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Re: multidimensional numerical integration
Thanks for the info about the quadpack book. I should definitely get that.
Any suggestions on where? You did hit the nail right on the head Brian.
The definition of epsabs and epsrel in the introductory section of the
Integration chapter just seemed a little vague to me.
Kevin
On 10/23/07, Brian Gough <bjg@gnu.org> wrote:
> At Mon, 22 Oct 2007 12:59:16 -0600,
> Kevin Jackman wrote:
> > Q: I realize "epsabs" and "epsrel" control the desired accuracy of numerical
> > integration, but how? Mainly, how do they each affect the GSL routines, and
> > how do they differ from each other? How about on a Quadpack level? I think
> > the GSL manual is kind of vague on how these parameters individually
> > control numerical integration convergence. (No hard feelings, ok?)
>
> Hello,
>
> There is a definition of epsabs and epsrel in the introductory section
> of the Integration chapter but maybe it is not clear enough.
>
> The original book on quadpack has a complete explanation of them. It
> is worth getting for serious use, the GSL routines are a faithful
> implementation of the algorithms in the book.
>
> I think the book also has a section on error bounds for computing
> multidimensional integrals recursively.
>
> --
> Brian Gough
>
> GNU Scientific Library -
> http://www.gnu.org/software/gsl/
>