#20566: add qags option for numerical_integral
-------------------------------------+-------------------------------------
Reporter: vdelecroix | Owner:
Type: enhancement | Status: needs_review
Priority: major | Milestone: sage-7.2
Component: numerical | Resolution:
Keywords: days73 | Merged in:
Authors: Vincent Delecroix | Reviewers:
Report Upstream: N/A | Work issues:
Branch: | Commit:
u/vdelecroix/20566 | 49de99d93b4ef4a774eb58b951d86954865c1ae7
Dependencies: | Stopgaps:
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Description changed by vdelecroix:
Old description:
> Some singular integral fails with the default gsl adaptive algorithm
> {{{
> sage: F=sqrt((-x + 1.81759643554688)/((x - 1.0)*x))
> sage: numerical_integral(F,1,1.81759)
> (inf, nan)
> }}}
> Hopefully gsl have an adaptive method in presence of singularities
>
> https://www.gnu.org/software/gsl/manual/html_node/QAGS-adaptive-
> integration-with-singularities.html
>
> Which just add the option to `numerical_integral`. With the branch
> applied
> {{{
> sage: numerical_integral(F,1,1.81759, algorithm='qags')
> (1.1817104227640198, 3.516975723982796e-07)
> }}}
New description:
Some singular integral fails with the default gsl adaptive algorithm
{{{
sage: F = sqrt((-x + 1.81759643554688)/((x - 1.0)*x))
sage: numerical_integral(F,1,1.81759)
(inf, nan)
}}}
Hopefully gsl have an adaptive method in presence of singularities
https://www.gnu.org/software/gsl/manual/html_node/QAGS-adaptive-
integration-with-singularities.html
The branch simply adds the option `algorithm='qags'` to
`numerical_integral`. And with the branch applied the above example runs
smoothly:
{{{
sage: numerical_integral(F,1,1.81759, algorithm='qags')
(1.1817104227640198, 3.516975723982796e-07)
}}}
--
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Ticket URL: <http://trac.sagemath.org/ticket/20566#comment:3>
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