Multidimensional quadrature algorithms at higher degree and/or dimension (Q1913709)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional quadrature algorithms at higher degree and/or dimension |
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Multidimensional quadrature algorithms at higher degree and/or dimension (English)
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2 July 1996
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The numerical behaviour of non-product multidimensional integration rules produced by two different generation schemes are compared. The authors find that the scheme introduced by \textit{A. Genz} [SIAM J. Numer. Anal. 23, 1273-1283 (1986; Zbl 0613.65021)] is more accurate, better conditioned and simpler to implement for high degree and/or dimension, than the one of \textit{J. McNamee} and \textit{F. Stenger} [Numer. Math. 10, 327-344 (1967; Zbl 0155.21702)].
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multidimensional quadrature algorithms
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cubature
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non-product multidimensional integration rules
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