Routines

Univariate Quadrature

Adaptive general-purpose endpoint singularities...................................................... QDAGS

Adaptive general purpose....................................................................................... QDAG

Adaptive general-purpose points of singularity........................................................ QDAGP

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

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

Differentiation

Approximation to first, second, or third derivative...................................................... DERIV


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Visual Numerics - Developers of IMSL and PV-WAVE
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