At Mon, 22 Oct 2007 12:59:16 -0600, Kevin Jackman wrote: > Q: I realize "epsabs" and "epsrel" control the desired accuracy of numerical > integration, but how? Mainly, how do they each affect the GSL routines, and > how do they differ from each other? How about on a Quadpack level? I think > the GSL manual is kind of vague on how these parameters individually > control numerical integration convergence. (No hard feelings, ok?)
Hello, There is a definition of epsabs and epsrel in the introductory section of the Integration chapter but maybe it is not clear enough. The original book on quadpack has a complete explanation of them. It is worth getting for serious use, the GSL routines are a faithful implementation of the algorithms in the book. I think the book also has a section on error bounds for computing multidimensional integrals recursively. -- Brian Gough GNU Scientific Library - http://www.gnu.org/software/gsl/
