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Foundations of Mathematics and Foundations of Analysis [Under Revision and Expansion] Foundations Notes The middle of this page is closed for remodeling.More AMI-5 is an adaptive multidimensional five-point integrator written in FORTRAN. I simulated recursive descent in a nonrecursive FORTRAN environment. It is one of the oldest programs still in use pretty much as originally written. See Roy Milton's "Computer evaluation of the multivariate normal integral" (Technometrics, Vol. 14, No. 4, 1972, pp. 881-889) for a significant application of this little subroutine. See Robert Bohrer's and Mark J. Schervish's "An error-bounded algorithm for normal probabilities of rectangular regions" (Technometrics, Vol. 23, No. 3, 1981, pp. 297-300) for a follow-up. Incidentally, the original was called MDQUAD ("MD" for multidimensional and "QUAD" for quadrature). I did not use the word cubature to emphasize that recursive quadrature was used. For more, check the Differential Automata and the Numerical Examples pages. Recheck all of these pages, and the present page, from time to time. |