Two automatic adaptive integrators from QUADPACK (namely QAG and QAGS) are modified by substituting the Gauss-Konrod rules used for local quadrature with new closed symmetric interpolatory rules well suited for composition. Extensive numerical tests, both for one-dimensional and two-dimensional integrals, show that the resulting programs are faster, perform less functional evaluations and are more reliable.
Improving quadpack automatic integration routines
Favati P;
1987
Abstract
Two automatic adaptive integrators from QUADPACK (namely QAG and QAGS) are modified by substituting the Gauss-Konrod rules used for local quadrature with new closed symmetric interpolatory rules well suited for composition. Extensive numerical tests, both for one-dimensional and two-dimensional integrals, show that the resulting programs are faster, perform less functional evaluations and are more reliable.File in questo prodotto:
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Descrizione: Improving quadpack automatic integration routines
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