Re: [boost] Re: Numerical Integration - continued

From: Martin Weiser (weiser_at_[hidden])
Date: 2002-10-24 04:00:29

On Mittwoch, 23. Oktober 2002 21:52, Matthias Troyer wrote:
> I am confused about the scope of a numerical integration library. It
> seems that three things are being mixed up here:
>
> i) 1D integration of a function with x-points determined by the
> algorithm (e.g. Romberg integration)
>
> ii) Integration of first order ODEs by some algorithm (e.g.
> Runge-Kutta)
>
> iii) Forward Euler integration of an ODE with fixed step witdh delta_x
> and values of the derivative, given by some external function.
>
> While I agree that both i) and ii) would be interesting libraries, the
> usage case iii) which seems much discussed does not warrant a separate
> library in my opinion.

Agreed. Let me add that I think the interface to i) is more or less 
straightforward, while the interface to ii) is much more complex and less 
obvious.

Yours,
Martin

-- 
Dr. Martin Weiser            Zuse Institute Berlin
weiser_at_[hidden]                Scientific Computing
http://www.zib.de/weiser     Numerical Analysis and Modelling