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QUADPACK

Introduction

QUADPACK is a famous set of Fortran 77 routines dealing with integration of functions of one variable. This package is nowadays widely distributed and e.g. available via netlib.

QUADPACK originated from a joint project of R. Piessens and E. de Doncker-Kapenga (Appl. Math. and Progr. Div.- K.U.Leuven, Belgium), C. Überhuber (Inst. Fuer Math.- Techn.U.Wien, Austria), and D. Kahaner (Nation. Bur. of Standards- Washington D.C., U.S.A.).

Availability

The package is widely available in different software libraries, e.g.:

  • The Fortran 77 source code can be found on netlib.
  • Octave is an open source, interactive Matlab-like numerical package. In octave the quad command uses DQAGS and DQAGI from QUADPACK. In comparison with Matlab the quad routine from octave is to be preferred: it uses a global adaptive routine, is more reliable, handles integration over infinite intervals, returns an error estimate, has to possibility to specify relative and absolute error requests, etc...
  • The GNU Scientific Library (GSL) reimplemented the QUADPACK routines in C. See the chapter on Numerical Integration in their online manual.
  • Also Scientify Python (SciPy) has an interface to QUADPACK.
  • This list is far from complete...

Publications

The main publication for QUADPACK is the following book:

  1. R. Piessens, E. De Doncker-Kapenga and C. W. Überhuber. QUADPACK: a subroutine package for automatic integration. Springer, ISBN: 3-540-12553-1. 1983.