On the implementation of a modified Sag–Szekeres quadrature method

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We describe a modified Sag–Szekeres multidimensional quadrature algorithm and discuss its implementation as a general-purpose library procedure on serial and parallel architectures. Examples illustrate its effectiveness for both smooth and singular integrands.

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论文评审过程:Received 15 April 1997, Revised 11 May 1998, Available online 9 December 1999.

论文官网地址:https://doi.org/10.1016/S0377-0427(99)00221-6