On the Implementation of a Modiied Sag-szekeres Quadrature Method

نویسنده

  • J N Lyness
چکیده

We describe a modiied Sag-Szekeres multidimensional quadrature algorithm and discuss its implementation as a general-purpose library procedure on serial and parallel architectures. Examples illustrate its eeectiveness for both smooth and singular integrands.

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تاریخ انتشار 1998