D01 Chapter Contents : NAG Library Manual, Mark 26

Routine Name	Mark of Introduction	Purpose
d01ahf Example Text Example Data	8	nagf_quad_1d_fin_well One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
d01ajf Example Text	8	nagf_quad_1d_fin_bad One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
d01akf Example Text	8	nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
d01alf Example Text	8	nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
d01amf Example Text	8	nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval
d01anf Example Text	8	nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function $\cos (ω x)$ or $\sin (ω x)$
d01apf Example Text	8	nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
d01aqf Example Text	8	nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function $1 / (x - c)$ , Cauchy principal value (Hilbert transform)
d01arf Example Text	10	nagf_quad_1d_indef One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
d01asf Example Text	13	nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function $\cos (ω x)$ or $\sin (ω x)$
d01atf Example Text	13	nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of d01ajf efficient on vector machines
d01auf Example Text	13	nagf_quad_1d_fin_osc_vec One-dimensional quadrature, adaptive, finite interval, variant of d01akf efficient on vector machines
d01bcf Example Text Example Plot	8	nagf_quad_1d_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01bdf Example Text	8	nagf_quad_1d_fin_smooth One-dimensional quadrature, non-adaptive, finite interval
d01daf Example Text	5	nagf_quad_2d_fin Two-dimensional quadrature, finite region
d01eaf Example Text Example Plot	12	nagf_quad_md_adapt_multi Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands
d01esf Example Text	25	nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids
d01fbf Example Text	8	nagf_quad_md_gauss Multidimensional Gaussian quadrature over hyper-rectangle
d01fcf Example Text	8	nagf_quad_md_adapt Multidimensional adaptive quadrature over hyper-rectangle
d01fdf Example Text	10	nagf_quad_md_sphere Multidimensional quadrature, Sag–Szekeres method, general product region or $n$ -sphere
d01gaf Example Text Example Data	5	nagf_quad_1d_data One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
d01gbf Example Text	10	nagf_quad_md_mcarlo Multidimensional quadrature over hyper-rectangle, Monte–Carlo method
d01gcf Example Text	10	nagf_quad_md_numth Multidimensional quadrature, general product region, number-theoretic method
d01gdf Example Text	14	nagf_quad_md_numth_vec Multidimensional quadrature, general product region, number-theoretic method, variant of d01gcf efficient on vector machines
d01gyf Example Text	10	nagf_quad_md_numth_coeff_prime Korobov optimal coefficients for use in d01gcf or d01gdf, when number of points is prime
d01gzf Example Text	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 Example Text	10	nagf_quad_md_sphere_bad Multidimensional quadrature over an $n$ -sphere, allowing for badly behaved integrands
d01paf Example Text	10	nagf_quad_md_simplex Multidimensional quadrature over an $n$ -simplex
d01raf Example Text	24	nagf_quad_1d_gen_vec_multi_rcomm One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
d01rbf	24	nagf_quad_withdraw_1d_gen_vec_multi_diagnostic Diagnostic routine for d01raf Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
d01rcf	24	nagf_quad_1d_gen_vec_multi_dimreq Determine required array dimensions for d01raf
d01rgf Example Text	24	nagf_quad_1d_fin_gonnet_vec One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
d01tbf Example Text	24	nagf_quad_1d_gauss_wres Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tdf Example Text	26.0	nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
d01tef Example Text	26.0	nagf_quad_1d_gauss_recm Generates recursion coefficients needed by d01tdf to calculate a Gaussian quadrature rule
d01uaf Example Text	24	nagf_quad_1d_gauss_vec One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
d01ubf Example Text	26.0	nagf_quad_1d_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

NAG Library Chapter Contents

D01 (quad)
Quadrature

NAG Library Chapter Contents

D01 (quad)Quadrature

D01 (quad)
Quadrature