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Re: Better quadrature routine in octave

From: David Bateman
Subject: Re: Better quadrature routine in octave
Date: Thu, 01 Apr 2010 22:04:49 +0200
User-agent: Mozilla-Thunderbird (X11/20090706)

Jaroslav Hajek wrote:
On Wed, Mar 31, 2010 at 12:03 AM, Pedro Gonnet <address@hidden> wrote:
Writing it in C++ using the oct-file interface might be a good thing as
This should not be a problem as I was planning on writing a C-language
version for the GNU Scientific Library anyway. I guess there is a
documentation somewhere for using this interface?

I advise you not to do it until it becomes apparent that the m-file
version can't be optimized to provide satisfactory performance.
Having algorithms in m-files has certain advantages, in particular
that it is easier for people to play with them.

If you come up with a version that can replace quad (if I understood
correctly, it suffices to add handling of singular points)
and adapt it somewhat to the coding standards (at least the major
points, i.e. consistent comments, specific block ends), I can help you
with optimizations, should any be needed.

There were a few a couple of reason I suggested this. Firstly, with quad already as an oct-file the input parsing part is already coded, and the code has a loop in it over the set of unconverged segments that I don't think would be possible to vectorize and so writing it as C/C++ might make a significant difference in speed to the algorithm in Octave.


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