PUMA
Istituto di Informatica e Telematica     
Favati P., Fiorentino G., Lotti G., Romani F. Local error estimates and regularity tests for the implementation of Double Adaptive Quadrature. Technical report, 1994.
 
 
Abstract
(English)
This article presents a device which is suitable for a practical and efficient implementation of the Double Adaptive Quadrature. The device includes local error estimates and attempts to detect the presence of numerical difficulties in the integrand function. If a family of rules with suitable properties is chosen, then this can be achieved without affecting the overall computational cost. Extensive numerical testing has been performed on a comprehensive set of functions showing the effectiveness of the device and its efficiency.
Subject G.1.4 Quadrature and Numerical Differentiation
G.4 MATHEMATICAL SOFTWARE



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