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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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16 Numerical Integration

This chapter describes routines for performing numerical integration (quadrature) of a function in one dimension. There are routines for adaptive and non-adaptive integration of general functions, with specialised routines for specific cases. These include integration over infinite and semi-infinite ranges, singular integrals, including logarithmic singularities, computation of Cauchy principal values and oscillatory integrals. The library reimplements the algorithms used in quadpack, a numerical integration package written by Piessens, Doncker-Kapenga, Uberhuber and Kahaner. Fortran code for quadpack is available on Netlib.

The functions described in this chapter are declared in the header file ‘gsl_integration.h’.

ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition