Chapter Introduction (pdf version)
NAG Library Manual

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(ωx) or sin(ωx)
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(ωx) or sin(ωx)
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

Chapter Introduction (pdf version)
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2006