Re: [boost] Numerical Quadrature Library

From: Franck Stauffer (franck_at_[hidden])
Date: 2006-12-07 15:28:56

On Dec 7, 2006, at 7:14 PM, Theodore Papadopoulo wrote:

>> 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.

Thanks for the answer and excellent suggestion :-)
I'll try to post a draft trapezoidal integrator implementing this  
idea tomorrow.