Implementing Clenshaw-Curtis quadrature, II computing the cosine transformation
Implementing Clenshaw-Curtis quadrature, II computing the cosine transformation
In a companion paper to this, “I Methodology and Experiences,” the automatic Clenshaw-Curtis quadrature scheme was described and how each quadrature formula used in the scheme requires a cosine transformation of the integrand values was shown. The high cost of these cosine transformations has been a serious drawback in using …