Implementing Clenshaw-Curtis quadrature, I methodology and experience. Clenshaw-Curtis quadrature is a particularly important automatic quadrature scheme for a variety of reasons, especially the high accuracy obtained from relatively few integrand values. However, it has received little use because it requires the computation of a cosine transformation, and the arithmetic cost of this has been prohibitive. This paper is in two parts; a companion paper, “II Computing the Cosine Transformation,” shows that this objection can be overcome by computing the cosine transformation by a modification of the fast Fourier transform algorithm. This first part discusses the strategy and various error estimates, and summarizes experience with a particular implementation of the scheme.

This software is also peer reviewed by journal TOMS.

References in zbMATH (referenced in 32 articles )

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  1. Hasegawa, Takemitsu; Sugiura, Hiroshi: Uniform approximation to Cauchy principal value integrals with logarithmic singularity (2018)
  2. Hasegawa, Takemitsu; Sugiura, Hiroshi: A user-friendly method for computing indefinite integrals of oscillatory functions (2017)
  3. Lewanowicz, Stanisław; Keller, Paweł; Woźny, Paweł: Constrained approximation of rational triangular Bézier surfaces by polynomial triangular Bézier surfaces (2017)
  4. Motygin, Oleg V.: Numerical approximation of oscillatory integrals of the linear ship wave theory (2017)
  5. Ruijter, M.J.; Oosterlee, C.W.: A Fourier cosine method for an efficient computation of solutions to BSDEs (2015)
  6. Domínguez, V.; Graham, I.G.; Smyshlyaev, V.P.: Stability and error estimates for Filon-Clenshaw-Curtis rules for highly oscillatory integrals (2011)
  7. Hasegawa, Takemitsu; Sugiura, Hiroshi: Algorithms for approximating finite Hilbert transform with end-point singularities and its derivatives (2011)
  8. Sugiura, Hiroshi; Hasegawa, Takemitsu: A polynomial interpolation process at quasi-Chebyshev nodes with the FFT (2011)
  9. Keller, Paweł; Woźny, Paweł: On the convergence of the method for indefinite integration of oscillatory and singular functions (2010)
  10. Hasegawa, Takemitsu; Sugiura, Hiroshi: Uniform approximation to fractional derivatives of functions of algebraic singularity (2009)
  11. Wang, Haiyong; Xiang, Shuhuang: Uniform approximations to Cauchy principal value integrals of oscillatory functions (2009)
  12. Hale, Nicholas; Trefethen, Lloyd N.: New quadrature formulas from conformal maps (2008)
  13. Trefethen, Lloyd N.: Is Gauss quadrature better than Clenshaw-Curtis? (2008)
  14. Hasegawa, Takemitsu; Sugiura, Hiroshi: Quadrature rule for indefinite integral of algebraic-logarithmic singular integrands (2007)
  15. Keller, Paweł: A method for indefinite integration of oscillatory and singular functions (2007)
  16. Adam, Gh.; Adam, Sanda: Discrete group symmetry in the fast Chebyshev transform (2003)
  17. Hasegawa, Takemitsu: Numerical integration of functions with poles near the interval of integration (1997)
  18. Hasegawa, Takemitsu; Sidi, Avram: An automatic integration procedure for infinite range integrals involving oscillatory kernels (1996)
  19. Hasegawa, Takemitsu; Torii, Tatsuo: An algorithm for nondominant solutions of linear second-order inhomogeneous difference equations (1995)
  20. Favati, Paola; Lotti, Grazia; Romani, Francesco: Algorithm 691: Improving QUADPACK automatic integration routines (1991)

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