multivariate quadrature

Brian Gough bjg@network-theory.co.uk
Tue Jul 8 17:25:00 GMT 2003


Przemyslaw.Sliwa@ecb.int writes:
 > Is it possible to compute a multidimensional integral over a range
 > of integration???  I saw only on-dimensional integration in the
 > GSL.
 > 

The monte carlo integration routines are multidimensional.

-- 
Brian



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