On Thu, 06 Dec 2007 Neal Becker wrote:
Haven't studied it yet - but one question. Does this address multi-dimensional integration? Could it? Should it?
It is capable of simultaneously integrating multiple functions of the same, single, variable. I use this to integrate x,y coordinates depending on an independent variable (where the cost of calculating both x and y is approximately the same as the cost of calculating either one). It does not address multi-dimensional integration. By using Fubini's theorem, it could be made to, somewhat inefficiently. Other methods (eg Monte-Carlo) have no similarities implementation wise. There are a number of other "integration" problems that could be addressed, such as ODE's, but again the algorithm's required are different. I would prefer to limit the scope to 1D integration methods. Even with 1D integrals there are areas not covered by the library - semi-infinte and infinite ranges (QUADPACK's QAGI), specification of known singularites (QAGP), Cauchy Principal Value integration (QAWC), etc