
Hello, I have been using boost for quite a while, and I was wondering if there is any interest (or ongoing development) in a numerical quadrature library. I have seen some old discussions on the mailing lists archive, but couldn't tell wether something was still in the works. I have coded the embryo of such a template library (for my personal use) which basically works taking a unary_function and allows the user (me in that case) to choose between different integration algorithms (composite trapezoidal, simpson and romberg at the moment). Performance is good (faster than the kind of implementation you get from Numerical Recipes in C thanks to good inlining). I also extended this to work on discrete data sets (such as a vector<double> obtained from measurements etc...) rather than just function with analytical expressions. 2D integration of binary_function's can the previous 1D algorithms using functional's binder1st, but I haven't done much in that direction to potentially improve things. I implemented two backbone classes to do the work but I am still wondering what the "consensus" calling convention on that kind of library could be (the choice of using a class was simply to be able to go back on a previously integrated function and ask for a bit more precision without having to compute points twice). Any comments welcome, All the best, Franck