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[Octave-bug-tracker] [bug #46349] dblquad/triplequad - periodic function


From: Lachlan Andrew
Subject: [Octave-bug-tracker] [bug #46349] dblquad/triplequad - periodic functions over the whole period
Date: Mon, 11 Jul 2016 13:25:14 +0000 (UTC)
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:43.0) Gecko/20100101 Firefox/43.0

Follow-up Comment #9, bug #46349 (project octave):

Marco, the reason that


quadcc(@(x) sin(2*pi*x),0,1)


converges is that  nivals  (the number of intervals being further refined)
goes to 0.

The current exit criterion is 

  while (nivals > 0 && err > 0.0 && err > fabs (igral) * tol
         && !(err_final > fabs (igral) * tol
              && err - err_final < fabs (igral) * tol))


and on exit the values are:
nivals 0
err 3.06866e-16
fabs(igral) 5.55112e-17
tol 1e-06
err_final 3.06866e-16
err - err_final 0

The criterion for increasing the number of intervals seems to be independent
of the tolerance.

Have there been any examples of quadcc giving trouble, or is it just that it
uses a relative error termination criterion?  If Rik's patches fix
dblquad/triplequad, and no actual failures have been seen in quadcc, I'd be
inclined to close this report.

Thoughts?

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