On Fri, 28 Jun 2013 08:32:49 -0700, Ted Dunning wrote:
On Fri, Jun 28, 2013 at 8:14 AM, Gilles <gil...@harfang.homelinux.org>wrote:

Hello.

The existing LegendreGaussQuadrature class incorrectly assumes that it has
converged for functions where the polynomial approximation fails in a
small
corner of the integral space.

This situation is handled much better with the AdaptiveQuadrature class in
the path for MATH-995. This problem should be observable with any
integral,
but I observed it with an improper integral. The patch in MATH-995
transforms the improper integral to a proper one before applying the LegendreGaussQuadrature class (to show how it fails). It also computes the same proper integral with the Adaptive method to show the proper behavior.


Please note that CM aims at providing _standard_ algorithms.[1]

Wikipedia has this general article:
https://en.wikipedia.org/wiki/**Adaptive_quadrature<https://en.wikipedia.org/wiki/Adaptive_quadrature>
where it is mentioned that the problem is broken into
* standard quadrature rules,
* logic to subdivide the interval and terminate the algorithm.

As I explained in the other post we must aim at flexibility. In this
case, that would indeed imply a clean separation, as outlined in the
article referred to above. [This is obviously not the case in your
"AdaptiveQuadrature" class.]


Gilles,

This guy is reporting a problem with LGQ and you seem to jump on him for
coding style.

Isn't the correct response more along the lines of "Hmm.... interesting
discrepancy.  Need to check on it"?

Did you read my comment in
  https://issues.apache.org/jira/browse/MATH-995
?

Also, there the submitted code was referred to as a "solution" (which I liberally interpreted as "apply this fix"). I just point out here that it cannot be a fix.

I'm afraid I missed the actual display of the "interesting discrepancy". Could
you point me to it?

Did you read my other (rather more lengthy) post?  Is that "jumping"?


Gilles


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