Numerical Integration

[dbateman at fladenmuller.org]

On Sun, Dec 07, 2008 at 11:50:32AM +0100, S?ren Hauberg wrote:
> 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 :-)

Check the quadgk function which is an m-file, recursive and fast than 
quad as it vectorizes the calls to the integrand..

D.