[Help-gsl] Looking for integrator that supports evaluating integrand at multiple points in batch mode?

[Michael]

Looking for integrator that supports evaluating integrand at multiple
points in batch mode?

Hi all,

GSL doesn't have it?

I am looking for a numerical integrator in C/C++, which works with
semi-infinite interval, and supports evaluating the integrand function
at multiple points at a time in batch mode...

This is essentially a equivalent of Matlab "quadl", which based on
Gauss-Lobatto algorithm. It evaluates the integrand function at
multiple points at a time in batch mode. That's to say, f(x), where x
is a vector, and the function operates on x element-wise, returning

[f(x1)  f(x2)  f(x3) ... f(xn)] as a vector in one batch for the
elements x1, x2, ..., xn in x.

I haven't found anywhere such a vector integrand implementation in C/C+
+.

I've found it in Fortran but then it involves Fortran calling C/C++
and/or C/C++ calling Fortran, etc.

Please give me some pointers! Thanks a lot!