INTLIB
1-dimensional quadrature
INTLIB
is a FORTRAN90 library which
estimates integrals over 1D regions.
The integrand may be available as a function F(X), or as data
at equally spaced or unequally spaced points.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
INTLIB is available in
a FORTRAN90 version.
Related Data and Programs:
CUBPACK,
a FORTRAN90 library which
estimates the integral of a function over a collection of N-dimensional
hyperrectangles and simplices.
NINTLIB,
a FORTRAN90 library which
estimates integrals over multidimensional regions.
PRODUCT_RULE,
a FORTRAN90 program which
constructs a product quadrature rule from 1D factor rules.
QUADRATURE_RULES,
a dataset directory which
contains files that define quadrature rules over various 1D intervals
or multidimensional hypercubes.
QUADPACK,
a FORTRAN90 library which
numerically estimates integrals.
QUADRULE,
a FORTRAN90 library which
defines quadrature rules for 1D domains.
SIMPACK,
a FORTRAN77 library which
approximates the integral of a function over a multidimensional simplex.
STROUD,
a FORTRAN90 library which
defines quadrature rules for a variety of multidimensional reqions.
TANH_QUAD,
a FORTRAN90 library which
sets up the tanh quadrature rule;
TEST_INT,
a FORTRAN90 library which
defines test integrands for 1D quadrature rules.
TEST_INT_2D,
a FORTRAN90 library which
defines test integrands for 2D quadrature rules.
TOMS351,
a FORTRAN77 library which
estimates an integral using Romberg integration.
TOMS379,
a FORTRAN77 library which
estimates an integral.
TOMS418,
a FORTRAN77 library which
estimates the integral of a function with a sine or cosine factor.
TOMS424,
a FORTRAN77 library which
estimates the integral of a function using Clenshaw-Curtis quadrature.
TOMS468,
a FORTRAN77 library which
applies "automatic" integration to a function.
Reference:
-
Milton Abramowitz, Irene Stegun,
Handbook of Mathematical Functions,
National Bureau of Standards, 1964,
ISBN: 0-486-61272-4,
LC: QA47.A34.
-
Roland Bulirsch, Josef Stoer,
Fehlerabschaetzungen und Extrapolation mit rationaled Funktionen
bei Verfahren vom Richardson-Typus,
(Error estimates and extrapolation with rational functions
in processes of Richardson type),
Numerische Mathematik,
Volume 6, Number 1, December 1964, pages 413-427.
-
Stephen Chase, Lloyd Fosdick,
An Algorithm for Filon Quadrature,
Communications of the Association for Computing Machinery,
Volume 12, Number 8, August 1969, pages 453-457.
-
Stephen Chase, Lloyd Fosdick,
Algorithm 353:
Filon Quadrature,
Communications of the Association for Computing Machinery,
Volume 12, Number 8, August 1969, pages 457-458.
-
William Cody,
An Overview of Software Development for Special Functions,
in Numerical Analysis Dundee, 1975,
edited by GA Watson,
Lecture Notes in Mathematics, 506,
Springer, 1976.
-
Philip Davis, Philip Rabinowitz,
Methods of Numerical Integration,
Second Edition,
Dover, 2007,
ISBN: 0486453391,
LC: QA299.3.D28.
-
Carl deBoor, John Rice,
CADRE: An algorithm for numerical quadrature,
in Mathematical Software,
edited by John Rice,
Academic Press, 1971,
ISBN: 012587250X,
LC: QA1.M766.
-
Augustin Dubrulle,
A short note on the implicit QL algorithm for symmetric
tridiagonal matrices,
Numerische Mathematik,
Volume 15, Number 5, September 1970, page 450.
-
Philip Gill, GF Miller,
An algorithm for the integration of unequally spaced data,
The Computer Journal,
Number 15, Number 1, 1972, pages 80-83.
-
Gene Golub,
Some Modified Matrix Eigenvalue Problems,
SIAM Review,
Volume 15, Number 2, Part 1, April 1973, pages 318-334.
-
Gene Golub, John Welsch,
Calculation of Gaussian Quadrature Rules,
Mathematics of Computation,
Volume 23, Number 106, April 1969, pages 221-230.
-
John Hart, Ward Cheney, Charles Lawson, Hans Maehly,
Charles Mesztenyi, John Rice, Henry Thatcher,
Christoph Witzgall,
Computer Approximations,
Wiley, 1968.
-
Tore Havie,
On a Modification of the Clenshaw Curtis Quadrature Rule,
BIT,
Volume 9, Number 4, December 1969, pages 338-350.
-
Paul Hennion,
Algorithm 77:
Interpolation, Differentiation and Integration,
Communications of the ACM,
Volume 5, 1962, page 96.
-
Robert Kubik,
Algorithm 257:
Havie Integrator,
Communications of the ACM,
Volume 8, Number 6, June 1965, page 381.
-
James Lyness,
Algorithm 379:
SQUANK (Simpson Quadrature Used Adaptively
- Noise Killed),
Communications of the ACM,
Volume 13, Number 4, April 1970, pages 260-263.
-
Roger Martin, James Wilkinson,
The Implicit QL Algorithm,
Numerische Mathematik,
Volume 12, Number 5, December 1968, pages 377-383.
-
William McKeeman, Lawrence Tesler,
Algorithm 182:
Nonrecursive adaptive integration,
Communications of the ACM,
Volume 6, 1963, page 315.
-
Arthur Stroud, Don Secrest,
Gaussian Quadrature Formulas,
Prentice Hall, 1966,
LC: QA299.4G3S7.
-
James Wilkinson, Christian Reinsch,
Handbook for Automatic Computation,
Volume II, Linear Algebra, Part 2,
Springer, 1971,
ISBN: 0387054146.
Source Code:
Examples and Tests:
List of Routines:
-
AVINT estimates the integral of unevenly spaced data.
-
CADRE estimates the integral of F(X) from A to B.
-
CHINSP estimates an integral using a modified Clenshaw-Curtis scheme.
-
CLASS sets recurrence coeeficients for various orthogonal polynomials.
-
CSPINT estimates the integral of a tabulated function.
-
CUBINT approximates an integral using cubic interpolation of data.
-
FILON_COS uses Filon's method on integrals with a cosine factor.
-
FILON_SIN uses Filon's method on integrals with a sine factor.
-
GAMMA calculates the Gamma function for a real argument X.
-
GAUS8 estimates the integral of a function.
-
GAUSQ2 finds the eigenvalues of a symmetric tridiagonal matrix.
-
GAUSSQ computes a Gauss quadrature rule.
-
HIORDQ approximates the integral of a function using equally spaced data.
-
IRATEX estimates the integral of a function.
-
MONTE_CARLO estimates the integral of a function by Monte Carlo.
-
PLINT approximates the integral of unequally spaced data.
-
QNC79 approximates the integral of F(X) using Newton-Cotes quadrature.
-
QUAD approximates the integral of F(X) by Romberg integration.
-
R8VEC_EVEN returns N values, evenly spaced between ALO and AHI.
-
RMINSP approximates the integral of a function using Romberg integration.
-
SIMP approximates the integral of a function by an adaptive Simpson's rule.
-
SIMPNE approximates the integral of unevenly spaced data.
-
SIMPSN approximates the integral of evenly spaced data.
-
SOLVE solves a special linear system.
-
TIMESTAMP prints the current YMDHMS date as a time stamp.
-
WEDINT uses Weddle's rule to integrate data at equally spaced points.
You can go up one level to
the FORTRAN90 source codes.
Last revised on 02 December 2005.