NAG CPP Interface
quad (D01)
Quadrature

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

Function

Purpose
d01fbf md_gauss
Multidimensional Gaussian quadrature over hyper-rectangle
d01tbf dim1_gauss_wres
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule