D01 Chapter Contents : NAG Library Manual, Mark 27

Routine	Mark of Introduction	Purpose
d01ahf	8	nagf_quad_dim1_fin_well One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
d01anf	8	nagf_quad_dim1_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function $\cos (ω x)$ or $\sin (ω x)$
d01apf	8	nagf_quad_dim1_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
d01aqf	8	nagf_quad_dim1_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function $1 / (x - c)$ , Cauchy principal value (Hilbert transform)
d01arf	10	nagf_quad_dim1_indef One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
d01asf	13	nagf_quad_dim1_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function $\cos (ω x)$ or $\sin (ω x)$
d01bdf	8	nagf_quad_dim1_fin_smooth One-dimensional quadrature, non-adaptive, finite interval
d01daf	5	nagf_quad_dim2_fin Two-dimensional quadrature, finite region
d01eaf	12	nagf_quad_md_adapt_multi Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands
d01esf	25	nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids
d01fbf	8	nagf_quad_md_gauss Multidimensional Gaussian quadrature over hyper-rectangle
d01fcf	8	nagf_quad_md_adapt Multidimensional adaptive quadrature over hyper-rectangle
d01fdf	10	nagf_quad_md_sphere Multidimensional quadrature, Sag–Szekeres method, general product region or $n$ -sphere
d01gaf	5	nagf_quad_dim1_data One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
d01gbf	10	nagf_quad_md_mcarlo Multidimensional quadrature over hyper-rectangle, Monte Carlo method
d01gcf	10	nagf_quad_md_numth Multidimensional quadrature, general product region, number-theoretic method
d01gdf	14	nagf_quad_md_numth_vec Multidimensional quadrature, general product region, number-theoretic method, variant of d01gcf efficient on vector machines
d01gyf	10	nagf_quad_md_numth_coeff_prime Korobov optimal coefficients for use in d01gcf or d01gdf, when number of points is prime
d01gzf	10	nagf_quad_md_numth_coeff_2prime Korobov optimal coefficients for use in d01gcf or d01gdf, when number of points is product of two primes
d01jaf	10	nagf_quad_md_sphere_bad Multidimensional quadrature over an $n$ -sphere, allowing for badly behaved integrands
d01paf	10	nagf_quad_md_simplex Multidimensional quadrature over an $n$ -simplex
d01raf	24	nagf_quad_dim1_gen_vec_multi_rcomm One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
d01rcf	24	nagf_quad_dim1_gen_vec_multi_dimreq Determine required array dimensions for d01raf
d01rgf	24	nagf_quad_dim1_fin_gonnet_vec One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
d01rjf	27.1	nagf_quad_dim1_fin_general One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
d01rkf	27.1	nagf_quad_dim1_fin_osc_fn One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
d01rlf	27.1	nagf_quad_dim1_fin_brkpts One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
d01rmf	27.1	nagf_quad_dim1_inf_general One-dimensional quadrature, adaptive, infinite or semi-infinite interval, strategy due to Piessens and de Doncker
d01tbf	24	nagf_quad_dim1_gauss_wres Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tcf	27.1	nagf_quad_dim1_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01tdf	26	nagf_quad_dim1_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
d01tef	26	nagf_quad_dim1_gauss_recm Generates recursion coefficients needed by d01tdf to calculate a Gaussian quadrature rule
d01uaf	24	nagf_quad_dim1_gauss_vec One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
d01ubf	26	nagf_quad_dim1_inf_exp_wt Non-automatic routine to evaluate $\int_{0}^{\infty} \exp ({- x}^{2}) f (x) d x$
d01zkf	24	nagf_quad_opt_set Option setting routine
d01zlf	24	nagf_quad_opt_get Option getting routine
d01ajf	8 (Deprecated)	nagf_quad_dim1_fin_bad One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands (single abscissa interface)
d01akf	8 (Deprecated)	nagf_quad_dim1_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions (single abscissa interface)
d01alf	8 (Deprecated)	nagf_quad_dim1_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points (single abscissa interface)
d01amf	8 (Deprecated)	nagf_quad_dim1_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval
d01atf	13 (Deprecated)	nagf_quad_dim1_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of d01ajf efficient on vector machines
d01auf	13 (Deprecated)	nagf_quad_dim1_fin_osc_vec One-dimensional quadrature, adaptive, finite interval, variant of d01akf efficient on vector machines
d01bcf	8 (Deprecated)	nagf_quad_withdraw_dim1_gauss_wgen Old routine for calculating weights and abscissae for Gaussian quadrature rules, replaced by d01tcf
d01rbf	24 (Deprecated)	nagf_quad_withdraw_1d_gen_vec_multi_diagnostic Diagnostic routine for d01raf

NAG FL InterfaceD01 (Quad)Quadrature

NAG FL Interface
D01 (Quad)
Quadrature