NAG Fortran Library

Chapter D01

Quadrature

Chapter Introduction
D01AHF    One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
D01AJF    One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly-behaved integrands
D01AKF    One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
D01ALF    One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
D01AMF    One-dimensional quadrature, adaptive, infinite or semi-infinite interval
D01ANF    One-dimensional quadrature, adaptive, finite interval, weight function cos(omega x) or sin(omega x)
D01APF    One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
D01AQF    One-dimensional quadrature, adaptive, finite interval, weight function 1/(x-c), Cauchy principal value (Hilbert transform)
D01ARF    One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
D01ASF    One-dimensional quadrature, adaptive, semi-infinite interval, weight function cos(omega x) or sin(omega x)
D01ATF    One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines
D01AUF    One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines
D01BAF    One-dimensional Gaussian quadrature
D01BBF    Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
D01BCF    Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
D01BDF    One-dimensional quadrature, non-adaptive, finite interval
D01DAF    Two-dimensional quadrature, finite region
D01EAF    Multi-dimensional adaptive quadrature over hyper-rectangle, multiple integrands
D01FBF    Multi-dimensional Gaussian quadrature over hyper-rectangle
D01FCF    Multi-dimensional adaptive quadrature over hyper-rectangle
D01FDF    Multi-dimensional quadrature, Sag–Szekeres method, general product region or n-sphere
D01GAF    One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
D01GBF    Multi-dimensional quadrature over hyper-rectangle, Monte Carlo method
D01GCF    Multi-dimensional quadrature, general product region, number-theoretic method
D01GDF    Multi-dimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines
D01GYF    Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime
D01GZF    Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is product of two primes
D01JAF    Multi-dimensional quadrature over an n-sphere, allowing for badly-behaved integrands
D01PAF    Multi-dimensional quadrature over an n-simplex

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001