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

From: Michael
Subject: Re: [Help-gsl] Looking for good codes for 2D numerical integrals...
Date: Thu, 28 Jun 2007 20:00:12 -0700

I did read the C book. But I didn't find anything relevant to my
headache problem. I am doing a literature survey to do a comparative
study of good 2D integration codes.

Could anybody name a list of good algorithms? I've met enough
numerical instabilities and difficulties.

Something in my mind are Sparse Grids, Quasi Monte Carlo,etc. based 2D

Can you come up with more?


On 6/28/07, Frank Hrebabetzky <address@hidden> wrote:

Jordi Gutierrez Hermoso wrote:
> On 28/06/07, Frank Hrebabetzky <address@hidden> wrote:
>> And as always: it should be prohibited to post here on numerical
>> problems before having looked it up in the bible: the Numerical
>> Recipies ;-)
> You mean the highly non-free and excessively Fortranised bible?
> Honestly, writing C code as if it were Fortran (and old Fortran at
> that) is just not my cup of tea. Nor is their license terms for their
> code. Their code is so hard to read compared to GSL code, or at least
> that's my impression.
> - Jordi G. H.

You might be right; the reason why I recommend the book are the
excellent introductions into the numerical mathematics of a bunch of
areas. And there are several areas where you need a basic understanding
to be able to select algorithms and apply them.

Frank Hrebabetzky               +55 / 48 / 3235 1106
Florianopolis, Brazil

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