CNLMath : Quadrature
Quadrature
Functions
Univariate Quadrature
Adaptive general-purpose endpoint singularity, int_fcn_sing
Adaptive general-purpose with a possible internal or
endpoint singularity, int_fcn_sing_1d
Adaptive general purpose, int_fcn
Adaptive general-purpose points of singularity, int_fcn_sing_pts
Adaptive weighted algebraic singularities, int_fcn_alg_log
Adaptive infinite interval, int_fcn_inf
Adaptive weighted oscillatory (trigonometric), int_fcn_trig
Adaptive weighted Fourier (trigonometric), int_fcn_fourier
Cauchy principal value, int_fcn_cauchy
Nonadaptive general purpose, int_fcn_smooth
Multivariate Quadrature
Two-dimensional iterated integral, int_fcn_2d
Two-dimensional quadrature with a possible
internal or endpoint singularity, int_fcn_sing_2d
Three-dimensional quadrature with a possible
internal or endpoint singularity, int_fcn_sing_3d
Iterated integral using product Gauss formulas, int_fcn_hyper_rect
Iterated integral using a quasi-Monte Carlo
method, int_fcn_qmc
Gauss Quadrature
Gauss quadrature formulas, gauss_quad_rule
Differentiation
First, second, or third derivative of a function, fcn_derivative