NAG AD LibraryD01 (Quad)Quadrature

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

Routine
Mark of
Introduction

Purpose
d01bd 27 nagad_quad_dim1_fin_smooth
One-dimensional quadrature, non-adaptive, finite interval
d01fb 26.2 nagad_quad_md_gauss
Multidimensional Gaussian quadrature over hyper-rectangle
d01fc 27 nagad_quad_md_adapt
Multidimensional adaptive quadrature over hyper-rectangle
d01ga 27 nagad_quad_dim1_data
One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
d01pa 26.2 nagad_quad_md_simplex
Multidimensional quadrature over an $n$-simplex
d01rg 26.2 nagad_quad_dim1_fin_gonnet_vec
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
d01rj 27.1 nagad_quad_dim1_fin_general
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
d01rk 27.1 nagad_quad_dim1_fin_osc_fn
One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
d01rl 27.1 nagad_quad_dim1_fin_brkpts
One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
d01rm 27.1 nagad_quad_dim1_inf_general
One-dimensional quadrature, adaptive, infinite or semi-infinite interval, strategy due to Piessens and de Doncker
d01tb 27.1 nagad_quad_dim1_gauss_wres
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tc 27.1 nagad_quad_dim1_gauss_wgen
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01ua 27 nagad_quad_dim1_gauss_vec
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)