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Chapter 13. Quadrature and Differentiation

Table of Contents

Trapezoidal Quadrature
Gauss-Legendre quadrature
Gauss-Kronrod Quadrature
Double-exponential quadrature
Overview
tanh_sinh
Handling functions with large features near an endpoint with tanh-sinh quadrature
sinh_sinh
exp_sinh
Setting the Termination Condition for Integration
Setting the Maximum Interval Halvings and Memory Requirements
Thread Safety
Caveats
References
Fourier Integrals
Naive Monte Carlo Integration
Wavelet Transforms
Numerical Differentiation
Automatic Differentiation
Lanczos Smoothing Derivatives
Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle Walker and Xiaogang Zhang

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

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