Module D01FBF in NAG

General Information

Multi-dimensional Gaussian quadrature over hyper-rectangle

Usage

R=D01FBF(NDIM,NPTVEC,LWA,WEIGHT,ABSCIS,FUN,IFAIL)

Classification

H2b1a2

Nonautomatic n-D quadrature on one or more hyper-rectangular regions, integrand available via user-defined procedure

Type

subroutine in NAG package (D01 sublibrary)

Language

Fortran

Availability

Proprietary, Portable