Re: [boost] Numerical Quadrature Library

From: Theodore Papadopoulo (Theodore.Papadopoulo_at_[hidden])
Date: 2006-12-07 13:14:07

Franck Stauffer wrote:
> Ok...then we ought to discuss those extra parameters as well:
> 1. Precision: what should be its type? Return type would be natural,  
> but it is problematic for complex integrands.
>   
Leave that to the user (while providing sensible predefined possibilities).
> 2. How to evaluate if the desired precision is reached? In the code I  
> uploaded I explicitely let the user use it's own predicate, which I  
> would say is important especially as some people would like to  
> compare things in ULPs.
>   
This should be a template parameters. Decide that one parameter of the 
integration routine is an
"Iterator-like" class that has a method:

bool stop(const Integrator&).

Then each user has the choice of the implementation of the routine with 
maximum flexibility.
I use such a thing for gradient descent and this is very flexible. It 
even allows to decide that only a certain amount
of time is allowed to do the integration, or some number of iterations, 
or some sophisticated error measurement !!
With a little more care, we can even define hierarchical behaviours 
(multiscale).

This function also allows the easy wrapping of the "Iterator-like" to 
output (debug) information during the computation.

    Theo.