From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 12559 invoked by alias); 23 Oct 2007 23:05:58 -0000 Received: (qmail 12551 invoked by uid 22791); 23 Oct 2007 23:05:57 -0000 X-Spam-Check-By: sourceware.org Received: from fk-out-0910.google.com (HELO fk-out-0910.google.com) (209.85.128.187) by sourceware.org (qpsmtpd/0.31) with ESMTP; Tue, 23 Oct 2007 23:05:51 +0000 Received: by fk-out-0910.google.com with SMTP id 26so10431fkx for ; Tue, 23 Oct 2007 16:05:48 -0700 (PDT) Received: by 10.82.112.3 with SMTP id k3mr7384471buc.1193180748377; Tue, 23 Oct 2007 16:05:48 -0700 (PDT) Received: by 10.82.183.15 with HTTP; Tue, 23 Oct 2007 16:05:48 -0700 (PDT) Message-ID: <8d19b8a10710231605r126bd424g8d619d3279df6037@mail.gmail.com> Date: Tue, 23 Oct 2007 23:05:00 -0000 From: "Kevin Jackman" To: gsl-discuss@sourceware.org Subject: Re: multidimensional numerical integration In-Reply-To: MIME-Version: 1.0 Content-Type: text/plain; charset=ISO-8859-1 Content-Transfer-Encoding: 7bit Content-Disposition: inline References: <8d19b8a10710221159x23d93074tfea410a9e3bddaeb@mail.gmail.com> Mailing-List: contact gsl-discuss-help@sourceware.org; run by ezmlm Precedence: bulk List-Id: List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sourceware.org X-SW-Source: 2007-q4/txt/msg00007.txt.bz2 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 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/ >