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NAG C Library

d01 - Quadrature

Chapter Introduction
d01ajc nag_1d_quad_gen
1-D adaptive quadrature, allowing for badly-behaved integrands
d01akc nag_1d_quad_osc
1-D adaptive quadrature, suitable for oscillating functions
d01alc nag_1d_quad_brkpts
1-D adaptive quadrature, allowing for singularities at specified points
d01amc nag_1d_quad_inf
1-D adaptive quadrature over infinite or semi-infinite interval
d01anc nag_1d_quad_wt_trig
1-D adaptive quadrature, finite interval, sine or cosine weight functions
d01apc nag_1d_quad_wt_alglog
1-D adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
d01aqc nag_1d_quad_wt_cauchy
1-D adaptive quadrature, weight function 1/(x-c), Cauchy principal value
d01asc nag_1d_quad_inf_wt_trig
1-D adaptive quadrature, semi-infinite interval, sine or cosine weight function
d01bac nag_1d_quad_gauss
1-D Gaussian quadrature rule evaluation
d01fcc nag_multid_quad_adapt
Multi-dimensional adaptive quadrature
d01gac nag_1d_quad_vals
1-D integration of a function defined by data values only
d01gbc nag_multid_quad_monte_carlo
Multi-dimensional quadrature, using Monte Carlo method
d01sjc nag_1d_quad_gen_1
1-D adaptive quadrature, allowing for badly-behaved integrands, thread-safe
d01skc nag_1d_quad_osc_1
1-D adaptive quadrature, suitable for oscillating functions, thread-safe
d01slc nag_1d_quad_brkpts_1
1-D adaptive quadrature, allowing for singularities at specified points, thread-safe
d01smc nag_1d_quad_inf_1
1-D adaptive quadrature over infinite or semi-infinite interval, thread-safe
d01snc nag_1d_quad_wt_trig_1
1-D adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe
d01spc nag_1d_quad_wt_alglog_1
1-D adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe
d01sqc nag_1d_quad_wt_cauchy_1
1-D adaptive quadrature, weight function 1/(x-c), Cauchy principal value, thread-safe
d01ssc nag_1d_quad_inf_wt_trig_1
1-D adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe
d01tac nag_1d_quad_gauss_1
1-D Gaussian quadrature rule evaluation, thread-safe
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


© The Numerical Algorithms Group Ltd, Oxford UK. 2000