Integration and Differentiation
Routines
4.1 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
QDNG4.2 Multidimensional 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
QMC4.3 Gauss 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
FQRUL4.4 Differentiation
Approximation to first, second, or third derivative
DERIVPublished date: 03/19/2020
Last modified date: 03/19/2020