GAMS Classification Index
NAG C Library Manual

J4: Hilbert transforms

d01aqc   nag_1d_quad_wt_cauchy
One-dimensional adaptive quadrature, weight function 1/(x-c), Cauchy principal value
d01sqc   nag_1d_quad_wt_cauchy_1
One-dimensional adaptive quadrature, weight function 1/(x-c), Cauchy principal value, thread-safe

NAG C Library Manual
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002