TOMS427
Fourier Cosine Integral

TOMS427 is a FORTRAN77 library which implements ACM TOMS algorithm 427, for approximating a Fourier cosine integral of the form

        Integral ( 0 <= T < +oo ) f(t) cos ( w * t ) dt
      

While the text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html, most of the early algorithms are not available. This is one of them. I typed it in.

Usage:

value = frcos ( fc, w, t, et, hl )

where FC is a function that evaluates f(t), W is the multiplier of the argument, T is the finite upper limit for the integral, ET is the requested absolute accuracy, and HL is a limit on step size convergence, such that convergence in any subinterval is not recognized unless the subinterval is smaller than HL.

Languages:

TOMS427 is available in a FORTRAN77 version.

Reference:

1. Peter Linz,
   Algorithm 427: Fourier Cosine Integral,
   Communications of the ACM,
   Volume 15, Number 5, May 1972, pages 358-360.

Source Code:

• toms427.f, the source code.
• toms427.sh, commands to compile the source code.

Examples and Tests:

• toms427_prb.f, a sample calling program.
• toms427_prb.sh, commands to compile and run the sample program.
• toms427_prb_output.txt, the output file.

List of Routines:

• FRCOS approximates a Fourier cosine integral.

You can go up one level to the FORTRAN77 source codes.