Re: [Boost-users] Is there a C++ implementation for numericalquadrature/cubature?

Subject: Re: [Boost-users] Is there a C++ implementation for numericalquadrature/cubature?
From: John Maddock (jz.maddock_at_[hidden])
Date: 2017-08-19 07:45:51

On 19/08/2017 06:26, Máté Ferenc Nagy-Egri via Boost-users wrote:
>
> Even outside Boost, I would be interested. Having quadrature/cubature 
> methods that are actually templated and an arbitrary 
> precision/double-double type can be inserted with zero hassle would be 
> nice.
>
> By the way, does anyone know of a complete double-double 
> implementation? (with transecendental functions)
>

Not a double-double (which sucks IMO, as it's impossible to reason 
rationally about) but Boost.Multiprecision has:

* float128: thin wrapper around __float128 and libquadmath for compilers 
that support that type (mostly GCC).
* cpp_bin_float_quad: all C++ quad precision emulation, much slower than 
the above, but available for all compilers.

Both have full std lib support, and work with all the Boost.Math 
functions too (so all the special functions and other FP utilities).

For quadrature support see my reply to the OP.

John.

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