)
+ output(" nmin = ",nmin::E)
+ return([0.0,0.0,0,false])
+ if (a = b) then
+ output("romberg: integration limits are equal = ",a::E)
+ return([0.0,0.0,1,true])
+ if (epsrel < 0.0) then
+ output("romberg: eps_r < 0.0 eps_r = ",epsrel::E)
+ return([0.0,0.0,0,false])
+ if (epsabs < 0.0) then
+ output("romberg: eps_a < 0.0 eps_a = ",epsabs::E)
+ return([0.0,0.0,0,false])
+ for n in 1..nmax repeat
+ oldsum := newsum
+ newsum := trapclosed(func,a,delta,oldsum,pts)
+ newest := (4.0 * newsum - oldsum) / 3.0
+ four := 4
+ table(n) := newest
+ for j in 2..n repeat
+ i := n+1-j
+ four := four * 4
+ table(i) := table(i+1) + (table(i+1)-table(i)) / (four-1)
+ if n > nmin then
+ change := abs(table(1) - qx1)
+ if change < abs(epsrel*qx1) then
+ return( [table(1) , change , 2*pts+1 , true] )
+ if change < epsabs then
+ return( [table(1) , change , 2*pts+1 , true] )
+ oldsum := newsum
+ oldest := newest
+ delta := 0.5*delta
+ pts := 2*pts
+ qx1 := table(1)
+ return( [table(1) , 1.25*change , pts+1 ,false] )
+
+---------------------------------------------------
+
+ simpson(func,a,b,epsrel,epsabs,nmin,nmax) ==
+ length : F := (b-a)
+ delta : F := length
+ newsum : F := 0.5*(b-a)*(func(a)+func(b))
+ newest : F := 0.0
+ oldsum : F := 0.0
+ oldest : F := 0.0
+ change : F := 0.0
+ n : I := 1
+ pts : I := 1
+ if (nmin < 2) then
+ output("simpson: nmin to small (nmin > 1) nmin = ",nmin::E)
+ return([0.0,0.0,0,false])
+ if (nmax < nmin) then
+ output("simpson: nmax < nmin : nmax = ",nmax::E)
+ output(" nmin = ",nmin::E)
+ return([0.0,0.0,0,false])
+ if (a = b) then
+ output("simpson: integration limits are equal = ",a::E)
+ return([0.0,0.0,1,true])
+ if (epsrel < 0.0) then
+ output("simpson: eps_r < 0.0 : eps_r = ",epsrel::E)
+ return([0.0,0.0,0,false])
+ if (epsabs < 0.0) then
+ output("simpson: eps_a < 0.0 : eps_a = ",epsabs::E)
+ return([0.0,0.0,0,false])
+ for n in 1..nmax repeat
+ oldsum := newsum
+ newsum := trapclosed(func,a,delta,oldsum,pts)
+ newest := (4.0 * newsum - oldsum) / 3.0
+ if n > nmin then
+ change := abs(newest-oldest)
+ if change < abs(epsrel*oldest) then
+ return( [newest , 1.25*change , 2*pts+1 , true] )
+ if change < epsabs then
+ return( [newest , 1.25*change , 2*pts+1 , true] )
+ oldsum := newsum
+ oldest := newest
+ delta := 0.5*delta
+ pts := 2*pts
+ return( [newest , 1.25*change , pts+1 ,false] )
+
+---------------------------------------------------
+
+ trapezoidal(func,a,b,epsrel,epsabs,nmin,nmax) ==
+ length : F := (b-a)
+ delta : F := length
+ newsum : F := 0.5*(b-a)*(func(a)+func(b))
+ change : F := 0.0
+ oldsum : F
+ n : I := 1
+ pts : I := 1
+ if (nmin < 2) then
+ output("trapezoidal: nmin to small (nmin > 1) nmin = ",nmin::E)
+ return([0.0,0.0,0,false])
+ if (nmax < nmin) then
+ output("trapezoidal: nmax < nmin : nmax = ",nmax::E)
+ output(" nmin = ",nmin::E)
+ return([0.0,0.0,0,false])
+ if (a = b) then
+ output("trapezoidal: integration limits are equal = ",a::E)
+ return([0.0,0.0,1,true])
+ if (epsrel < 0.0) then
+ output("trapezoidal: eps_r < 0.0 : eps_r = ",epsrel::E)
+ return([0.0,0.0,0,false])
+ if (epsabs < 0.0) then
+ output("trapezoidal: eps_a < 0.0 : eps_a = ",epsabs::E)
+ return([0.0,0.0,0,false])
+ for n in 1..nmax repeat
+ oldsum := newsum
+ newsum := trapclosed(func,a,delta,oldsum,pts)
+ if n > nmin then
+ change := abs(newsum-oldsum)
+ if change < abs(epsrel*oldsum) then
+ return( [newsum , 1.25*change , 2*pts+1 , true] )
+ if change < epsabs then
+ return( [newsum , 1.25*change , 2*pts+1 , true] )
+ delta := 0.5*delta
+ pts := 2*pts
+ return( [newsum , 1.25*change , pts+1 ,false] )
+
+---------------------------------------------------
+
+ rombergo(func,a,b,epsrel,epsabs,nmin,nmax) ==
+ length : F := (b-a)
+ delta : F := length / 3.0
+ newsum : F := length * func( 0.5*(a+b) )
+ newest : F := 0.0
+ oldsum : F := 0.0
+ oldest : F := 0.0
+ change : F := 0.0
+ qx1 : F := newsum
+ table : V F := new((nmax+1)::PI,0.0)
+ four : I
+ j : I
+ i : I
+ n : I := 1
+ pts : I := 1
+ for n in 1..nmax repeat
+ oldsum := newsum
+ newsum := trapopen(func,a,delta,oldsum,pts)
+ newest := (9.0 * newsum - oldsum) / 8.0
+ table(n) := newest
+ nine := 9
+ output(newest::E)
+ for j in 2..n repeat
