Re: contribution: code for multi-dimensional adaptive integration

[Brian Gough <bjg at gnu dot org>]

Steven G. Johnson writes:
 > For some time now, I've felt that GSL has cried out for a multidimensional 
 > cubature routine, similar to its 1d adaptive quadrature routines.  Now, 
 > I've written one (~700 lines in C) based on the well-known Genz-Malik 
 > embedded cubature rule (with help from a GPL'ed library called HIntLib, 
 > see below), and I hope that you're interested to have it included in GSL. 
 > I've attached the unmodified code; I'm willing to do the work to modify it 
 > for your coding style, etcetera.

Thanks.. that does look useful.  You're right that cubature is an
obvious gap in GSL, and I would like to see that filled.

The first step would be make a package that builds outside of gsl,
there are some instructions at http://sources.redhat.com/gsl/devel.html
(notes on the coding conventions can also be found in the design document 
linked there)

-- 
Brian Gough

p.s. Sorry for the delay in replying.