function [val,bp,wf]=gcquad(func,xlow,...
xhigh,nquad,mparts,varargin)
%
% [val,bp,wf]=gcquad(func,xlow,...
% xhigh,nquad,mparts,varargin)
% ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
%
% This function integrates a general function using
% a composite Gauss formula of arbitrary order. The
% integral value is returned along with base points
% and weight factors obtained by an eigenvalue based
% method. The integration interval is divided into
% mparts subintervals of equal length and integration
% over each part is performed with a Gauss formula
% making nquad function evaluations. Results are
% exact for polynomials of degree up to 2*nquad-1.
% ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
% func - name of a function to be integrated
% having an argument list of the form
% func(x,p1,p2,...) where any auxiliary
% parameters p1,p2,.. are passed through
% variable varargin. Use [ ] for the
% function name if only the base points
% and weight factors are needed.
% xlow,xhigh - integration limits
% nquad - order of Gauss formula chosen
% mparts - number of subintervals selected in
% the composite integration
% varargin - variable length parameter used to
% pass additional arguments needed in
% the integrand func
% val - numerical value of the integral
% bp,wf - vectors containing base points and
% weight factors in the composite
% integral formula
%
% A typical calculation such as:
% Fun=inline('(sin(w*t).^2).*exp(c*t)','t','w','c');
% A=0; B=12; nquad=21; mparts=10; w=10; c=8;
% [value,pcterr]=integrate(Fun,A,B,nquad,mparts,w,c);
% gives value = 1.935685556078172e+040 which is
% accurate within an error of 1.9e-13 percent.
%
% User m functions called: the function name passed
% in the argument list
%----------------------------------------------
if isempty(nquad), nquad=10; end
if isempty(mparts), mparts=1; end
% Compute base points and weight factors
% for the single interval [-1,1]. (Ref:
% 'Methods of Numerical Integration' by
% P. Davis and P. Rabinowitz, page 93)
u=(1:nquad-1)./sqrt((2*(1:nquad-1)).^2-1);
[vc,bp]=eig(diag(u,-1)+diag(u,1));
[bp,k]=sort(diag(bp)); wf=2*vc(1,k)'.^2;
% Modify the base points and weight factors
% to apply for a composite interval
d=(xhigh-xlow)/mparts; d1=d/2;
dbp=d1*bp(:); dwf=d1*wf(:); dr=d*(1:mparts);
cbp=dbp(:,ones(1,mparts))+ ...
dr(ones(nquad,1),:)+(xlow-d1);
cwf=dwf(:,ones(1,mparts)); wf=cwf(:); bp=cbp(:);
% Compute the integral
if isempty(func)
val=[];
else
f=feval(func,bp,varargin{:}); val=wf'*f(:);
end