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Chapter 14. Quadrature and Differentiation

Table of Contents

Van den Bos Unit-Square Quadrature
Trapezoidal Quadrature
Gauss-Legendre quadrature
Gauss-Kronrod Quadrature
Gauss-Hermite quadrature
Double-exponential quadrature
Overview
tanh_sinh
Handling functions with large features near an endpoint with tanh-sinh quadrature
sinh_sinh
exp_sinh
Vector- and matrix-valued integrands
Setting the Termination Condition for Integration
Setting the Maximum Interval Halvings and Memory Requirements
Thread Safety
Caveats
GPU Usage
References
Fourier Integrals
Naive Monte Carlo Integration
Symplectic Integration
Wavelet Transforms
Numerical Differentiation
Automatic Differentiation
Reverse Mode 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, Xiaogang Zhang, and Maksym Zhelyeznyakov

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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