TWODQD an adaptive routine for two-dimensional integration (Q1820549)

An algorithm is developed for computing the two-dimensional integral: \(\int_{R}f(x,y)dy dx\), where R is assumed to be made up of triangles. A local quadrature module is provided in it for estimating the integral and the error over triangles. The triangle with the largest error is divided into two small triangles by a median to its longest side, and the local quadrature module is applied for new estimation. The number of the repetition is conditioned on the magnitude of the error and on the number of the input parameter.