Multidimensional Quadrature Algorithms at Higher Degree and/or Dimension
The accuracy of two multidimensional quadrature algorithms is examined with some simple test integrals. It is found that a scheme introduced by Genz is considerably more accurate and is simpler to implement for higher degree and/or dimension than one due to McNamee and Stenger.
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| Published in: | Journal of computational physics Vol. 123; no. 2; pp. 267 - 273 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Elsevier Inc
01-02-1996
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| Online Access: | Get full text |
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| Summary: | The accuracy of two multidimensional quadrature algorithms is examined with some simple test integrals. It is found that a scheme introduced by Genz is considerably more accurate and is simpler to implement for higher degree and/or dimension than one due to McNamee and Stenger. |
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| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
| ISSN: | 0021-9991 1090-2716 |
| DOI: | 10.1006/jcph.1996.0023 |