QUADCC

QUADCC is a robust, doubly-adaptive quadrature routine using Clenshaw-Curtis rules.

This is a Matlab implementation of "Algorithm 3" as described in "Increasing the Reliability of Adaptive Quadrature Using Explicit Interpolants", P. Gonnet, ACM Transactions on Mathematical Software, 37 (3), art. no. 26, 2010.

The algorithm features an extremely robust error estimate based on computing the underlying interpolation polynomial of the quadrature rule explicitly. It can also deal with non-numerical values in the interval and attempts to detect divergent integrals.

The file TESTSUITE runs a number of benchmarks from the TOMS paper comparing QUADCC to the Matlab integrators QUAD, QUADL, QUADGK and the recently added INTEGRAL. The output can be visualized by compiling the LaTeX file "justdata.tex" in the same directory as the output of TESTSUITE. The file "justdata.pdf" contains a sample run.