| Chapter Introduction | |
| Module 11.1: nag_quad_1d - Numerical integration over a finite interval | |
| nag_quad_1d_gen | 1-d quadrature, adaptive, finite interval, allowing for badly behaved integrand, allowing for singularities at user-specified break-points, suitable for oscillatory integrands |
| nag_quad_1d_wt_trig | 1-d quadrature, adaptive, finite interval, weight function cos(omega x) or sin(omega x) |
| nag_quad_1d_wt_end_sing | 1-d quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type |
| nag_quad_1d_wt_hilb | 1-d quadrature, adaptive, finite interval, weight function 1/(x-c), Cauchy principal value (Hilbert transform) |
| nag_quad_1d_data | 1-d quadrature, integration of function defined by data values, Gill-Miller method |
| Module 11.2: nag_quad_1d_inf - Numerical integration over an infinite interval | |
| nag_quad_1d_inf_gen | 1-d quadrature, adaptive, semi-infinite or infinite interval |
| nag_quad_1d_inf_wt_trig | 1-d quadrature, adaptive, semi-infinite interval, weight function cos(omega x) or sin(omega x) |
| Module 11.3: nag_quad_md - Multi-dimensional integrals | |
| nag_quad_md_rect | Multi-dimensional adaptive quadrature over a hyper-rectangle |
| nag_quad_md_rect_mintg | Multi-dimensional adaptive quadrature over a hyper-rectangle, multiple integrands |
| nag_quad_2d | 2-d quadrature, finite region |
| Module 11.4: nag_quad_util - Numerical integration utilities | |
| nag_quad_gs_wt_absc | Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule |