Algorithm 691: Improving QUADPACK automatic integration routines

  • Authors:
  • Paola Favati;Grazia Lotti;Francesco Romani

  • Affiliations:
  • -;-;-

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1991

Quantified Score

Hi-index 0.00

Visualization

Abstract

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 suitable