Re: [boost] Numerical integration library?

From: Theodore Papadopoulo (Theodore.Papadopoulo_at_[hidden])
Date: 2006-07-31 06:03:22

On Mon, 2006-07-31 at 01:17 -0700, Frederick Akalin wrote:
> I notice numerical integration was one of the items listed in the 
> ExpandedMathematicsLibrary entry under WantedLibraries in the Wiki.  Has 
> anyone done any work on this?  I've been looking into this problem space 
> lately; I had the germ of an idea that, with the magic of templates, 
> most ODE solvers (e.g. Euler, Runge-Kutta, etc.) could be written in a 
> container-agnostic format and in a form closely resembling that which 
> you would find in a textbook. (I can post some proof-of-concept code if 
> this isn't clear.) I've looked around and haven't seen anything similar, 
> but I'm no expert on scientific programming.
> 
> Anyone else interested or have comments?

I do not know to what refers numerical integration, but if it is
"Computation of integrals", I have some code (Gauss-Kronod) adapted and
slightly generalized from gsl (which itself comes from quadpack I
think). This is yet not complete (only the basic routines no automatic
sub-division) and is garanteed to work only under gcc.... But if this is
considered useful, it may be a start...

        Theo.