Quadrature formulas obtained by variable transformation and the DE-rule (Q1074293)

The author has played a prominent role in developing quadrature formulas obtained by variable transformation (to a doubly infinite interval) followed by the use of the trapezoidal rule. This paper is a survey of these formulas, which have acronyms such as IMT, TANH, ERF. To these has been recently added DE standing for Double Exponential. For the doubly infinite interval this uses the transformation \(x=\sinh (\pi\) sinh t). The survey includes error estimation, the use of iterated transformations and numerical comparisons. This reviewer found particularly interesting the section on implementation which warned the user about the possible onset of overflow error, how it arises and how to avoid its possible consequences. This article is well written, informative, and contains a long reference list. It forms an excellent introduction to this area for any reader reasonably familiar with the underlying ideas and conventions of numerical analysis.