+ i := n+1-j
+ nine := nine * 9
+ table(i) := table(i+1) + (table(i+1)-table(i)) / (nine-1)
+ if n > nmin then
+ change := abs(table(1) - qx1)
+ if change < abs(epsrel*qx1) then
+ return( [table(1) , 1.5*change , 3*pts , true] )
+ if change < epsabs then
+ return( [table(1) , 1.5*change , 3*pts , true] )
+ output(table::E)
+ oldsum := newsum
+ oldest := newest
+ delta := delta / 3.0
+ pts := 3*pts
+ qx1 := table(1)
+ return( [table(1) , 1.5*change , pts ,false] )
+
+---------------------------------------------------
+
+ simpsono(func,a,b,epsrel,epsabs,nmin,nmax) ==
+ length : F := (b-a)
+ delta : F := length / 3.0
+ newsum : F := length * func( 0.5*(a+b) )
+ newest : F := 0.0
+ oldsum : F := 0.0
+ oldest : F := 0.0
+ change : F := 0.0
+ n : I := 1
+ pts : I := 1
+ for n in 1..nmax repeat
+ oldsum := newsum
+ newsum := trapopen(func,a,delta,oldsum,pts)
+ newest := (9.0 * newsum - oldsum) / 8.0
+ output(newest::E)
+ if n > nmin then
+ change := abs(newest - oldest)
+ if change < abs(epsrel*oldest) then
+ return( [newest , 1.5*change , 3*pts , true] )
+ if change < epsabs then
+ return( [newest , 1.5*change , 3*pts , true] )
+ oldsum := newsum
+ oldest := newest
+ delta := delta / 3.0
+ pts := 3*pts
+ return( [newest , 1.5*change , pts ,false] )
+
+---------------------------------------------------
+
+ trapezoidalo(func,a,b,epsrel,epsabs,nmin,nmax) ==
+ length : F := (b-a)
+ delta : F := length/3.0
+ newsum : F := length*func( 0.5*(a+b) )
+ change : F := 0.0
+ pts : I := 1
+ oldsum : F
+ n : I
+ for n in 1..nmax repeat
+ oldsum := newsum
+ newsum := trapopen(func,a,delta,oldsum,pts)
+ output(newsum::E)
+ if n > nmin then
+ change := abs(newsum-oldsum)
+ if change < abs(epsrel*oldsum) then
+ return([newsum , 1.5*change , 3*pts , true] )
+ if change < epsabs then
+ return([newsum , 1.5*change , 3*pts , true] )
+ delta := delta / 3.0
+ pts := 3*pts
+ return([newsum , 1.5*change , pts ,false] )
+
+---------------------------------------------------
+
+ trapclosed(func,start,h,oldsum,numpoints) ==
+ x : F := start + 0.5*h
+ sum : F := 0.0
+ i : I
+ for i in 1..numpoints repeat
+ sum := sum + func(x)
+ x := x + h
+ return( 0.5*(oldsum + sum*h) )
+
+---------------------------------------------------
+
+ trapopen(func,start,del,oldsum,numpoints) ==
+ ddel : F := 2.0*del
+ x : F := start + 0.5*del
+ sum : F := 0.0
+ i : I
+ for i in 1..numpoints repeat
+ sum := sum + func(x)
+ x := x + ddel
+ sum := sum + func(x)
+ x := x + del
+ return( (oldsum/3.0 + sum*del) )
+
+@
+\section{License}
+<<license>>=
+--Copyright (c) 1991-2002, The Numerical ALgorithms Group Ltd.
+--All rights reserved.
+--
+--Redistribution and use in source and binary forms, with or without
+--modification, are permitted provided that the following conditions are
+--met:
+--
+-- - Redistributions of source code must retain the above copyright
+-- notice, this list of conditions and the following disclaimer.
+--
+-- - Redistributions in binary form must reproduce the above copyright
+-- notice, this list of conditions and the following disclaimer in
+-- the documentation and/or other materials provided with the
+-- distribution.
+--
+-- - Neither the name of The Numerical ALgorithms Group Ltd. nor the
+-- names of its contributors may be used to endorse or promote products
+-- derived from this software without specific prior written permission.
+--
+--THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
+--IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
+--TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
+--PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
+--OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+--EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+--PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+--PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+--LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+--NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+--SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+@
+<<*>>=
+<<license>>
+
+<<package NUMQUAD NumericalQuadrature>>
+@
+\eject
+\begin{thebibliography}{99}
+\bibitem{1} nothing
+\end{thebibliography}
+\end{document}