QUADPACK
| Original author(s) | Robert Piessens Elise deDoncker-Kapenga Christoph W. Überhuber David Kahaner |
|---|---|
| Initial release | May 1981 |
| Stable release |
May 1987
|
| Development status | Unmaintained |
| Written in | FORTRAN 77 |
| Type | Library |
| License | Public domain |
| Website | nines.cs.kuleuven.be/software/QUADPACK |
QUADPACK is a FORTRAN 77 library for numerical integration of one-dimensional functions. It was included in the SLATEC Common Mathematical Library and is therefore in the public domain. The individual subprograms are also available on netlib.
The GNU Scientific Library reimplemented the QUADPACK routines in C. SciPy provides a Python interface to QUADPACK.
The main focus of QUADPACK is on automatic integration routines in which the user inputs the problem and an absolute or relative error tolerance and the routine attempts to perform the integration with an error no larger than that requested. There are nine such automatic routines in QUADPACK, in addition to a number of non-automatic routines. All but one of the automatic routines use adaptive quadrature.
Each of the adaptive routines also have versions suffixed by E that have an extended parameter list that provides more information and allows more control. Double precision versions of all routines were released with prefix D.
The two general-purpose routines most suitable for use without further analysis of the integrand are QAGS for integration over a finite interval and QAGI for integration over an infinite interval. These two routines are used in GNU Octave (the quad command) and R (the integrate function).
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