Re: [boost] Numerical integration library?

From: Paul Giaccone (paulg_at_[hidden])
Date: 2006-07-31 06:58:14

Theodore Papadopoulo wrote:
> 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? [snip]
>>
>> Anyone else interested or have comments?
>>     
>
> I do not know to what refers numerical integration, but if it is
> "Computation of integrals"
Yes, this is effectively what it means. It means the computation (or 
estimation) of the values of definite integrals by computing (for single 
definite integrals) the area under curves between two limits, which can 
be finite or infinite. No algebraic manipulation of the integrand is 
required (in other words, there is no need to do any actual 
integration). It's also known as "quadrature" (although this word has 
other meanings in mathematics and so would not be a good name for a 
numerical-integration library).

The library would probably also need to cover multiple definite 
integrals (giving volumes under surfaces and hypervolumes under 
hypersurfaces for any number of dimensions).

Numerical Recipes (http://nr.com/ and 
http://www.numerical-recipes.com/com/amazonordertop.html) has algorithms 
for numerical integration. Code is available but has restrictions in 
it's use. IANAL, but I would imagine that the code could not be used in 
Boost.

Paul