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Re: [Help-gsl] Fwd: Modifying adaptive integration function
From: |
Francesco Florian |
Subject: |
Re: [Help-gsl] Fwd: Modifying adaptive integration function |
Date: |
Fri, 11 May 2018 09:17:01 +0200 |
> Hello,
>
> What exactly are you trying to do that QAG cannot? Perhaps there is
> an alternate way without rewriting the function.
I have to compute (for many t ∈ [0,1]) exp(∫_0^t f(x) dx), where lim_{x→1}
f(x)=-∞.
Any adaptive quadrature computing the integral will use many intervals near the
singularity, since it is the greatest source of errors; however, the
exponential actually makes most errors int that region negligible.
What about my other question? I.e. I noticed that `retrieve (workspace, &a_i,
&b_i, &r_i, &e_i);' is called at both the beginning and the end of the `do..,
while' iteration (lines 181 and 231), and the second call seems useless. Is
that correct?
Thank you
--
Francesco Florian