A Test of Some Well Known One Dimensional General Purpose Automatic Quadrature Routines

The purpose of the report is to provide numerical evidence that may help potential users to choose between well known one dimensional general purpose automatic quadrature routines (see [l]). The tested routines are chosen from well known libraries and include the QUADPACK routines QAG and QAGS [2], the NAG routines DO1AHF, DO1AJF and DO1AKF [3], and the IMSL routine DCADRE [4]. The testing techniques used are the performance profile method described by Lyness and Kaganove, the performance profile method used in QUADPACK and a classical battery test.