quadgk: Numerically evaluate integral, adaptive Gauss-Kronrod quadrature, q = quadgk(fun,a,b) attempts to approximate the integral of a scalar-valued function fun from a to b using high-order global adaptive quadrature and default error tolerances. The function y = fun(x) should accept a vector argument x and return a vector result y, where y is the integrand evaluated at each element of x. fun must be a function handle. Limits a and b can be -Inf or Inf. If both are finite, they can be complex. If at least one is complex, the integral is approximated over a straight line path from a to b in the complex plane.
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References in zbMATH (referenced in 10 articles , 1 standard article )
Showing results 1 to 10 of 10.
- Keller, Paweł; Wróbel, Iwona: Computing Cauchy principal value integrals using a standard adaptive quadrature (2016)
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- Ratnanather, J.Tilak; Kim, Jung H.; Zhang, Sirong; Davis, Anthony M.J.; Lucas, Stephen K.: Algorithm 935: IIPBF, a MATLAB toolbox for infinite integral of products of two Bessel functions (2014)
- D’Elia, Marta; Gunzburger, Max: The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator (2013)
- Pang, Guofei; Chen, Wen; Sze, K.Y.: Gauss-Jacobi-type quadrature rules for fractional directional integrals (2013)
- Schröter, Alexander; Heider, Pascal: An analytical formula for pricing $m$-th to default swaps (2013)
- Shampine, L.F.: Efficient Filon method for oscillatory integrals (2013)
- Shampine, L.F.: Vectorized adaptive quadrature in MATLAB (2008)
- Shampine, L.F.: MATLAB program for quadrature in 2D (2008)