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

From: Hugo Duncan (hugoduncan_at_[hidden])
Date: 2007-12-07 10:18:08

> The docs could use a quick once over with a spellchecker, I spotted
> "Intgeration" and "intgerators" in several places, along with  
> "releative".

I'll fix these when the interface has stabilised.

> It would also probably widen your audience if the docs were posted online
> somewhere, so folks don't have to mess about building them themselves.

The tar file contains the built docs, but I agree it would be more  
convenient.  The docs are now available at  
http://www3.sympatico.ca/hugo.duncan/doc/html/

> Other than that, can your adaptive integrators "automagically" handle
> functions with infinities and/or discontinuities, assuming the function  
> is
> actually integratable?  Or am I on a hiding to nothing expecting that?

It can handle some discontinuties, but not infinites (it does handle  
infinites at endpoints when used with kronrod_gauss). This is an area  
where improvement is possible.

> It's also good to see more Math-oriented code proposed for Boost,
> unfortunately I can't really claim to understand numeric integrators just
> yet - haven't needed them so far - but I might have a use case to test  
> your code with if I can figure out what to do about the discontinuities!

Are the discontinuities at known points? i.e. can you provide information  
to the algorithm about where the difficult points are?  For my use at the  
moment I have functions with known discontinuities and I just split the  
integral at those discontinuities.

Hugo