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Re: integration


On Wednesday 20 August 2003 13:07, Brian Gough wrote:
> The only thing I can contribute here is that all of the quadpack
> routines assume smooth functions.  Apart from that, I don't know much
> about integro-differential equations.

A small addendum: QUADPACK (the original FORTRAN code) allows functions with 
end-point singularities (routine DQAGS(E)). You would do that anyway when 
integrating a function with singularties: locate the singularities and split 
up the integration interval accordingly. With the routine DQAGP(E) you can 
even provide information on the kind of singularty.I suppose the GSL routine 
is the C translation of DQAGS. Of course, the function inside the integration 
boundaries should be smooth (numerical integration is for a big part based on 
the approximation of the function by orthogonal polynomials). 

For an overview of all original QUADPACK routines, have a look here 

http://netlib.org/quadpack/doc


Hope this helps,

gert


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