Abstract
The purpose of the report is to provide numerical evidence that may help potential users to choose between well known one dimensional general purpose automatic quadrature routines (see [l]). The tested routines are chosen from well known libraries and include the QUADPACK routines QAG and QAGS [2], the NAG routines DO1AHF, DO1AJF and DO1AKF [3], and the IMSL routine DCADRE [4]. The testing techniques used are the performance profile method described by Lyness and Kaganove, the performance profile method used in QUADPACK and a classical battery test.
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References
J. Berntsen, A test of some well known one dimensional general purpose automatic quadrature routines, Report in Informatics, No. 11, (1984), Department of Informatics, University of Bergen, Norway.
R. Piessens, E. de Doncker-Kapenga, C.W. Uberhuber and D.K. Kahaner, QUADPACK, A Subroutine Package for Automatic Integration, Springer Series in Comp. Math. 1., Springer-Verlag, New York, 1983.
NAG FORTRAN Library Manual, Mark 10, The Numerical Algorithms Group, Oxford, England, 1983.
IMSL Library, Edition 9.2, International Mathematical and Statistical Libraries, Inc., Houston, TX, 1984.
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© 1987 D. Reidel Publishing Company
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Berntsen, J. (1987). A Test of Some Well Known One Dimensional General Purpose Automatic Quadrature Routines. In: Keast, P., Fairweather, G. (eds) Numerical Integration. NATO ASI Series, vol 203. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3889-2_34
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DOI: https://doi.org/10.1007/978-94-009-3889-2_34
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