Re: 2d Gaussian Quadrature

beliavsky_at_aol.com
Date: 09/14/04 

Date: 14 Sep 2004 05:34:00 -0700

petersamsimon2@hotmail.com (Peter Simon) wrote in message news:<dd5f4f66.0409130803.14d64be0@posting.google.com>...
> "Confused Scientist" <Confused.Scientist@gmail.com> wrote in message news:<ci2h8s$ead@odak26.prod.google.com>...
> > Does anyone have a simple 2d Gaussian Quadrature code written up that
> > they can share? I'd prefer FORTRAN 77. The region is smooth and
> > well-behaved.
> Many years ago I wrote a Fortran 77 routine to integrate a
> complex-valued function of two real variables. It is an adaptation of
> the well-known code QUANC8 from the text Computer Methods for
> Mathematical Computations by Forsythe, Malcolm, and Moler, generalized
> to two dimensions using the recommendations given in the paper by
> Fritsch, Kahaner, and Lyness, Double Integration Using One Dimensional
> Adaptive Quadrature Routines: A Software Interface Problem, ACM Trans.
> Math. Software, vol 7, no. 1, March 1981, pp. 46-75. The advantages
> of an adaptive routine over a single application of a gaussian
> quadrature formula are that 1) the function is automatically sampled
> more frequently in regions where it varies more rapidly, hopefully
> achieving the user-specified accuracy bound with the minimum possible
> number of function evaluations, and 2) an estimate of the error in the
> computed value of the integral is provided.
>
> More recently I converted this routine to Fortran 90 and also created
> a Fortran 90 version for pure real integrands. These are bundled in
> the module dblint.f90
>
> I have made these routines available on my website at
> http://www.vcnet.com/cdblin.f and http://www.vcnet.com/dblint.f90

The above links do not work for me. Are they the correct ones? Thanks.

Anyone with Fortran code they would like to share is encouraged to
submit a link to the Open Directory: Fortran code, using the "suggest
URL" link at http://www.dmoz.org/Computers/Programming/Languages/Fortran/Source_Code/
.

Relevant Pages

  • Re: 2d Gaussian Quadrature
    ... I'd prefer FORTRAN 77. ... Fritsch, Kahaner, and Lyness, Double Integration Using One Dimensional ... Adaptive Quadrature Routines: A Software Interface Problem, ... of an adaptive routine over a single application of a gaussian ...
    (comp.lang.fortran)
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