Chapter 4 Integration and Differentiation
Routines
Univariate Quadrature
Adaptive general-purpose endpoint singularities
, QDAGSAdaptive general purpose
, QDAGAdaptive general-purpose points of singularity
, QDAGPAdaptive general-purpose with a possible internal or endpoint singularity
, QDAG1DAdaptive general-purpose infinite interval
, QDAGIAdaptive weighted oscillatory (trigonometric)
, QDAWOAdaptive weighted Fourier (trigonometric)
, QDAWFAdaptive weighted algebraic endpoint singularities
, QDAWSAdaptive weighted Cauchy principal value
, QDAWCNonadaptive general purpose
, QDNGMultidimensional Quadrature
Two-dimensional quadrature (iterated integral)
, TWODQTwo-dimensional quadrature with a possible internal or
endpoint singularity
, QDAG2DThree-dimensional quadrature with a possible internal or
endpoint singularity
, QDAG3DAdaptive N-dimensional quadrature over a hyper-rectangle
, QANDIntegrates a function over a hyperrectangle using
a quasi-Monte Carlo method
, QMCGauss Rules and Three-term Recurrences
Gauss quadrature rule for classical weights
, GQRULGauss quadrature rule from recurrence coefficients
, GQRCFRecurrence coefficients for classical weights
, RECCFRecurrence coefficients from quadrature rule
, RECQRFejer quadrature rule
, FQRULDifferentiation
Approximation to first, second, or third derivative
, DERIV