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Re: [Bug-gsl] bug in GSL numerical integration


From: Pedro Gonnet
Subject: Re: [Bug-gsl] bug in GSL numerical integration
Date: Tue, 13 Aug 2013 16:23:20 +0100

Hi Nikhil,

In that case I would suggest using a more robust integrator, e.g.
gsl_integration_cquad (disclaimer: I wrote this integrator myself), and
doing the integral substitution yourself.

There are a number of different substitution functions that may be more
or less well adapted to your problem. A good place to start is [1] which
describes some different substitutions and their properties.

Cheers,
Pedro

[1] http://www.math.ethz.ch/~waldvoge/Projects/nisJoerg.pdf


On Tue, 2013-08-13 at 13:24 +0000, Nikhil wrote:
> Hi Pedro,
> 
> Thank you very much for your response. I got your point and why my 
> integration returns 0.0 (since the stretch/shrink factor in the 
> transformation goes as 1/t^2, higher patches on t will be stretched more) :
> (.
> 
> Increasing tolerance did not help in this case. I don't know what other 
> method could work. I have an integral, which is spread over a large span 
> along x-axis.
> 
> regards,
> Nikhil
> 
> 





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