Chapter Introduction |
Module 11.1: nag_quad_1d - Numerical Integration over a Finite Interval |
nag_quad_1d_gen |
1-d quadrature, adaptive, finite interval, allowing for badly behaved integrand, allowing for
singularities at user-specified break-points, suitable for oscillatory integrands |
nag_quad_1d_wt_trig |
1-d quadrature, adaptive, finite
interval, weight function cos(ω x) or sin(ω x) |
nag_quad_1d_wt_end_sing |
1-d quadrature, adaptive, finite
interval, weight function with end-point singularities of algebraico-logarithmic type |
nag_quad_1d_wt_hilb |
1-d quadrature, adaptive, finite
interval, weight function 1/(x−c), Cauchy principal value (Hilbert
transform) |
nag_quad_1d_data |
1-d quadrature, integration of function
defined by data values, Gill-Miller method |
Examples
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Module 11.2: nag_quad_1d_inf - Numerical Integration over an Infinite Interval |
nag_quad_1d_inf_gen |
1-d quadrature, adaptive, semi-infinite
or infinite interval |
nag_quad_1d_inf_wt_trig |
1-d quadrature, adaptive, semi-infinite interval, weight function cos(ω x) or sin(ω x) |
Examples
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Module 11.3: nag_quad_md - Multi-dimensional Integrals |
nag_quad_md_rect |
Multi-dimensional adaptive quadrature over
a hyper-rectangle |
nag_quad_md_rect_mintg |
Multi-dimensional adaptive quadrature over
a hyper-rectangle, multiple integrands |
nag_quad_2d |
2-d quadrature, finite region |
nag_quad_monte_carlo |
Multi-dimensional quadrature over hyper-rectangle, Monte-Carlo method |
Examples
|
Module 11.4: nag_quad_util - Numerical Integration Utilities |
nag_quad_gs_wt_absc |
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule |
Examples
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