Multivariate Numerical Integration
John.Cagnol@devinci.fr
John.Cagnol@devinci.fr
Sat Jun 19 08:08:00 GMT 2004
Hi,
I'm following up on my earlier post.
Here is a simple 2-variable integration routine based what already
exists for 1-variable integration.
At this time the integration is performed by the means of iterated
integrals, which is not the most efficient algorithm. The routine is
also limited triangle-domains.
The point is to test the types and discuss what should be improved in
the format before embarking in programming more complex algorithms.
It is also to see if there would be an interest in such routines in
gsl.
Best regards,
John.
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