Algorithm 988: AMGKQ: An Efficient Implementation of Adaptive Multivariate Gauss-Kronrod Quadrature for Simultaneous Integrands in Octave/MATLAB

Robert W. Johnson. Algorithm 988: AMGKQ: An Efficient Implementation of Adaptive Multivariate Gauss-Kronrod Quadrature for Simultaneous Integrands in Octave/MATLAB. ACM Transactions on Mathematical Software, 44(3), 2018. [doi]

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