Module 816 in TOMS

General Information

R2d2lri: Automatic (non-adaptive) two-dimensional cubature over a wide variety of finite and infinite two-dimensional domains. Based on a 6th order Sidi transformation applied to a sequence of embedded lattice rules. (See I. Robinson and M. Hill, ACM TOMS 28 (2002) pp. 75-100.)".

Classification

H2b2a1

Automatic n-D quadrature on a nonrectangular region (user need only specify required accuracy), integrand available via user-defined procedure

Type

subroutine in TOMS package

Language

C++

Availability

Some uses prohibited, Portable

Precision

Double Precision

Download from NETLIB; Public access repository

Location

The University of Tennessee at Knoxville and Bell Laboratories

Contact

Jack Dongarra, ORNL (dongarra@cs.utk.edu) and Eric Grosse, Bell Labs (ehg@research.att.com)