Two automatic adaptive integrators from QUADPACK (namely, QAG and QAGS) are modified by substituting the Gauss-Kronrod rules used for local quadrature with recursive monotone stable (RMS) formulas. 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.
Algorithm 691: improving QUADPACK automatic integration routines
Favati P;
1991
Abstract
Two automatic adaptive integrators from QUADPACK (namely, QAG and QAGS) are modified by substituting the Gauss-Kronrod rules used for local quadrature with recursive monotone stable (RMS) formulas. 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:
| File | Dimensione | Formato | |
|---|---|---|---|
|
prod_489434-doc_203818.pdf
solo utenti autorizzati
Descrizione: Algorithm 691: improving QUADPACK automatic integration routines
Tipologia:
Versione Editoriale (PDF)
Dimensione
725.86 kB
Formato
Adobe PDF
|
725.86 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
