Class H2b1a1 ... Automatic n-D quadrature (user need only specify required accuracy) on one or more hyper-rectangular regions, integrand available via user-defined procedure

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Modules for class H2b1a1

• ADAPT Computes the definite integral of a user specified function over a hyper-rectang ...

• DQAND (QAND) Integrate a function on a hyper-rectangle.
• DTWODQ (TWODQ) Compute a two-dimensional iterated integral using internal calls to a one dimens ...
• QAND (DQAND) Integrate a function on a hyper-rectangle.
• TWODQ (DTWODQ) Compute a two-dimensional iterated integral using internal calls to a one dimens ...

• D01DAF Attempts to evaluate a double integral to a specified absolute accuracy by repea ...
• D01EAF Computes approximations to the integrals of a vector of similar functions, each ...
• D01FCF Attempts to evaluate a multidimensional integral (up to 15 dimensions), with con ...
• D01GBF Returns an approximation to the integral of a function over a hyper-rectangular ...

• NAG_MULTID_QUAD_MONTE_CARLO_1 Evaluates an approximation to the integral of a function over a hyper-rectangula ...
• NAG_MULTID_QUAD_ADAPT_1 Attempts to evaluate a multi-dimensional integral (up to 15 dimensions), with co ...
• NAG_MULTID_QUAD_ADAPT Attempts to evaluate a multi-dimensional integral (up to 15 dimensions), with co ...
• NAG_MULTID_QUAD_MONTE_CARLO Evaluates an approximation to the integral of a function over a hyper-rectangula ...

• 698 DCUHRE: An adaptive subroutine for the numerical integration of a vector of inte ...
• 824 CUBPACK: Automatic cubature and quadrature over a collection of regions. The reg ...