Theodore Papadopoulo wrote:
On Mon, 2006-07-31 at 01:17 -0700, Frederick Akalin wrote:
I notice numerical integration was one of the items listed in the ExpandedMathematicsLibrary entry under WantedLibraries in the Wiki. Has anyone done any work on this? [snip]
Anyone else interested or have comments?
I do not know to what refers numerical integration, but if it is "Computation of integrals" Yes, this is effectively what it means. It means the computation (or estimation) of the values of definite integrals by computing (for single definite integrals) the area under curves between two limits, which can be finite or infinite. No algebraic manipulation of the integrand is required (in other words, there is no need to do any actual integration). It's also known as "quadrature" (although this word has other meanings in mathematics and so would not be a good name for a numerical-integration library).
The library would probably also need to cover multiple definite integrals (giving volumes under surfaces and hypervolumes under hypersurfaces for any number of dimensions). Numerical Recipes (http://nr.com/ and http://www.numerical-recipes.com/com/amazonordertop.html) has algorithms for numerical integration. Code is available but has restrictions in it's use. IANAL, but I would imagine that the code could not be used in Boost. Paul