Re: [boost] [rfc] Quadrature library for numerical integration ofdefinite integrals

From: Paul A Bristow (pbristow_at_[hidden])
Date: 2007-12-06 05:22:38

>-----Original Message-----
>From: boost-bounces_at_[hidden] 
>[mailto:boost-bounces_at_[hidden]] On Behalf Of Hugo Duncan
>Sent: 05 December 2007 23:01
>To: boost_at_[hidden]
>Subject: [boost] [rfc] Quadrature library for numerical 
>integration ofdefinite integrals
>
>
>Hi,
>
>I have put together a quadrature library, for the numerical evaluation
>of definite integrals.
>
>I put this together to meet some requirements that I had.  I would
>like to get comments on whether the scope, algorithms and approach
>used are of interest within boost.
>
>The code is based on QUADPACK's QAG and QAG global adaptive routines,
>using Kronrod-Gauss or Recursive Monotone Stable integration
>"kernels".
>
>This is not just a translation of the QUADPACK code, but tries to
>take a (reasonably) modern C++ approach.  The RMS kernel is based on
>TOMS 691.
>
>Error estimation, choice of integration kernel, algorithm performance
>statistics, series limit acceleration algorithm, etc are all
>plugable.
>
>For the less brave, I would appreciate any comments you might have on
>a quadrature library in general.
>
>For the braver, the code can be found in the boost vault at
>http://www.boost-consulting.com/vault/index.php?direction=0&ord
>er=&directory=Math%20-%20Numerics&

Stepping in bravely (where angels fear to tread? ;-) )

At a very quick slightly-informed glance, this looks a very useful addition to the Boost numeric repertoire, espcially as it makes
modern use of C++, including lambda - FORTRAN users won't like it ;-)

Paul

---
Paul A Bristow
Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB
[phone] & SMS, Mobile [phone] & SMS
pbristow_at_[hidden]