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Algorithm 424: Clenshaw-Curtis quadrature [D1]

By W. Morven Gentleman

Communications of the ACM, Vol. 15 No. 5, Pages 353-355

Clenshaw-Curtis quadrature is one of the most effective automatic quadrature schemes available, particularly for integrands with some continuous derivatives. It can also be used for any piecewise continuous integrand, although it is not recommended for integrands with discontinuities.

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