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Re: integration
- From: Gert Van den Eynde <gvdeynde at sckcen dot be>
- To: Brian Gough <bjg at network-theory dot co dot uk>,Axel Hutt <hutt at wias-berlin dot de>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Wed, 20 Aug 2003 13:39:19 +0200
- Subject: Re: integration
- References: <3F3CABD4.6060707@wias-berlin.de> <16195.22145.205768.677021@debian.local>
- Reply-to: gvdeynde at sckcen dot be
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