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Switching default integrator for multiple variable to quadcc
From: |
Rik |
Subject: |
Switching default integrator for multiple variable to quadcc |
Date: |
Mon, 18 Apr 2011 10:50:29 -0700 |
4/18/11
All,
The dblquad and triplequad functions for double and triple integrals are
slow because the algorithm involves repeatedly calling a 1-dimensional
integrator and adding up small slices. The default 1-D integrator
previously was quadgk, but my testing shows that quadcc is *much* faster.
Accordingly, I have switched the default backend integrator to quadcc on
the development branch.
Test results:
For dblquad (@(x,y) exp(-x.^2 - y.^2) , -1, 1, -1, 1, 1e-6) executed 30
times on uniprocessor @ 1200 MHz. All times in seconds.
quadcc: 0.1918
quadl: 4.262
quadgk: 8.868
quadv: 19.65
Cheers,
Rik
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