DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region

@article{Espelid1994DECUHRAA,
  title={DECUHR: an algorithm for automatic integration of singular functions over a hyperrectangular region},
  author={Terje O. Espelid and Alan Genz},
  journal={Numerical Algorithms},
  year={1994},
  volume={8},
  pages={201-220}
}
We describe an automatic cubature algorithm for functions that have a singularity on the surface of the integration region. The algorithm combines an adaptive subdivision strategy with extrapolation. The extrapolation uses a non-uniform subdivision that can be directly incorporated into the subdivision strategy used for the adaptive algorithm. The algorithm is designed to integrate a vector function over ann-dimensional rectangular region and a FORTRAN implementation is included. 

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