TEST_INT_2D
Quadrature Tests for 2D Finite Intervals

TEST_INT_2D is a MATLAB program which evaluates test integrands.

The test integrands would normally be used to testing 2D quadrature software. It is possible to invoke a particular function by number, or to try out all available functions, as demonstrated in the sample calling program.

The current set of problems is:

1. integral on [0,1]x[0,1] of f(x,y) = 1 / ( 1 - x * y ); singular at [1,1].
2. integral on [-1,1]x[-1,1] of f(x,y) = 1 / sqrt ( 1 - x * x * y * y ); singular at [1,1], [1,-1], [-1,1], [-1,-1];
3. integral on [-1,1]x[-1,1] of f(x,y) = 1 / sqrt ( 2 - x - y ); singular at [1,1];
4. integral on [-1,1]x[-1,1] of f(x,y) = 1 / sqrt ( 3 - x - 2 * y ); singular along the line y = ( 3 - x ) / 2.
5. integral on [0,1]x[0,1] of f(x,y) = sqrt ( x * y ); singular along the lines y = 0 and x = 0.
6. integral on [-1,1]x[-1,1] of f(x,y) = abs ( x * x + y * y - 1/4 ); nondifferentiable along x*x+y*y=1/4.
7. integral on [0,1]x[0,1] of f(x,y) = sqrt ( abs ( x - y ) ); nondifferentiable along y = x.
8. integral on [0,5]x[0,5] of f(x,y) = exp ( - ( (x-4)^2 + (y-1)^2 ) ), highly localized near (4,1).

The library includes not just the integrand, but also the interval of integration, and the exact value of the integral. Thus, for each integrand function, three subroutines are supplied. For instance, for function #5, we have the routines:

• P05_FUN evaluates the integrand for problem 5.
• P05_LIM returns the integration limits for problem 5.
• P05_EXACT returns the exact integral for problem 5.

Moreover, since the same interface is used for each function, if you wish to work with problem 2 instead, you simply change the "05" to "02" in your routine calls.

If you wish to call all of the functions, then you simply use the generic interface, which again has three subroutines, but which requires you to specify the problem number as an extra input argument:

• P00_FUN evaluates the integrand for any problem.
• P00_LIM returns the integration limits for any problem.
• P00_EXACT returns the exact integral for any problem.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

TEST_INT_2D is available in a C version and a C++ version and a FORTRAN90 version and a FORTRAN77 version and a MATLAB version.

Related Data and Programs:

TEST_INT_HERMITE, a MATLAB library which defines some test integration problems over infinite intervals.

TEST_INT_LAGUERRE, a MATLAB library which defines test integrands for integration over [ALPHA,+Infinity).

Reference:

1. Gwynne Evans,
   Practical Numerical Integration,
   Wiley, 1993,
   ISBN: 047193898X,
   LC: QA299.3E93.

Source Code:

• legendre_dr_compute.m, Gauss-Legendre quadrature by Davis-Rabinowitz method.
• p00_exact.m returns the exact integral for any problem.
• p00_fun.m evaluates the integrand for any problem.
• p00_lim.m returns the integration limits for any problem.
• p00_problem_num.m returns the number of test integration problems.
• p01_exact.m returns the exact integral for problem 1.
• p01_fun.m evaluates the integrand for problem 1.
• p01_lim.m returns the integration limits for problem 1.
• p02_exact.m returns the exact integral for problem 2.
• p02_fun.m evaluates the integrand for problem 2.
• p02_lim.m returns the integration limits for problem 2.
• p03_exact.m returns the exact integral for problem 3.
• p03_fun.m evaluates the integrand for problem 3.
• p03_lim.m returns the integration limits for problem 3.
• p04_exact.m returns the exact integral for problem 4.
• p04_fun.m evaluates the integrand for problem 4.
• p04_lim.m returns the integration limits for problem 4.
• p05_exact.m returns the exact integral for problem 5.
• p05_fun.m evaluates the integrand for problem 5.
• p05_lim.m returns the integration limits for problem 5.
• p06_exact.m returns the exact integral for problem 6.
• p06_fun.m evaluates the integrand for problem 6.
• p06_lim.m returns the integration limits for problem 6.
• p07_exact.m returns the exact integral for problem 7.
• p07_fun.m evaluates the integrand for problem 7.
• p07_lim.m returns the integration limits for problem 7.
• p08_exact.m returns the exact integral for problem 8.
• p08_fun.m evaluates the integrand for problem 8.
• p08_lim.m returns the integration limits for problem 8.
• r8mat_uniform_01.m returns a unit pseudorandom R8MAT.
• timestamp.m prints the current YMDHMS date as a time stamp.

Examples and Tests:

• test_int_2d_test.m, runs all the tests.
• test_int_2d_test01.m, applies Monte Carlo rules to the integrands.
• test_int_2d_test02.m, applies a product of composite midpoint rules.
• test_int_2d_test03.m, applies a product of Gauss-Legendre rules.
• test_int_2d_test_output.txt, the output file.

You can go up one level to the MATLAB source codes.