- Cite this article as:
- Gander, W. & Gautschi, W. BIT Numerical Mathematics (2000) 40: 84. doi:10.1023/A:1022318402393
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First, the basic principles of adaptive quadrature are reviewed. Adaptive quadrature programs being recursive by nature, the choice of a good termination criterion is given particular attention. Two Matlab quadrature programs are presented. The first is an implementation of the well-known adaptive recursive Simpson rule; the second is new and is based on a four-point Gauss-Lobatto formula and two successive Kronrod extensions. Comparative test results are described and attention is drawn to serious deficiencies in the adaptive routines quad and quad8 provided by Matlab.