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Re: [Bug-gsl] GSL interpolation
From: |
Evgeny Kurbatov |
Subject: |
Re: [Bug-gsl] GSL interpolation |
Date: |
Fri, 27 Jul 2012 11:39:35 +0400 |
On Thu, 26 Jul 2012 14:39:21 -0400
Jens Chluba <address@hidden> wrote:
> Hi there,
>
> just a comment on the new convention for interpolation. Round-off
> error lead to problems with
>
> if (x < interp->xmin || x > interp->xmax)
> {
> GSL_ERROR_VAL("interpolation error", GSL_EDOM, GSL_NAN);
> }
>
> if indeed x very close to the boundaries but within the interval
> [xmin, xmax]. It is probably better to put something like
>
> if (x < interp->xmin*(1.0-1.0e-14) || x >
> interp->xmax*(1.0+1.0e-14)) {
> GSL_ERROR_VAL("interpolation error", GSL_EDOM, GSL_NAN);
> }
>
> This allows for a tiny range of extrapolation but fixes the round-off
> error problem.
Hi, Jens!
I was the one who proposed a patch for interpolation routines
toughening control to the boundary violation. There was times when I
was sorry about that, but now the belief rises that this was right. The
control forces you to think deeper and be more accurate.
So hold on, be man!
>
> In addition, I was wondering if the GSL team could be interested in
> some pretty fast and accurate integration schemes based on the
> Patterson quadrature rules? These are fully nested and converge very
> rapidly. I have the required c++ code and will be happy to provide
> them. Certainly, this can only be a base for GSL, since you guys have
> much higher coding standards...
I don't mind.
Best witches,
Evgeny Kurbatov