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integrating over a multiple step-function
- From: Daniel Rohe <d dot rohe at fkf dot mpg dot de>
- To: gsl list <gsl-discuss at sources dot redhat dot com>
- Date: Mon, 08 Apr 2002 11:35:03 +0200
- Subject: integrating over a multiple step-function
here's a somewhat tricky problem to be solved by an integration routine:
the function f is to be integrated say over the intervall (a,b). however
the kernel
is folded/multiplied by a theta function turning it into a potentially
multiple step-function.
the location of the steps is not known so the routine needs to take care
of this.
until now I've been using the qagp-routine, but it seems to fail in some
cases.
can anyone suggest an alternative, such as maybe the qags-method?
daniel