On 6/21/13 5:17 PM, Ajo Fod wrote:
> I've submitted a patch for the issue (see MATH-994). This will allow users
> to integrate functions with infinity as one of the bounds.
>
> Cheers,
> Ajo Fod.
>
Thanks for bringing the discussion to the dev list, Ajo.  As Gilles
said on the ticket, its a little easier to have a discussion here
than on JIRA tickets, so  We usually start the discussion here about
whether or not a new feature makes sense and, if so, how to
implement it.

I am +1 for adding support for improper integrals.  I am not a
numerical integration expert, however, so can't definitively
evaluate the merits / drawbacks of the change of variable approach
in the patch.  My intuition tells me though that the other
approaches mentioned in the javadoc reference in the patch [1] might
be more robust.  Does anyone have experience or references that can
help us here?

Phil

[1] http://en.wikipedia.org/wiki/Numerical_integration

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