Clenshaw-Curtis Quadrature [D1] (Algorithm 424)

@article{Gentleman1972ClenshawCurtisQ,
  title={Clenshaw-Curtis Quadrature [D1] (Algorithm 424)},
  author={W. Morven Gentleman},
  journal={Commun. ACM},
  year={1972},
  volume={15},
  pages={353-355}
}
Clenshaw-Curtis quadrature is one of the most effective automatic quadrature schemes available, particularly for integrands with some continuous derivatives. It can also be used for any piecewise continuous integrand, although it is not recommended for integrands with discontinuities.