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Re: [Help-gsl] Fwd: Modifying adaptive integration function


From: Francesco Florian
Subject: Re: [Help-gsl] Fwd: Modifying adaptive integration function
Date: Fri, 11 May 2018 09:17:01 +0200

> Hello,
>
> What exactly are you trying to do that QAG cannot? Perhaps there is 
> an alternate way without rewriting the function. 

I have to compute (for many t ∈ [0,1]) exp(∫_0^t f(x) dx), where lim_{x→1} 
f(x)=-∞.
Any adaptive quadrature computing the integral will use many intervals near the 
singularity, since it is the greatest source of errors; however, the 
exponential actually makes most errors int that region negligible.

What about my other question? I.e. I noticed that `retrieve (workspace, &a_i, 
&b_i, &r_i, &e_i);' is called at both the beginning and the end of the `do.., 
while' iteration (lines 181 and 231), and the second call seems useless. Is 
that correct?

Thank you
-- 
Francesco Florian





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