Univariate Quadrature
Adaptive general-purpose endpoint singularities...................................................... QDAGS
Adaptive general purpose....................................................................................... QDAG
Adaptive general-purpose points of singularity........................................................ QDAGP
Adaptive general-purpose with a
possible internal or
endpoint
singularity............................................................................................
QDAG1D
Adaptive general-purpose infinite interval................................................................. QDAGI
Adaptive weighted oscillatory (trigonometric)......................................................... QDAWO
Adaptive weighted Fourier (trigonometric).............................................................. QDAWF
Adaptive weighted algebraic endpoint singularities................................................. QDAWS
Adaptive weighted Cauchy principal value............................................................. QDAWC
Nonadaptive general purpose.................................................................................. QDNG
Multidimensional Quadrature
Two-dimensional quadrature (iterated integral)....................................................... TWODQ
Two-dimensional quadrature with a
possible
internal or endpoint
singularity............................................................................
QDAG2D
Three-dimensional quadrature with a
possible
internal or endpoint
singularity............................................................................
QDAG3D
Adaptive N-dimensional
quadrature
over a
hyper-rectangle............................................................................................
QAND
Integrates a function over a
hyperrectangle using a
quasi-Monte Carlo
method........................................................................................
QMC
Gauss Rules and Three-term Recurrences
Gauss quadrature rule for classical weights............................................................ GQRUL
Gauss quadrature rule from recurrence coefficients................................................. GQRCF
Recurrence coefficients for classical weights.......................................................... RECCF
Recurrence coefficients from quadrature rule.......................................................... RECQR
Fejer quadrature rule............................................................................................. FQRUL
Differentiation
Approximation to first, second, or third derivative...................................................... DERIV
PHONE: 713.784.3131 FAX:713.781.9260 |