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Re: contribution: code for multi-dimensional adaptive integration
- From: Brian Gough <bjg at gnu dot org>
- To: stevenj at math dot mit dot edu
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Tue, 14 Jun 2005 22:08:53 +0100
- Subject: Re: contribution: code for multi-dimensional adaptive integration
- References: <Pine.LNX.4.62.0506091915480.18219@fftw.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.