From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 29215 invoked by alias); 23 Oct 2007 22:11:27 -0000 Received: (qmail 29152 invoked by uid 22791); 23 Oct 2007 22:11:27 -0000 X-Spam-Check-By: sourceware.org Received: from network-theory.com (HELO mail.network-theory.co.uk) (66.199.228.187) by sourceware.org (qpsmtpd/0.31) with ESMTP; Tue, 23 Oct 2007 22:11:22 +0000 Date: Tue, 23 Oct 2007 22:11:00 -0000 Message-ID: From: Brian Gough To: "Kevin Jackman" Cc: gsl-discuss@sourceware.org Reply-To: gsl-discuss@sourceware.org Subject: Re: multidimensional numerical integration In-Reply-To: <8d19b8a10710221159x23d93074tfea410a9e3bddaeb@mail.gmail.com> References: <8d19b8a10710221159x23d93074tfea410a9e3bddaeb@mail.gmail.com> User-Agent: Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) MIME-Version: 1.0 (generated by SEMI 1.14.6 - "Maruoka") Content-Type: text/plain; charset=US-ASCII X-Message-Mac: a93449443531f9d7e217027b030a062a 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/msg00006.txt.bz2 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/