[boost] Numerical Quadrature Library

From: Franck Stauffer (franck_at_[hidden])
Date: 2006-12-04 13:14:27

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.

I implemented two backbone classes to do the work but I am still  
wondering what the "consensus" calling convention on that kind of  
library could be (the choice of using a class was simply to be able  
to go back on a previously integrated function and ask for a bit more  
precision without having to compute points twice).

Any comments welcome,

All the best,

Franck