multidimensional integration

[Brian Gough]

Robert G. Brown writes:
 > However, the integrand he has to integrate is actually defined and
 > integrated over somewhere between 5 to 7 dimensions (with rectangular
 > limits).  The routine he used from NAG was actually d01fcc, which is NOT
 > from QUADPACK but rather implements the multidimensional adaptive
 > routine HALF with a custom interval rule.  When I looked at GSL's online
 > manual (version 1.6 as of this last December) I didn't see a
 > multidimensional integration routine equivalent to d01fcc.

See Steven Johnson's recent post for adaptive multidimensional integration.
http://sources.redhat.com/ml/gsl-discuss/2005-q2/msg00020.html

Otherwise MISER or VEGAS are the only existing options.

Or take out a support contract and I'll write a replacement for d01fcc ;-)

-- 
Brian Gough

Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/