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
ROMANI, FRANCESCO
1991-01-01
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:
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