Numerical Integration

[Søren Hauberg]

søn, 07 12 2008 kl. 11:26 +0100, skrev Ivan Sutoris:
> On Sat, Dec 6, 2008 at 8:42 PM, Marcin Ślęczka <marcin.sleczka at wp.pl> wrote:
> >
> > Thanks a lot.
> >
> > What if the second functiont won't be an error function?
> 
> I thought you could just call quad recursively, but apparently that is
> not possible (it results in error). However, there is example for 2D
> integration in Octave manual using quadl, which allows recursion:
> http://www.gnu.org/software/octave/doc/interpreter/Functions-of-Multiple-Variables.html#Functions-of-Multiple-Variables
> 

Yeah, 'quad' uses 'QUADPACK' which is a Fortran library for numerical
integration. Apparently you cannot call Fortran routines recursively, so
'quad' inherits this limitation. I guess it would make sense to rewrite
this code in C++ if anybody feel like helping out :-)

Søren