From: Brian Gough <bjg@gnu.org>
To: "Kevin Jackman" <jackmank@gmail.com>
Cc: gsl-discuss@sourceware.org
Subject: Re: multidimensional numerical integration
Date: Tue, 23 Oct 2007 22:11:00 -0000 [thread overview]
Message-ID: <m34pghh481.wl%bjg@network-theory.co.uk> (raw)
In-Reply-To: <8d19b8a10710221159x23d93074tfea410a9e3bddaeb@mail.gmail.com>
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/
next prev parent reply other threads:[~2007-10-23 22:11 UTC|newest]
Thread overview: 5+ messages / expand[flat|nested] mbox.gz Atom feed top
2007-10-22 18:59 Kevin Jackman
2007-10-23 5:58 ` Robert G. Brown
2007-10-23 22:11 ` Brian Gough [this message]
2007-10-23 23:05 ` Kevin Jackman
2007-10-25 11:39 ` Brian Gough
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