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Re: [Help-gsl] Looking for good codes for 2D numerical integrals...


From: Michael
Subject: Re: [Help-gsl] Looking for good codes for 2D numerical integrals...
Date: Thu, 28 Jun 2007 20:00:12 -0700

I did read the C book. But I didn't find anything relevant to my
headache problem. I am doing a literature survey to do a comparative
study of good 2D integration codes.

Could anybody name a list of good algorithms? I've met enough
numerical instabilities and difficulties.

Something in my mind are Sparse Grids, Quasi Monte Carlo,etc. based 2D
integrations.

Can you come up with more?

Thanks!

On 6/28/07, Frank Hrebabetzky <address@hidden> wrote:


Jordi Gutierrez Hermoso wrote:
> On 28/06/07, Frank Hrebabetzky <address@hidden> wrote:
>> And as always: it should be prohibited to post here on numerical
>> problems before having looked it up in the bible: the Numerical
>> Recipies ;-)
>
> You mean the highly non-free and excessively Fortranised bible?
>
> Honestly, writing C code as if it were Fortran (and old Fortran at
> that) is just not my cup of tea. Nor is their license terms for their
> code. Their code is so hard to read compared to GSL code, or at least
> that's my impression.
>
> - Jordi G. H.
>

You might be right; the reason why I recommend the book are the
excellent introductions into the numerical mathematics of a bunch of
areas. And there are several areas where you need a basic understanding
to be able to select algorithms and apply them.

--
Frank Hrebabetzky               +55 / 48 / 3235 1106
Florianopolis, Brazil


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