PUMA
Istituto di Scienza e Tecnologie dell'Informazione     
Favati P., Lotti G., Romani F. Improving quadpack automatic integration routines. Internal note IEI-B4-19, 1987.
 
 
Abstract
(English)
Two automatic adaptive integrators from QUADPACK (namely QAG and QAGS) are modified by substituting the Gauss-Konrod rules used for local quadrature with new closed symmetric interpolatory rules well suited for composition. Extensive numerical tests, both for one-dimensional and two-dimensional integrals, show that the resulting programs are faster, perform less functional evaluations and are more reliable.
Subject Algorithms
Intergation
Program testing
Interpolatory quadrature
G.1.4 Numerical analysis. Quadrature and Numerical Differentiation. Adaptive and iterative quadrature
G.4 Mathematical Software. Algorithm design and analysis.


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