Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region

✍ Scribed by A.C. Genz; A.A. Malik

• Publisher: Elsevier Science
• Year: 1980
• Tongue: English
• Weight: 523 KB
• Volume: 6
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/0771-050x(80)90039-x

✦ Synopsis

A subroutine for automatic numerical integration is presented. The subroutine is developed by changing the basic rule used in an algorithm of P. van Dooren and L. de Ridder. Comparative test results are given.

2. THE BASIC RULE

We choose a rule BF of the form (*) A.