H2b1a1: Automatic (user need only specify required accuracy)


d01fcc   nag_multid_quad_adapt
Multi-dimensional adaptive quadrature
d01gbc   nag_multid_quad_monte_carlo
Multi-dimensional quadrature, using Monte Carlo method
d01wcc   nag_multid_quad_adapt_1
Multi-dimensional adaptive quadrature, thread-safe
d01xbc   nag_multid_quad_monte_carlo_1
Multi-dimensional quadrature, using Monte Carlo method, thread-safe

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