NAG Fortran Library

D01 – Quadrature

D01 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
D01AHF Example Text 8 One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
D01AJF Example Text 8 One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly-behaved integrands
D01AKF Example Text 8 One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
D01ALF Example Text 8 One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
D01AMF Example Text 2 One-dimensional quadrature, adaptive, infinite or semi-infinite interval
D01ANF Example Text 8 One-dimensional quadrature, adaptive, finite interval, weight function cos(ω x) or sin(ω x)
D01APF Example Text 8 One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
D01AQF Example Text 8 One-dimensional quadrature, adaptive, finite interval, weight function 1/(x-c), Cauchy principal value (Hilbert transform)
D01ARF Example Text 10 One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
D01ASF Example Text 13 One-dimensional quadrature, adaptive, semi-infinite interval, weight function cos(ω x) or sin(ω x)
D01ATF Example Text 13 One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines
D01AUF Example Text 13 One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines
D01BAF Example Text 7 One-dimensional Gaussian quadrature
D01BBF Example Text 7 Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
D01BCF Example Text 8 Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
D01BDF Example Text 8 One-dimensional quadrature, non-adaptive, finite interval
D01DAF Example Text 5 Two-dimensional quadrature, finite region
D01EAF Example Text 12 Multi-dimensional adaptive quadrature over hyper-rectangle, multiple integrands
D01FBF Example Text 8 Multi-dimensional Gaussian quadrature over hyper-rectangle
D01FCF Example Text 8 Multi-dimensional adaptive quadrature over hyper-rectangle
D01FDF Example Text 10 Multi-dimensional quadrature, Sag–Szekeres method, general product region or n-sphere
D01GAF Example Text Example Data 5 One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
D01GBF Example Text 10 Multi-dimensional quadrature over hyper-rectangle, Monte Carlo method
D01GCF Example Text 10 Multi-dimensional quadrature, general product region, number-theoretic method
D01GDF Example Text 14 Multi-dimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines
D01GYF Example Text 10 Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime
D01GZF Example Text 10 Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is product of two primes
D01JAF Example Text 10 Multi-dimensional quadrature over an n-sphere, allowing for badly-behaved integrands
D01PAF Example Text 10 Multi-dimensional quadrature over an n-simplex

Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2002