17.15 References and Further Reading

The following book is the definitive reference for QUADPACK, and was written by the original authors. It provides descriptions of the algorithms, program listings, test programs and examples. It also includes useful advice on numerical integration and many references to the numerical integration literature used in developing QUADPACK.

• R. Piessens, E. de Doncker-Kapenga, C.W. Ueberhuber, D.K. Kahaner. QUADPACK A subroutine package for automatic integration Springer Verlag, 1983.

The CQUAD integration algorithm is described in the following paper:

• P. Gonnet, “Increasing the Reliability of Adaptive Quadrature Using Explicit Interpolants”, ACM Transactions on Mathematical Software, Volume 37 (2010), Issue 3, Article 26.