Module NAG_MULTID_QUAD_ADAPT_1 in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_MULTID_QUAD_ADAPT_1

 
Attempts to evaluate a multi-dimensional integral (up to 15 dimensions), with
constant and finite limits, to a specified relative accuracy, using an adaptive
subdivision strategy.
 
Classes  :  H2b1a1 . Automatic n-D quadrature (user need only specify required
                   accuracy) on one or more hyper-rectangular regions,
                   integrand available via user-defined procedure
 
Type     : C subroutine in NAGC library (D01 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name d01wcc.
 
Usage    : void nag_multid_quad_adapt_1(Integer ndim, double (*f)(Integer
           ndim, double x[]), double a[], double b[], Integer *minpts, Integer
           maxpts, double eps, double *finval, double *acc, Nag_User *comm,
           NagError *fail)
 
See also : nag_multid_quad_monte_carlo_1 (d01xbc)
 
Details  : Documentation Example Example-output Local-details
Sites    : (1) ITL
 

Implementation of NAG_MULTID_QUAD_ADAPT_1 from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name d01wcc.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/d01wcce.r
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/d01wcce.c
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/D01/d01wcc_cl05.pdf