[boost] Re: Re: Numerical Integration - continued

From: Dan Mcleran (dan.mcleran_at_[hidden])
Date: 2002-10-25 10:32:17

"Neal D. Becker" <nbecker_at_[hidden]> wrote in message
news:x88vg3rerxp.fsf_at_rpppc1.md.hns.com...
> >>>>> "Dan" == Dan Mcleran <dan.mcleran_at_[hidden]> writes:
>
>     Dan> 1D Numerical Integration
>     Dan> All,
>
>     Dan> I have replied to my own post to start a discussion on the
interface for a
>     Dan> 1D numerical integration library. It seems that most everyone
agrees that
>     Dan> separation of the interface for 1D, 2D, etc. is the right thing
to do. I
>     Dan> also think everyone agrees that 1D numerical integration is
straightforward
>     Dan> and could be part of boost.
>
>     Dan> Here are what I would suggest to be the high-level requirements
for
>     Dan> whichever direction we go for 1D numerical integration:
>
>     Dan> 1. They must be able to integrate a user-defined function from
point a to
>     Dan> point b in increments of deltax.
>
> I think it should be more general.  deltax does not need to be fixed.
> The romberg integration routine I am using chooses the points
> adaptively.

Neal,

In your algorithm, does the user pass in an acceptable error so the adaptive
integration knows when to stop? Does your algorithm build a Romberg table?