TOMS424
ClenshawCurtis Integration
TOMS424
is a FORTRAN77 library which
implements ACM TOMS algorithm 424, for ClenshawCurtis
quadrature to estimate the integral of a function F(X) from A to B.
While the text of many ACM TOMS algorithms is available online
through ACM:
http://www.acm.org/pubs/calgo
or NETLIB:
http://www.netlib.org/toms/index.html, most of the early
algorithms are not available. This is one of them. I typed it
in.
Usage:

quad = CCQUAD(F,A,B,TOLERR,LIMIT,ESTERR,USED,CSXFRM)

returns an estimate of the integral of F(X) from A
to B, with the requested relative accuracy TOLERR,
using no more than LIMIT function evaluations, achieving
an estimated error of ESTERR, and actually using USED
function evaluations. The cosine tranform is returned in
CSXFRM(1:USED).
Languages:
TOMS424 is available in
a FORTRAN77 version.
Related Programs:
INTLIB,
a FORTRAN90 library which
estimates integrals.
TEST_INT,
a FORTRAN90 library which
defines many test integrands.
Reference:

Charles Clenshaw, Alan Curtis,
A Method for Numerical Integration on Automatic Computers,
Numerische Mathematik,
Volume 2, Number 1, December 1960, pages 197205.

W Morven Gentleman,
Algorithm 424: ClenshawCurtis Quadrature,
Communications of the ACM,
Volume 15, Number 5, May 1972, pages 353355.
Source Code:
Examples and Tests:
List of Routines:

CCQUAD is the routine called by a user to estimate
the integral of a function F(X) from A to B, using ClenshawCurtis
quadrature.

R3PASS carries out a radix 3 pass of a Fast Fourier
Transform.
You can go up one level to
the FORTRAN77 source codes.
Last revised on 18 November 2005.