Fortran - Re: Multidimensional integration of complex vector functions over

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Re: Multidimensional integration of complex vector functions over

glen herrmannsfeldt

2005-04-27, 8:58 am

Madhusudan Singh wrote:

> I was wondering if there is such a code. I have code which does real
> multidimensional integration, and can use that, with some added complexity,
> to do this with two invocations, but I was wondering if there was something
> that could do it in one step. Would clean up my code somewhat.

Gaussian quadrature was always one of my favorite integration
methods, and it can be done in multiple dimensions, and in
different coordinate systems. It works best with functions
that are somewhat smooth, though.

Many of the fancier integration algorithms can't be nested to
do multidimensions.

-- glen

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