NAG C Library

d01 – Quadrature

d01 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
d01ajc 2 nag_1d_quad_gen
One-dimensional adaptive quadrature, allowing for badly behaved integrands
d01akc 2 nag_1d_quad_osc
One-dimensional adaptive quadrature, suitable for oscillating functions
d01alc 2 nag_1d_quad_brkpts
One-dimensional adaptive quadrature, allowing for singularities at specified points
d01amc 2 nag_1d_quad_inf
One-dimensional adaptive quadrature over infinite or semi-infinite interval
d01anc 2 nag_1d_quad_wt_trig
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
d01apc 2 nag_1d_quad_wt_alglog
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
d01aqc 2 nag_1d_quad_wt_cauchy
One-dimensional adaptive quadrature, weight function 1/(x-c), Cauchy principal value
d01asc 2 nag_1d_quad_inf_wt_trig
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function
d01bac 2 nag_1d_quad_guass
One-dimensional Gaussian quadrature rule evaluation
d01fcc 2 nag_multid_quad_adapt
Multi-dimensional adaptive quadrature
d01gac 2 nag_1d_quad_vals
One-dimensional integration of a function defined by data values only
d01gbc 2 nag_multid_quad_monte_carlo
Multi-dimensional quadrature, using Monte Carlo method
d01sjc 5 nag_1d_quad_gen_1
One-dimensional adaptive quadrature, allowing for badly behaved integrands, thread-safe
d01skc 5 nag_1d_quad_osc_1
One-dimensional adaptive quadrature, suitable for oscillating functions, thread-safe
d01slc 5 nag_1d_quad_brkpts_1
One-dimensional adaptive quadrature, allowing for singularities at specified points, thread-safe
d01smc 5 nag_1d_quad_inf_1
One-dimensional adaptive quadrature over infinite or semi-infinite interval, thread-safe
d01snc 5 nag_1d_quad_wt_trig_1
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe
d01spc 5 nag_1d_quad_wt_alglog_1
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe
d01sqc 5 nag_1d_quad_wt_cauchy_1
One-dimensional adaptive quadrature, weight function 1/(x-c), Cauchy principal value, thread-safe
d01ssc 5 nag_1d_quad_inf_wt_trig_1
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe
d01tac 5 nag_1d_quad_gauss_1
One-dimensional Gaussian quadrature rule evaluation, thread-safe
d01wcc 5 nag_multid_quad_adapt_1
Multi-dimensional adaptive quadrature, thread-safe
d01xbc 5 nag_multid_quad_monte_carlo_1
Multi-dimensional quadrature, using Monte Carlo method, thread-safe

NAG C Library
© The Numerical Algorithms Group Ltd, Oxford UK. 2002