Chapter 4: Quadrature

Routines

Univariate Quadrature

Adaptive general-purpose endpoint singularity................................................... int_fcn_sing

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

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


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