On the implementation of a modified Sag-Szekeres quadrature method (Q1964086)

The proposed algorithm uses a modified version of the Sag and Szekeres multidimensional quadrature method. The algorithm has the ability to handle edge singularities without special coding and this recommands it for a numerical library. The one-dimensional algorithm and its stability are extensively discussed. The multidimensional algorithm is discussed in the context of a MIMD distributed-memory architecture. Numerical examples are included and parallel performances commented.