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

From: Tommy Nordgren
Subject: [Help-gsl] Re: Looking for good codes for 2D numerical integrals...
Date: Thu, 28 Jun 2007 12:44:59 +0200

On 28 jun 2007, at 05.40, 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!
        For the fourier-type integral, change to polar coordinates, then only 1
of the integration variables (the radius) will be of infinite range.
        Then you can integrate over the angle with the GSL numerical quadrature
functions, where the function to be integrated is computed as a Fourier integral,
in the radius, the angle held constant
"Home is not where you are born, but where your heart finds peace" -
Tommy Nordgren, "The dying old crone"

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