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[Octave-bug-tracker] [bug #33792] quadl fails for large integeration tol


From: Marco Caliari
Subject: [Octave-bug-tracker] [bug #33792] quadl fails for large integeration tolerances
Date: Mon, 01 Aug 2011 15:52:28 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-GB; rv:1.9.2.13) Gecko/20101203 Firefox/3.6.13

Follow-up Comment #6, bug #33792 (project octave):

Here is the comparison (oct_ vs. ml_):

*) oct_quad uses abs_tol or [abs_tol,rel_tol] (default [sqrt(eps),sqrt(eps)],
ml_quad uses abs_tol (default 1e-6): so, the default in oct_quad should be
modified in [1e-6,0]. After that, it is compatible and more general.

*) oct_quadl uses rel_tol (default eps(class(a))), ml_quad uses abs_tol
(default 1e-6): in my opinion, oct_quadl should be modified in order to
support [abs_tol,rel_tol] with default [1e-6,0]. After that, it is compatible
and more general.

*) oct_quadgk uses abs_tol or
quadgk(...,'AbsTol',abs_tol,'RelTol',rel_tol,...) (default abs_tol=1e-10,
rel_tol=1e-5), ml_quadgk uses only the latter syntax, with different default
values depending on the class 'single' or 'double' (in any case, never
[1e-6,0]). It means that ml cannot use the common syntax


quadgk(f,a,b,tol)


In this case, I would keep the possibility to give abs_tol, [abs_tol,rel_tol]
or quadgk(...,'AbsTol',abs_tol,'RelTol',rel_tol,...). About the default
values, I don't know what is best (ml default or [1e-6,0]?)

Marco

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