6.7 D01 Quadrature

d01 - Quadrature

d01 Chapter Introduction

Routine Name Mark of Introduction Purpose
d01bdc 23 nag_quad_1d_fin_smooth
One-dimensional quadrature, non-adaptive, finite interval
d01dac 23 nag_quad_2d_fin
Two-dimensional quadrature, finite region
d01esc 25 nag_quad_md_sgq_multi_vec
Multi-dimensional quadrature using sparse grids
d01fbc 23 nag_quad_md_gauss
Multidimensional Gaussian quadrature over hyper-rectangle
d01fdc 23 nag_quad_md_sphere
Multidimensional quadrature, Sag–Szekeres method, general product region or n-sphere
d01gac 2 nag_1d_quad_vals
One-dimensional integration of a function defined by data values only
d01gdc 23 nag_quad_md_numth_vec
Multidimensional quadrature, general product region, number-theoretic method
d01gyc 23 nag_quad_md_numth_coeff_prime
Korobov optimal coefficients for use in nag_quad_md_numth_vec (d01gdc), when number of points is prime
d01gzc 23 nag_quad_md_numth_coeff_2prime
Korobov optimal coefficients for use in nag_quad_md_numth_vec (d01gdc), when number of points is product of two primes
d01pac 23 nag_quad_md_simplex
Multidimensional quadrature over an n-simplex
d01rac 24 nag_quad_1d_gen_vec_multi_rcomm
One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
d01rcc 24 nag_quad_1d_gen_vec_multi_dimreq
Determine required array dimensions for nag_quad_1d_gen_vec_multi_rcomm (d01rac)
d01rgc 24 nag_quad_1d_fin_gonnet_vec
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
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
Note: this function is scheduled for withdrawal at Mark 27, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
d01tbc 23 nag_quad_1d_gauss_wset
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
d01tcc 23 nag_quad_1d_gauss_wgen
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
d01uac 24 nag_quad_1d_gauss_vec
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
d01wcc 5 nag_multid_quad_adapt_1
Multidimensional adaptive quadrature
d01xbc 5 nag_multid_quad_monte_carlo_1
Multidimensional quadrature, using Monte–Carlo method
d01zkc 24 nag_quad_opt_set
Option setting function
d01zlc 24 nag_quad_opt_get
Option getting function