Gauss-Lobatto-Kronrod Formulae and Adaptive Numerical Integration

The aim of this paper is to develop a MATLAB function for one dimensional numerical integration based on adaptive algorithms and Gauss-Lobatto-Kronrod formulas. Using Maple, we find a triple of formulas, and then we use it to code ananalogous of MATLAB quadl function with a higher degree ofexactness. Finally, some examples and tests which compare our function and quadl are given. Our function is a good alternative to quadl when the accuracy and reliability requirements are hard.