Module 824 in TOMS

General Information

CUBPACK: Automatic cubature and quadrature over a collection of regions. The region may consist of a union of n-simplices and n-parallelepipeds, such as triangles, rectangles, and tetrahedra. Uses a globally adaptive method. Code is designed to be easily extensible. (See R. Cools and A. Haegemans, ACM TOMS 29 (2003) pp. 287-296.).

Classification

H2a1a1	Automatic 1-D finite interval quadrature (user need only specify required accuracy), integrand available via user-defined procedure
H2b1a1	Automatic n-D quadrature (user need only specify required accuracy) on one or more hyper-rectangular regions, integrand available via user-defined procedure
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

Fortran 90

Availability

Some uses prohibited, Portable

Precision

Single & 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)