NAG AD Library
D01 (Quad)

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

Mark of

d01bd_a1w_f 27 nagf_quad_dim1_fin_smooth_a1w
One-dimensional quadrature, non-adaptive, finite interval
d01fb_a1w_f 26.2 nagf_quad_md_gauss_a1w
Multidimensional Gaussian quadrature over hyper-rectangle
d01fc_a1w_f 27 nagf_quad_md_adapt_a1w
Multidimensional adaptive quadrature over hyper-rectangle
d01ga_a1w_f 27 nagf_quad_dim1_data_a1w
One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
d01pa_a1w_f 26.2 nagf_quad_md_simplex_a1w
Multidimensional quadrature over an n-simplex
d01rg_a1w_f 26.2 nagf_quad_dim1_fin_gonnet_vec_a1w
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
d01ua_a1w_f 27 nagf_quad_dim1_gauss_vec_a1w
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)