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

Function
Mark of
Introduction

Purpose
Two-dimensional quadrature, finite region
Multi-dimensional quadrature using sparse grids
Multidimensional Gaussian quadrature over hyper-rectangle
Multidimensional quadrature, Sag–Szekeres method, general product region or $n$-sphere
One-dimensional integration of a function defined by data values only
Multidimensional quadrature, general product region, number-theoretic method
Korobov optimal coefficients for use in d01gdc, when number of points is prime
Korobov optimal coefficients for use in d01gdc, when number of points is product of two primes
Multidimensional quadrature over an $n$-simplex
One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
Determine required array dimensions for d01rac
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
One-dimensional quadrature, adaptive, infinite or semi-infinite interval, strategy due to Piessens and de Doncker
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
One-dimensional adaptive quadrature, weight function $1/\left(x-c\right)$, Cauchy principal value
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
Generates recursion coefficients needed by d01tdc to calculate a Gaussian quadrature rule
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
Non-automatic function to evaluate
Multidimensional quadrature, using Monte Carlo method
Option setting function
Option getting function
d01sjc 5
(Deprecated)
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands (single abscissa interface)
d01skc 5
(Deprecated)