Re: Better quadrature routine in octave

[Pedro Gonnet]

Hello again,

Ok, I've checked Shampine's original paper on quadgk/quadva and there
are no real, i.e. systematic or parameterized, tests for the interval
transformation, so I wouldn't know what else to test my code against.

How do you guys want to proceed on this? If anything needs
fixing/improving, just tell me what and I'll get to it.

Cheers, Pedro


On Tue, 2010-04-06 at 10:26 +0100, Pedro Gonnet wrote:
> On Thu, 2010-04-01 at 14:17 +0200, Jaroslav Hajek wrote:
> > No, there's no profiler yet (and I don't see it come for quite some time).
> > 
> > At a first glance I see a couple of vectorization possibilities,
> > though I can't be sure what the general impact will be.
> > Could you provide several test inputs (such as those you used) for
> > testing the speed?
> 
> Hi Jaroslav,
> 
> I've attached the results of the test functions I used for the paper,
> now with the implementation I sent you previously and with the results
> computed in octave.
> 
> I don't have any functions with infinite intervals (the original version
> of cquad did not consider this), but I'll check whatever Shampine used
> for quadgk and send you some results for that too.
> 
> I'm satisfied that the integrator is working correctly, the only thing
> that needs work, though, is the speed.
> 
> Cheers,
> Pedro
> 
> 
>