Quadpack: A Subroutine Package for Automatic Integration

I. Introduction.- II. Theoretical Background.- 2.1. Automatic integration with QUADPACK.- 2.2. Integration methods.- 2.2.1. Quadrature sum.- 2.2.2. Construction of Gauss-type rules with preassigned abscissae.- 2.2.3. Modified Clenshaw-Curtis integration.- 2.2.4. Numerical quadrature and extrapolation.- III. Algorithm Descriptions.- 3.1. QUADPACK contents.- 3.2. Prototype of algorithm description.- 3.3. Algorithm schemes.- 3.4. Heuristics used in the algorithms.- IV. Guidelines for the use of Quadpack.- 4.1. General remarks.- 4.2. Decision tree for finite-range integration.- 4.3. Decision tree for infinite-range integration.- 4.4. Numerical examples.- 4.5. Sample programs illustrating the use of the QUADPACK integrators.- V. Special Applications of Quadpack.- 5.1. Two-dimensional integration.- 5.2. Hankel transform.- 5.3. Numerical inversion of the Laplace transform.- VI. Implementation Notes and Routine Listings.- 6.1. Implementation notes.- 6.2. Routine listings.- QNG.- QAG.- QAGE.- GAGS.- QAGP.- QAGI.- QAWO.- QAWF.- QAWFE.- QAWS.- QAWSE.- QAWC.- QAWCE.- QFOUR.- QK15.- QK21.- QK31.- QK41.- QK51.- QK61.- QK15I.- QK15W.- QEXT.- QSORT.- QC250.- QC25S.- QC25C.- QMOMO.- QCHEB.- QWGTO.- QWGTS.- QWGTC 29.- QMACO.- References.