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Re: Numerical Integration

From: dbateman
Subject: Re: Numerical Integration
Date: Sun, 7 Dec 2008 17:40:20 +0100
User-agent: Mutt/1.5.13 (2006-08-11)

On Sun, Dec 07, 2008 at 11:50:32AM +0100, S?ren Hauberg wrote:
> Yeah, 'quad' uses 'QUADPACK' which is a Fortran library for numerical
> integration. Apparently you cannot call Fortran routines recursively, so
> 'quad' inherits this limitation. I guess it would make sense to rewrite
> this code in C++ if anybody feel like helping out :-)

Check the quadgk function which is an m-file, recursive and fast than 
quad as it vectorizes the calls to the integrand..


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