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Istituto di Scienza e Tecnologie dell'Informazione     
Favati P., Lotti G., Romani F. Algorithm 691 : improving QUADPACK automatic integration routines. In: ACM Transactions on Mathematical Software, vol. 17 (2) pp. 218 - 232. ACM, 1991.
 
 
Abstract
(English)
Two automatic adaptive integrators from QUADPACK (namely, QAG and QAGS) are modified by substituting the Gauss-Kronrod rules used for local quadrature with recursive monotone stable (RMS) formulas. 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
Integration
Interpolatory quadrature
Program testing
G.1.4 Quadrature and Numerical Differentiation. Adaptive and iterative quadrature


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