Quadpack A Subroutine Package for Automatic Integration

1. 1. Overview of Numerical Quadrature The numerical evaluation of integrals is one of the oldest problems in mathematics. One can trace its roots back at least to Archimedes. The task is to compute the value of the definite integral of a given function. This is the area under a curve in one dimensi...

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Bibliographic Details
Main Authors: Piessens, R., Doncker-Kapenga, E. de (Author), Überhuber, C.W. (Author), Kahaner, D.K. (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1983, 1983
Edition:1st ed. 1983
Series:Springer Series in Computational Mathematics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • I. Introduction
  • II. Theoretical Background
  • 2.1. Automatic integration with QUADPACK
  • 2.2. Integration methods
  • III. Algorithm Descriptions
  • 3.1. QUADPACK contents
  • 3.2. Prototype of algorithm description
  • 3.3. Algorithm schemes
  • 3.4. Heuristics used in the algorithms
  • IV. Guidelines for the use of Quadpack
  • 4.1. General remarks
  • 4.2. Decision tree for finite-range integration
  • 4.3. Decision tree for infinite-range integration
  • 4.4. Numerical examples
  • 4.5. Sample programs illustrating the use of the QUADPACK integrators
  • V. Special Applications of Quadpack
  • 5.1. Two-dimensional integration
  • 5.2. Hankel transform
  • 5.3. Numerical inversion of the Laplace transform
  • VI. Implementation Notes and Routine Listings
  • 6.1. Implementation notes
  • 6.2. Routine listings
  • References