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Looking for good codes for 2D numerical integrals...
- From: Michael <comtech dot usa at gmail dot com>
- To: help-gsl at gnu dot org, gsl-discuss at sources dot redhat dot com
- Date: Wed, 27 Jun 2007 20:40:27 -0700
- Subject: Looking for good codes for 2D numerical integrals...
Hi all,
I am looking for good (accurate, reliable and fast) programs for 2D
numerical integrals, one of the integral is of Fourier type. Both integral
are on infinite intervals. Could you please give a list of pointers of 2D
numerical integration programs that worth trying out? I am planning to do a
literature survey and I want to try out a few programs on my current
problem. I've heard about the sparse grid based method for 2D integration,
does anybody have the code?
Thanks a lot!