On 28 jun 2007, at 05.40, Michael wrote:
Hi all,
I am looking for good (accurate, reliable and fast) programs for 2D
numerical integrals, one of the integral is of Fourier type. Both
integral
are on infinite intervals. Could you please give a list of pointers
of 2D
numerical integration programs that worth trying out? I am planning
to do a
literature survey and I want to try out a few programs on my current
problem. I've heard about the sparse grid based method for 2D
integration,
does anybody have the code?
Thanks a lot!
For the fourier-type integral, change to polar coordinates, then only 1
of the integration variables (the radius) will be of infinite range.
Then you can integrate over the angle with the GSL numerical quadrature
functions, where the function to be integrated is computed as a
Fourier integral,
in the radius, the angle held constant
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