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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
Multidimensional Gaussian quadrature over hyper-rectangle
One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
Multidimensional quadrature over an $n$-simplex
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands