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Re: multidimensional integration
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: "Robert G. Brown" <rgb at phy dot duke dot edu>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Fri, 1 Jul 2005 15:55:09 +0100
- Subject: Re: multidimensional integration
- References: <cone.1120069503.368350.2075.500@lilith>
Robert G. Brown writes:
> However, the integrand he has to integrate is actually defined and
> integrated over somewhere between 5 to 7 dimensions (with rectangular
> limits). The routine he used from NAG was actually d01fcc, which is NOT
> from QUADPACK but rather implements the multidimensional adaptive
> routine HALF with a custom interval rule. When I looked at GSL's online
> manual (version 1.6 as of this last December) I didn't see a
> multidimensional integration routine equivalent to d01fcc.
See Steven Johnson's recent post for adaptive multidimensional integration.
http://sources.redhat.com/ml/gsl-discuss/2005-q2/msg00020.html
Otherwise MISER or VEGAS are the only existing options.
Or take out a support contract and I'll write a replacement for d01fcc ;-)
--
Brian Gough
Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/