GAUSSIAN DOUBLE INTEGRAL ALGORITHM
2016-08-23
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To approximate I = double integration ( ( f(x, y) dy dx ) ) with limits
* of integration from a to b for x and from c(x) to d(x) for y:
*
* INPUT: endpoints a, b; positive integers m, n. (Assume that the
* roots r(i,j) and coefficients c(i,j) are available for
* i equals m and n for 1<= j <= i.
*
* OUTPUT: approximation J to I.
*/
* of integration from a to b for x and from c(x) to d(x) for y:
*
* INPUT: endpoints a, b; positive integers m, n. (Assume that the
* roots r(i,j) and coefficients c(i,j) are available for
* i equals m and n for 1<= j <= i.
*
* OUTPUT: approximation J to I.
*/
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