search for: gaussq

...pt) for multivariate integration may "cheat". A student here made a function f(x,y)=g(x)g(y) on the unit square and sent it to adapt, and adapt happily returned a value between 2 and 3 with an error estimate of the order E-11. He then used a 128-point Legendre quadrature produced by the gaussq.f function from netlib to calculate the univariate integral then squared it, and the result differ from the adapt number in the 4th or 5th digit. Forcing adapt to use more points doesn't seem to have any effect. We were led to this experiment when we were testing the smolyak cubature in SMOLP...