Showing 2 open source projects for "quadpack++"

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    hyperGK

    hyperGK

    Gauss-Kronrod quadrature on several variables.

    hyperGK is a collection of C++ classes for parallelized numerical integration on several variables. The integrations are performed using Gauss-Kronrod quadrature. hyperGK is inspired and, to some extent, based on Quadpack, but generalized to multiple integrals on either rectangular regions or more general regions. This package is still under development. Usage examples can be found in the demonstration subdirectory.
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    This is a refactored C++ version of subroutine dqelg of QUADPACK, an implementation of the epsilon table extrapolation algorithm, originally written in Fortran 77. This version is expected to exactly reproduce the roundoff errors of dqelg. Declarations for standard-conforming Fortran bindings are also provided.
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