D601: Solution of a Linear Fredholm Integral Equation of Second Kind

Author(s): G.A. Erskine and K.S. Kölbig Library: MATHLIB
Submitter: Submitted: 07.06.1992
Language: Fortran Revised:

Subroutine subprograms RFRDH1, DFRDH1 and function subprograms RFRDH2, DFRDH2 calculate an approximation to the solution y of the Fredholm integral equation

displaymath165

over the interval [a,b]. The function F must not be identically zero. The interval [a,b] may be divided into m subintervals tex2html_wrap_inline175 , with tex2html_wrap_inline177 .

The order tex2html_wrap_inline179 (number of abscissae) of the Gaussian quadrature formula used for integrating over tex2html_wrap_inline181 is specified separately for each subinterval.

Function subprograms RFRDH3 and DFRDH3 evaluate numerically integrals of the form tex2html_wrap_inline183 where H is an arbitrary function and y is the solution of (1).

The following values of tex2html_wrap_inline189 may be used: 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 20, 24, 32, 40, 48, 64, 80, 96.

On computers other than CDC and Cray, only the double-precision versions DFRDH1 etc. are available. On CDC and Cray computers, only the single-precision versions RFRDH1 etc. are available.

Structure:

SUBROUTINE and FUNCTION subprograms
User Entry Names: RFRDH1, RFRDH2, RFRDH3, DFRDH1, DFRDH2, DFRDH3
Files Referenced: Unit 6
External References: tex2html_wrap271

Usage:

For tex2html_wrap_inline191 (type REAL), tex2html_wrap_inline193 (type DOUBLE PRECISION), the first step in the solution of (1) must be the execution of a statement of the form:

    CALL tFRDH1(F,G,M,T,NG,WS,IDIM,N)
F,G
(type according to t) Names of user-supplied FUNCTION subprograms, declared EXTERNAL in the calling program. Subprogram F must set tex2html_wrap_inline195 , subprogram G must set tex2html_wrap_inline197 .
M
(INTEGER) Number tex2html_wrap_inline199 of subintervals in [a,b].
T
(type according to t) One-dimensional array of dimension (0:d) where tex2html_wrap_inline203 . On entry, T must contain the m+1 ordered points of subdivision tex2html_wrap_inline207 , with tex2html_wrap_inline209 and tex2html_wrap_inline211 .
NG
(INTEGER) One-dimensional array of length tex2html_wrap_inline213 . On entry, NG must contain the order (number of absissae) tex2html_wrap_inline215 of the Gaussian quadrature formula to be used in the interval tex2html_wrap_inline217 .
WS
(type according to t) Two-dimensional array of dimensions tex2html_wrap_inline219 . Used as working space and for communication between the subprograms.
IDIM
(INTEGER) A number tex2html_wrap_inline221 .
N
(INTEGER) On exit, tex2html_wrap_inline223 .

Once tFRDH1 has been called, the function subprograms tFRDH2 and tFRDH3 may be referenced any number of times without any further call to tFRDH1.

In any arithmetic expression,

    tFRDH2(F,G,X,WS,IDIM,N)
has the value tex2html_wrap_inline225 , where y is the approximate solution of (1).

In any arithmetic expression,

    tFRDH3(H,WS,IDIM,N)
has the approximate value of tex2html_wrap_inline229 where y is the approximate solution of (1).

H (type according to t) is the name of a user-defined FUNCTION subprogram, declared EXTERNAL in the calling program. This subprogram must set tex2html_wrap_inline233 .

Method:

Let the sets tex2html_wrap_inline235 and tex2html_wrap_inline237 be defined by

displaymath239

tex2html_wrap_inline241 and tex2html_wrap_inline243 are respectively the weights and abscissae of the tex2html_wrap_inline245 -point Gaussian quadrature formulae corresponding to the interval tex2html_wrap_inline247 . Subprograms RFRDH1 or DFRDH1 sets up and solves the following system of simultaneous linear equations with unknowns tex2html_wrap_inline249 :

displaymath251

where tex2html_wrap_inline253 .

Function subprogram tFRDH2 calculates tex2html_wrap_inline255 .

Function subprogram tFRDH3 calculates tex2html_wrap_inline257 .

Accuracy:

The accuracy depends upon the extend to which the product G(x,t)y(t) can be represented by a polynomial of degree tex2html_wrap_inline261 for all x in the interval tex2html_wrap_inline265 .

Error handling:

Error D601.1: In tFRDH1, the system of linear equations is singular. A message is written on Unit 6, unless subroutine MTLSET (N002) has been called.
If any of the values tex2html_wrap_inline267 does not appear in the list given above, a message is written on Unit 6 by RGSET or DGSET (D107) unless subroutine MTLSET (N002) has been called.
tex2html_wrap_inline269


Michel Goossens Wed Jun 5 01:19:03 METDST 1996