NAG Library Chapter Contents

D01 (quad)
Quadrature


D01 (quad) Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
d01ahf
Example Text
Example Data
8 nagf_quad_dim1_fin_well
One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
d01ajf
Example Text
8 nagf_quad_dim1_fin_bad
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
d01akf
Example Text
8 nagf_quad_dim1_fin_osc
One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
d01alf
Example Text
8 nagf_quad_dim1_fin_sing
One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
d01amf
Example Text
8 nagf_quad_dim1_inf
One-dimensional quadrature, adaptive, infinite or semi-infinite interval
d01anf
Example Text
8 nagf_quad_dim1_fin_wtrig
One-dimensional quadrature, adaptive, finite interval, weight function cosωx or sinωx
d01apf
Example Text
8 nagf_quad_dim1_fin_wsing
One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
d01aqf
Example Text
8 nagf_quad_dim1_fin_wcauchy
One-dimensional quadrature, adaptive, finite interval, weight function 1/x-c, Cauchy principal value (Hilbert transform)
d01arf
Example Text
10 nagf_quad_dim1_indef
One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
d01asf
Example Text
13 nagf_quad_dim1_inf_wtrig
One-dimensional quadrature, adaptive, semi-infinite interval, weight function cosωx or sinωx
d01atf
Example Text
13 nagf_quad_dim1_fin_bad_vec
One-dimensional quadrature, adaptive, finite interval, variant of d01ajf efficient on vector machines
d01auf
Example Text
13 nagf_quad_dim1_fin_osc_vec
One-dimensional quadrature, adaptive, finite interval, variant of d01akf efficient on vector machines
d01bcf
Example Text
Example Plot
8 nagf_quad_dim1_gauss_wgen
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01bdf
Example Text
8 nagf_quad_dim1_fin_smooth
One-dimensional quadrature, non-adaptive, finite interval
d01daf
Example Text
5 nagf_quad_dim2_fin
Two-dimensional quadrature, finite region
d01eaf
Example Text
Example Plot
12 nagf_quad_md_adapt_multi
Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands
d01esf
Example Text
25 nagf_quad_md_sgq_multi_vec
Multi-dimensional quadrature using sparse grids
d01fbf
Example Text
8 nagf_quad_md_gauss
Multidimensional Gaussian quadrature over hyper-rectangle
d01fcf
Example Text
8 nagf_quad_md_adapt
Multidimensional adaptive quadrature over hyper-rectangle
d01fdf
Example Text
10 nagf_quad_md_sphere
Multidimensional quadrature, Sag–Szekeres method, general product region or n-sphere
d01gaf
Example Text
Example Data
5 nagf_quad_dim1_data
One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
d01gbf
Example Text
10 nagf_quad_md_mcarlo
Multidimensional quadrature over hyper-rectangle, Monte–Carlo method
d01gcf
Example Text
10 nagf_quad_md_numth
Multidimensional quadrature, general product region, number-theoretic method
d01gdf
Example Text
14 nagf_quad_md_numth_vec
Multidimensional quadrature, general product region, number-theoretic method, variant of d01gcf efficient on vector machines
d01gyf
Example Text
10 nagf_quad_md_numth_coeff_prime
Korobov optimal coefficients for use in d01gcf or d01gdf, when number of points is prime
d01gzf
Example Text
10 nagf_quad_md_numth_coeff_2prime
Korobov optimal coefficients for use in d01gcf or d01gdf, when number of points is product of two primes
d01jaf
Example Text
10 nagf_quad_md_sphere_bad
Multidimensional quadrature over an n-sphere, allowing for badly behaved integrands
d01paf
Example Text
10 nagf_quad_md_simplex
Multidimensional quadrature over an n-simplex
d01raf
Example Text
24 nagf_quad_dim1_gen_vec_multi_rcomm
One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
d01rbf 24 nagf_quad_withdraw_1d_gen_vec_multi_diagnostic
Diagnostic routine for d01raf
Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
d01rcf 24 nagf_quad_dim1_gen_vec_multi_dimreq
Determine required array dimensions for d01raf
d01rgf
Example Text
24 nagf_quad_dim1_fin_gonnet_vec
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
d01tbf
Example Text
24 nagf_quad_dim1_gauss_wres
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tdf
Example Text
26.0 nagf_quad_dim1_gauss_wrec
Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
d01tef
Example Text
26.0 nagf_quad_dim1_gauss_recm
Generates recursion coefficients needed by d01tdf to calculate a Gaussian quadrature rule
d01uaf
Example Text
24 nagf_quad_dim1_gauss_vec
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
d01ubf
Example Text
26.0 nagf_quad_dim1_inf_exp_wt
Non-automatic routine to evaluate 0exp-x2fx dx
d01zkf 24 nagf_quad_opt_set
Option setting routine
d01zlf 24 nagf_quad_opt_get
Option getting routine