Quadrature

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