FNLMath : Integration and Differentiation
Integration and Differentiation
Univariate Quadrature
Adaptive general-purpose endpoint singularities QDAGS
Adaptive general purpose QDAG
Adaptive general-purpose points of singularity QDAGP
Adaptive general-purpose with a possible internal or endpoint singularity QDAG1D
Adaptive general-purpose infinite interval QDAGI
Adaptive weighted oscillatory (trigonometric) QDAWO
Adaptive weighted Fourier (trigonometric) QDAWF
Adaptive weighted algebraic endpoint singularities QDAWS
Adaptive weighted Cauchy principal value QDAWC
Nonadaptive general purpose QDNG
Multidimensional Quadrature
Two-dimensional quadrature (iterated integral) TWODQ
Two-dimensional quadrature with a possible internal or
endpoint singularity QDAG2D
Three-dimensional quadrature with a possible internal or
endpoint singularity QDAG3D
Adaptive N-dimensional quadrature over a hyper-rectangle QAND
Integrates a function over a hyperrectangle using
a quasi-Monte Carlo method QMC
Gauss Rules and Three-term Recurrences
Gauss quadrature rule for classical weights GQRUL
Gauss quadrature rule from recurrence coefficients GQRCF
Recurrence coefficients for classical weights RECCF
Recurrence coefficients from quadrature rule RECQR
Fejer quadrature rule FQRUL
Approximation to first, second, or third derivative DERIV