Given a target accuracy $ \epsilon $, the integral of
a function $ f $ between $ a $ and $ b $ is
calculated by means of the Gauss-Lobatto formula
References:
This algorithm is a C++ implementation of the algorithm outlined in
W. Gander and W. Gautschi, Adaptive Quadrature - Revisited.
BIT, 40(1):84-101, March 2000. CS technical report:
ftp.inf.ethz.ch/pub/publications/tech-reports/3xx/306.ps.gz
Integral of a one-dimensional function
Given a target accuracy $ \epsilon $, the integral of a function $ f $ between $ a $ and $ b $ is calculated by means of the Gauss-Lobatto formula
References: This algorithm is a C++ implementation of the algorithm outlined in
W. Gander and W. Gautschi, Adaptive Quadrature - Revisited. BIT, 40(1):84-101, March 2000. CS technical report: ftp.inf.ethz.ch/pub/publications/tech-reports/3xx/306.ps.gz
The original MATLAB version can be downloaded here http://www.inf.ethz.ch/personal/gander/adaptlob.m