# NAG CL InterfaceD01 (Quad)Quadrature

D01 (Quad) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
d01bdc
Example Text
Example Data
23 nag_quad_dim1_fin_smooth
One-dimensional quadrature, non-adaptive, finite interval
d01dac
Example Text
23 nag_quad_dim2_fin
Two-dimensional quadrature, finite region
d01esc
Example Text
25 nag_quad_md_sgq_multi_vec
Multi-dimensional quadrature using sparse grids
d01fbc
Example Text
23 nag_quad_md_gauss
Multidimensional Gaussian quadrature over hyper-rectangle
d01fdc
Example Text
23 nag_quad_md_sphere
Multidimensional quadrature, Sag–Szekeres method, general product region or $n$-sphere
d01gac
Example Text
Example Data
2 nag_quad_dim1_data
One-dimensional integration of a function defined by data values only
d01gdc
Example Text
23 nag_quad_md_numth_vec
Multidimensional quadrature, general product region, number-theoretic method
d01gyc
Example Text
23 nag_quad_md_numth_coeff_prime
Korobov optimal coefficients for use in d01gdc, when number of points is prime
d01gzc
Example Text
23 nag_quad_md_numth_coeff_2prime
Korobov optimal coefficients for use in d01gdc, when number of points is product of two primes
d01pac
Example Text
23 nag_quad_md_simplex
Multidimensional quadrature over an $n$-simplex
d01rac
Example Text
24 nag_quad_dim1_gen_vec_multi_rcomm
One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
d01rcc 24 nag_quad_dim1_gen_vec_multi_dimreq
Determine required array dimensions for d01rac
d01rgc
Example Text
24 nag_quad_dim1_fin_gonnet_vec
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
d01sjc
Example Text
5 nag_quad_dim1_fin_gen
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
d01skc
Example Text
5 nag_quad_dim1_osc
One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
d01slc
Example Text
5 nag_quad_dim1_fin_brkpts_threadsafe
One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
d01smc
Example Text
5 nag_quad_dim1_quad_inf_1
One-dimensional adaptive quadrature over infinite or semi-infinite interval
d01snc
Example Text
5 nag_quad_dim1_quad_wt_trig_1
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
d01spc
Example Text
5 nag_quad_dim1_quad_wt_alglog_1
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
d01sqc
Example Text
5 nag_quad_dim1_quad_wt_cauchy_1
One-dimensional adaptive quadrature, weight function $1/\left(x-c\right)$, Cauchy principal value
d01ssc
Example Text
5 nag_quad_dim1_quad_inf_wt_trig_1
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function
d01tac
Example Text
5 (Deprecated) nag_quad_dim1_gauss_1
One-dimensional Gaussian quadrature, choice of weight functions
d01tbc
Example Text
23 nag_quad_dim1_gauss_wres
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tcc
Example Text
Example Data
Example Plot
23 nag_quad_dim1_gauss_wgen
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01tdc
Example Text
26 nag_quad_dim1_gauss_wrec
Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
d01tec
Example Text
26 nag_quad_dim1_gauss_recm
Generates recursion coefficients needed by d01tdc to calculate a Gaussian quadrature rule
d01uac
Example Text
24 nag_quad_dim1_gauss_vec
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
d01ubc
Example Text
26 nag_quad_dim1_inf_exp_wt
Non-automatic function to evaluate
d01wcc
Example Text
5 nag_quad_multid_quad_adapt_1
Multidimensional adaptive quadrature
d01xbc
Example Text
5 nag_quad_multid_quad_monte_carlo_1
Multidimensional quadrature, using Monte Carlo method
d01zkc 24 nag_quad_opt_set
Option setting function
d01zlc 24 nag_quad_opt_get
Option getting function