Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
作者： A.C. Genz , A.A. Malik
DOI: 10.1016/0771-050X(80)90039-X
关键词:
摘要: A subroutine for automatic numerical integration is presented. The developed by changing the basic rule used in an algorithm of P. van Dooren and L. de Ridder. Comparative test results are given.
elsevier.com
sci-hub.se 参考文章(6)
Robert Piessens, Algorithm for automatic integration Angewandte informatik. pp. 399- 401 ,(1973)
Paul van Dooren, Luc de Ridder, An adaptive algorithm for numerical integration over the n-cube Journal of Computational and Applied Mathematics. ,vol. 2, pp. 207- 217 ,(1976) , 10.1016/0771-050X(76)90005-X
John R. Rice, A Metalgorithm for Adaptive Quadrature Journal of the ACM. ,vol. 22, pp. 61- 82 ,(1975) , 10.1145/321864.321870
G. M. Phillips, Numerical integration over an N-dimensional rectangular region The Computer Journal. ,vol. 10, pp. 297- 299 ,(1967) , 10.1093/COMJNL/10.3.297
W. G., A. H. Stroud, Approximate calculation of multiple integrals Mathematics of Computation. ,vol. 27, pp. 437- ,(1973) , 10.2307/2005635
Michael A. Malcolm, R. Bruce Simpson, Local Versus Global Strategies for Adaptive Quadrature ACM Transactions on Mathematical Software. ,vol. 1, pp. 129- 146 ,(1975) , 10.1145/355637.355640