NAG Fortran Library

D01 - Quadrature


Chapter Introduction
D01AHF One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
D01AJF One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly-behaved integrands
D01AKF One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
D01ALF One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
D01AMF One-dimensional quadrature, adaptive, infinite or semi-infinite interval
D01ANF One-dimensional quadrature, adaptive, finite interval, weight function cos omega x or sin omega x
D01APF One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
D01AQF One-dimensional quadrature, adaptive, finite interval, weight function 1/(x-c), Cauchy principal value (Hilbert transform)
D01ARF One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
D01ASF One-dimensional quadrature, adaptive, semi-infinite interval, weight function cos omega x or sin omega x
D01ATF One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines
D01AUF One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines
D01BAF One-dimensional Gaussian quadrature
D01BBF Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
D01BCF Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
D01BDF One-dimensional quadrature, non-adaptive, finite interval
D01DAF Two-dimensional quadrature, finite region
D01EAF Multi-dimensional adaptive quadrature over hyper-rectangle, multiple integrands
D01FBF Multi-dimensional Gaussian quadrature over hyper-rectangle
D01FCF Multi-dimensional adaptive quadrature over hyper-rectangle
D01FDF Multi-dimensional quadrature, Sag--Szekeres method, general product region or n-sphere
D01GAF One-dimensional quadrature, integration of function defined by data values, Gill--Miller method
D01GBF Multi-dimensional quadrature over hyper-rectangle, Monte Carlo method
D01GCF Multi-dimensional quadrature, general product region, number-theoretic method
D01GDF Multi-dimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines
D01GYF Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime
D01GZF Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is product of two primes
D01JAF Multi-dimensional quadrature over an n-sphere, allowing for badly-behaved integrands
D01PAF Multi-dimensional quadrature over an n-simplex


© The Numerical Algorithms Group Ltd, Oxford UK. 1999