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PDL::GSL::INTEG 2.4.3

  Date Added: November 19, 2010  |  Visits: 723

PDL::GSL::INTEG

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PDL::GSL::INTEG is a PDL interface to numerical integration routines in GSL. This is an interface to the numerical integration package present in the GNU Scientific Library, which is an implementation of QUADPACK. Functions are named gslinteg_{algorithm} where {algorithm} is the QUADPACK naming convention. The available functions are: gslinteg_qng: Non-adaptive Gauss-Kronrod integration gslinteg_qag: Adaptive integration gslinteg_qags: Adaptive integration with singularities gslinteg_qagp: Adaptive integration with known singular points gslinteg_qagi: Adaptive integration on infinite interval of the form (-infty,infty) gslinteg_qagiu: Adaptive integration on infinite interval of the form (a,infty) gslinteg_qagil: Adaptive integration on infinite interval of the form (-infty,b) gslinteg_qawc: Adaptive integration for Cauchy principal values gslinteg_qaws: Adaptive integration for singular functions gslinteg_qawo: Adaptive integration for oscillatory functions gslinteg_qawf: Adaptive integration for Fourier integrals Each algorithm computes an approximation to the integral, I, of the function f(x)w(x), where w(x) is a weight function (for general integrands w(x)=1). The user provides absolute and relative error bounds (epsabs,epsrel) which specify the following accuracy requirement: |RESULT - I| <= max(epsabs, epsrel |I|) The routines will fail to converge if the error bounds are too stringent, but always return the best approximation obtained up to that stage All functions return the result, and estimate of the absolute error and an error flag (which is zero if there were no problems). You are responsible for checking for any errors, no warnings are issued unless the option {Warn => y} is specified in which case the reason of failure will be printed. You can nest integrals up to 20 levels. If you find yourself in the unlikely situation that you need more, you can change the value of max_nested_integrals in the first line of the file FUNC.c and recompile. Please check the GSL documentation for more information. SYNOPSIS use PDL; use PDL::GSL::INTEG; my $a = 1.2; my $b = 3.7; my $epsrel = 0; my $epsabs = 1e-6; # Non adaptive integration my ($res,$abserr,$ierr,$neval) = gslinteg_qng(&myf,$a,$b,$epsrel,$epsabs); # Warnings on my ($res,$abserr,$ierr,$neval) = gslinteg_qng(&myf,$a,$b,$epsrel,$epsabs,{Warn=>y}); # Adaptive integration with warnings on my $limit = 1000; my $key = 5; my ($res,$abserr,$ierr) = gslinteg_qag(&myf,$a,$b,$epsrel, $epsabs,$limit,$key,{Warn=>y}); sub myf{ my ($x) = @_; return exp(-$x**2); }.

Requirements: No special requirements
Platforms: Linux
Keyword: Adaptive Functions Gsl Integration Interface Libraries Numerical Numerical Integration Pdl Pdlgslinteg Programming
Users rating: 0/10

License: Freeware Size: 2.1 MB
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