-----Original Message----- From: boost-bounces@lists.boost.org [mailto:boost-bounces@lists.boost.org] On Behalf Of Franck Stauffer Sent: 05 December 2006 12:35 To: boost@lists.boost.org Subject: Re: [boost] Numerical Quadrature Library
Since there is some (minor) interest in such a library I uploaded a small example of the implementation I use. It does not contain all the integration routines, especially romberg and Monte-Carlo. Before including those, I'd like to get feedback on how people would like to be able to call such a library.
Right now it's tuned for my own usage, that's why I used template classes and not just template functions.
The main design objective was to be able to use it on any functor inheriting from std::unary_function and any predicate to decide when the required quadrature precision is achieved. There are undoubtedly a lot of room for improvements, but it should perform slightly better than a typical numerical recipes in C algorithm while being a lot more generic (and not involving static local variables ;-) ).
http://www.thp.uni-koeln.de/~franck/quadrature.tar.gz
Feedback is most welcome, as I'd really love to have a unified, coherent approach to achieving quadrature in C++.
IMO quadrature would be a useful addition to Boost - and you should not be too discouraged by a modest response as the more numerically inclined people tend to be intermittent lurkers rather than hard-core posters ;-) Paul --- Paul A Bristow Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB +44 1539561830 & SMS, Mobile +44 7714 330204 & SMS pbristow@hetp.u-net.com