I wonder if Clenshaw-Curtis Quadrature (CCQ) is more adapted for Adaptive Quadrature than Gauss-Kronrod (GKQ). It seems like with CCQ the points at one level of resolution can be reused for the next level. The error bounds for a given level of resolution is the comparable to GKQ, so I'm guessing that from an accuracy/evaluation perspective, CCQ is 2 times as efficient as GKQ.
http://en.wikipedia.org/wiki/Clenshaw–Curtis_quadrature Cheers, Ajo On Tue, Jul 2, 2013 at 2:09 PM, Gilles <gil...@harfang.homelinux.org> wrote: > On Tue, 2 Jul 2013 12:54:12 -0400, Konstantin Berlin wrote: > >> IterateiveLegendreGaussIntegra**tor should be replaced by adaptive >> guass-kronrod. The simpson and trapezoidal methods should be replaced by >> their adaptive versions, or at least adaptive wrapper provided for them. >> > > [I mentioned Gauss-Kronrod very early in the discussion about MATH-995.] > > See also > > https://issues.apache.org/**jira/browse/MATH-830<https://issues.apache.org/jira/browse/MATH-830> > > Identified sub-tasks can be filed there. > > In a library like Commons Math, we aim to provide "low-level" tools which > knowledgeable users can mix and match to solve a wide range of problems. > > Patches welcome. > > Gilles > > > > ------------------------------**------------------------------**--------- > To unsubscribe, e-mail: > dev-unsubscribe@commons.**apache.org<dev-unsubscr...@commons.apache.org> > For additional commands, e-mail: dev-h...@commons.apache.org > >
