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Re: [Help-gsl] Looking for good codes for 2D numerical integrals...

From: Frank Hrebabetzky
Subject: Re: [Help-gsl] Looking for good codes for 2D numerical integrals...
Date: Thu, 28 Jun 2007 09:29:48 -0300
User-agent: Thunderbird (X11/20070613)

Just one hint: The standard way of treating infinite intervals
numerically is to transform them to finite ones, e.g. by the exponential
or arctan function, depending on whether it is infinite on one or on
both sides.

And as always: it should be prohibited to post here on numerical
problems before having looked it up in the bible: the Numerical Recipies ;-)
Frank Hrebabetzky               +55 / 48 / 3235 1106
Florianopolis, Brazil

Michael wrote:
> Hi all,
> I am looking for good (accurate, reliable and fast) programs for 2D
> numerical integrals, one of the integral is of Fourier type. Both integral
> are on infinite intervals. Could you please give a list of pointers of 2D
> numerical integration programs that worth trying out? I am planning to do a
> literature survey and I want to try out a few programs on my current
> problem. I've heard about the sparse grid based method for 2D integration,
> does anybody have the code?
> Thanks a lot!
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