-----Original Message----- From: boost-bounces@lists.boost.org [mailto:boost-bounces@lists.boost.org] On Behalf Of Hugo Duncan Sent: 05 December 2007 23:01 To: boost@lists.boost.org Subject: [boost] [rfc] Quadrature library for numerical integration ofdefinite integrals
Hi,
I have put together a quadrature library, for the numerical evaluation of definite integrals.
I put this together to meet some requirements that I had. I would like to get comments on whether the scope, algorithms and approach used are of interest within boost.
The code is based on QUADPACK's QAG and QAG global adaptive routines, using Kronrod-Gauss or Recursive Monotone Stable integration "kernels".
This is not just a translation of the QUADPACK code, but tries to take a (reasonably) modern C++ approach. The RMS kernel is based on TOMS 691.
Error estimation, choice of integration kernel, algorithm performance statistics, series limit acceleration algorithm, etc are all plugable.
For the less brave, I would appreciate any comments you might have on a quadrature library in general.
For the braver, the code can be found in the boost vault at http://www.boost-consulting.com/vault/index.php?direction=0&ord er=&directory=Math%20-%20Numerics&
Stepping in bravely (where angels fear to tread? ;-) ) At a very quick slightly-informed glance, this looks a very useful addition to the Boost numeric repertoire, espcially as it makes modern use of C++, including lambda - FORTRAN users won't like it ;-) Paul --- Paul A Bristow Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB +44 1539561830 & SMS, Mobile +44 7714 330204 & SMS pbristow@hetp.u-net.com