Robert Dodier wrote:
> On Thu, Sep 25, 2008 at 2:40 PM, Edwin Woollett <woollett at charter.net> wrote:
>
>> I get quad_qag(..) error message no. 2
>> ("excessive roundoff error") with
>> a very simple function f(x) = x.
>
> The exact result is 0 which makes the relative error calculation undefined.
> (I don't remember quadpack's definition of relative error offhand.)
I looked it up. Quadpack computes
errbnd = max(epsabs, epsrel*abs(result))
This is used to determine if we've converged or not. But since result
is always 0, errbnd is always 0 (because epsabs is 0). This is compared
to the estimated abserr to determine convergence.
Ray