This is the mail archive of the gsl-discuss@sources.redhat.com mailing list for the GSL project.


Index Nav: [Date Index] [Subject Index] [Author Index] [Thread Index]
Message Nav: [Date Prev] [Date Next] [Thread Prev] [Thread Next]
Other format: [Raw text]

Re: multivariate quadrature


Hello,



Przemyslaw.Sliwa@ecb.int wrote:
Hi friends,

Is it possible to compute a multidimensional integral over a range of
integration???

Yes this possible,
but unfortunately numerical multidimensional integration are not yet implemented in GSL.


You can use CUBPACK:

http://www.cs.kuleuven.ac.be/~nines/research/CUBPACK/index.html


I hope that helps, Jerome

I saw only on-dimensional integration in the GSL.

Thanks for help,

Pshem

Any e-mail message from the European Central Bank (ECB) is sent in good faith but shall neither be binding nor construed as constituting a commitment by the ECB except where provided for in a written agreement.
This e-mail is intended only for the use of the recipient(s) named above. Any unauthorised disclosure, use or dissemination, either in whole or in part, is prohibited.
If you have received this e-mail in error, please notify the sender immediately via e-mail and delete this e-mail from your system.





Index Nav: [Date Index] [Subject Index] [Author Index] [Thread Index]
Message Nav: [Date Prev] [Date Next] [Thread Prev] [Thread Next]