Franck Stauffer wrote:
On Dec 6, 2006, at 1:27 PM, Neal Becker wrote:
[...]
3.3 Limits on some dimensions are functions of other variables?
3. As numerical quadrature in less than say 6 "effective" dimensions (although one can argue that in some case 6 might already be too much) can be treated as multiple one dimensional integrals, the only first requirement I would have is making sure that there is an easy mechanism to bind a 1D integration to a specific argument of a multidimensional function. Yet, I suppose it could be worth to provide straightforward high level routines at least for 2D and 3D. Then I'd eventually like to see something for N-Dimensional integrals with "N large" treated exclusively by Monte-Carlo or Quasi-MC algorithms.
How about this question? This is perhaps the trickiest. It's tempting to ignore it- but it's also solvable.