论文信息 - Algorithm 424: Clenshaw-Curtis quadrature [D1]

Algorithm 424: Clenshaw-Curtis quadrature [D1]

Clenshaw-Curtis quadrature is one of the most effective automatic quadrature schemes available, particularly for integrands with some continuous derivatives. It can also be used for any piecewise continuous integrand, although it is not recommended for integrands with discontinuities.

W. Gentleman

[1] F. Robert A. Hopgood,et al. Algorithm 279: Chebyshev quadrature , 1966, CACM.

[2] W. M. Gentleman,et al. Fast Fourier Transforms: for fun and profit , 1966, AFIPS '66 (Fall).

[3] W. Morven Gentleman. Implementing Clenshaw-Curtis quadrature, I methodology and experience , 1972, CACM.

[4] W. Morven Gentleman,et al. Implementing Clenshaw-Curtis quadrature, II computing the cosine transformation , 1972, Commun. ACM.