Re: [boost] Numerical Quadrature Library

From: Paul A Bristow (pbristow_at_[hidden])
Date: 2006-12-05 04:56:23

>-----Original Message-----
>From: boost-bounces_at_[hidden] 
>[mailto:boost-bounces_at_[hidden]] On Behalf Of Franck Stauffer
>Sent: 04 December 2006 18:14
>To: boost_at_[hidden]
>Subject: [boost] Numerical Quadrature Library
>
>Hello,
>
>I have been using boost for quite a while, and I was wondering if  
>there is any interest (or ongoing development)  in a numerical  
>quadrature library. I have seen some old discussions on the mailing  
>lists archive, but couldn't tell wether something was still in the  
>works.
>
>I have coded the embryo of such a template library (for my personal  
>use) which basically works taking a unary_function and allows the  
>user (me in that case) to choose between different integration  
>algorithms (composite trapezoidal, simpson and romberg at the  
>moment). Performance is good (faster than the kind of implementation  
>you get from Numerical Recipes in C thanks to good inlining).
>
>I also extended this to work on discrete data sets (such as a  
>vector<double> obtained from measurements etc...) rather than just  
>function with analytical expressions. 2D integration of  
>binary_function's can the previous 1D algorithms using functional's  
>binder1st, but I haven't done much in that direction to potentially  
>improve things.

Sounds useful.

Boost could certaintly do with more tools like this.

Paul