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GAMS Classification for the NAG Library
NAG Library Manual

H2 : Quadrature (numerical evaluation of definite integrals)

H2a:   One-dimensional integrals  (17 routines)
H2b:   Multidimensional integrals  (10 routines)
H2c:   Service routines (e.g., compute weights and nodes for quadrature formulas)  (4 routines)

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GAMS Classification for the NAG Library
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2006