Re: [boost] Numerical Quadrature Library

From: Neal Becker (ndbecker2_at_[hidden])
Date: 2006-12-06 08:34:08

Franck Stauffer wrote:

> 
> On Dec 6, 2006, at 1:27 PM, Neal Becker wrote:
> 
[...]
>> 3.3 Limits on some dimensions are functions of other variables?
>>

> 3. As numerical quadrature in less than say 6  "effective" dimensions
> (although one can argue that in some case 6 might already be too
> much) can be treated as multiple one dimensional integrals, the only
> first requirement I would have is making sure that there is an easy
> mechanism to bind a 1D integration to a specific argument of  a
> multidimensional function. Yet, I suppose it could be worth to
> provide straightforward high level routines at least for 2D and 3D.
> Then I'd eventually like to see something for N-Dimensional integrals
> with "N large" treated exclusively by Monte-Carlo or Quasi-MC
> algorithms.
> 

How about this question?  This is perhaps the trickiest.  It's tempting to
ignore it- but it's also solvable.