Product Integration Rules at Clenshaw-Curtis and Related Points: A Robust Implementation

Product integration rules generalizing the Fej?r, Clenshaw-Curtis,and Filippi quadrature rules respectively are derived for integralswith trigonometric and hyperbolic weight factors. The Chebyshevmoments of the weight functions are found to be given by well-conditionedexpressions, in terms of hypergeometric functions ₀F₁. An a priori error estimator is discussed which is shown bothto avoid wasteful invocation of the integration rule and toincrease significantly the robustness of the automatic quadratureprocedure. Then, specializing to extended Clenshaw-Curtis (ECC) rules,three types of a posteriori error estimates are considered andthe existence of a great risk of their failure is demonstratedby large scale validation tests. An empirical error estimator,superseding them for slowly varying integrands, is found toresult in a spectacular increase in the output reliability. Finally, enhancements in the control of the interval subdivisionstrategy aiming at increasing code robustness is discussed.Comparison with the code DQAWO of QUADPACK, with about a hundredthousand solved integrals, is illustrative of the increasedrobustness and error estimate reliability of our computer codeimplementation of the ECC rules.