Re: [boost] math quadrature

Subject: Re: [boost] math quadrature
From: Christopher Kormanyos (e_float_at_[hidden])
Date: 2011-10-18 16:31:53

Thijs (M.A.) van den Berg wrote

> I found some a references via google about a
> quadrature project (numerical integration). 
> http://hugoduncan.org/boostable/doc/html/index.html

> I can't find any trace in the sandbox.
> Does anybody know the status of this project?

I would be interested in seeing progress here as well.

I believe, however, that if anyone wants to undertake
the creation of a comprehensive collection of quadrature
algorithms, then flexibility to handle multiple-precision
numbers. (Yes, I know that this would be difficult.)

Boost already has some support for multiple-precision in
Boost.Math. In addition, some *potential* new works such
as Boost.Multiprecision and Boost.Big_Number
(both in sandbox now) work toward formalization of
the semantics of multiple-precision numbers. So new
math algorithms might want to target compatibility with
these new potential works.

In addition, my examples 5 and 8 in Boost.Multiprecision
exemplify rudimentary quadrature as well as Gauss-Laguerre
quadrature for multiple-precision numbers. Perhaps this might
help a potential quadrature algorithm author in some small way.

Sincerely, Chris.