Looking for good codes for 2D numerical integrals...

[Tommy Nordgren]

On 28 jun 2007, at 05.40, Michael wrote:

> Hi all,
>
> I am looking for good (accurate, reliable and fast) programs for 2D
> numerical integrals, one of the integral is of Fourier type. Both  
> integral
> are on infinite intervals. Could you please give a list of pointers  
> of 2D
> numerical integration programs that worth trying out? I am planning  
> to do a
> literature survey and I want to try out a few programs on my current
> problem. I've heard about the sparse grid based method for 2D  
> integration,
> does anybody have the code?
>
> Thanks a lot!
	For the fourier-type integral, change to polar coordinates, then only 1
of the integration variables (the radius) will be of infinite range.
	Then you can integrate over the angle with the GSL numerical quadrature
functions, where the function to be integrated is computed as a  
Fourier integral,
in the radius, the angle held constant
------------------------------------------------------
"Home is not where you are born, but where your heart finds peace" -
Tommy Nordgren, "The dying old crone"
tommy.nordgren@comhem.se