File Exchange

image thumbnail

QUADCC

version 1.1.0.0 (194 KB) by Pedro Gonnet
QUADCC is a robust, doubly-adaptive quadrature routine using Clenshaw-Curtis rules.

0 Downloads

Updated 06 Mar 2012

View License

This is a Matlab implementation of "Algorithm 3" as described in "Increasing the Reliability of Adaptive Quadrature Using Explicit Interpolants", P. Gonnet, ACM Transactions on Mathematical Software, 37 (3), art. no. 26, 2010.

The algorithm features an extremely robust error estimate based on computing the underlying interpolation polynomial of the quadrature rule explicitly. It can also deal with non-numerical values in the interval and attempts to detect divergent integrals.

The file TESTSUITE runs a number of benchmarks from the TOMS paper comparing QUADCC to the Matlab integrators QUAD, QUADL, QUADGK and the recently added INTEGRAL. The output can be visualized by compiling the LaTeX file "justdata.tex" in the same directory as the output of TESTSUITE. The file "justdata.pdf" contains a sample run.

Comments and Ratings (1)

Updates

1.1.0.0

Added a testsuite program to generate comparison results against the Matlab integrators as well as a LaTeX file to visualize them.

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Discover Live Editor

Create scripts with code, output, and formatted text in a single executable document.


Learn About Live Editor