NAG AD Library
D01 (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_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
d01rj_a1w_f 27.1 nagf_quad_dim1_fin_general_a1w
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
d01rk_a1w_f 27.1 nagf_quad_dim1_fin_osc_fn_a1w
One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
d01rl_a1w_f 27.1 nagf_quad_dim1_fin_brkpts_a1w
One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
d01rm_a1w_f 27.1 nagf_quad_dim1_inf_general_a1w
One-dimensional quadrature, adaptive, infinite or semi-infinite interval, strategy due to Piessens and de Doncker
d01tb_a1w_f 27.1 nagf_quad_dim1_gauss_wres_a1w
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tc_a1w_f 27.1 nagf_quad_dim1_gauss_wgen_a1w
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01ua_a1w_f 27 nagf_quad_dim1_gauss_vec_a1w
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)