Better quadrature routine in octave

[Pedro Gonnet]

Hi Octave-people,

I recently finished a PhD on the topic of adaptive numerical quadrature
in one dimension and also just recently got a paper accepted in ACM TOMS
with two new quadrature algorithms that significantly out-perform
QUADPACK's QAGS, which, as I understand, is the default integrator used
in octave.

I have attached a copy of the accepted paper and of one of the
quadrature routines (the doubly-adaptive one, it's the one that does
best) which should be call-compatible with quadl. If you think this
would be a good addition to octave, I am willing to invest some time in
making the code fit for whatever standards may be required for its
inclusion, so just tell me what you need and I'll be happy to oblige.

Cheers and many thanks -- for your time and for octave,
Pedro

paper.pdf
Description: Adobe PDF document

cquad.m
Description: Text Data