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Re: Using quad() for multidimensional integration

From: Vinayak Dutt
Subject: Re: Using quad() for multidimensional integration
Date: Thu, 17 Aug 95 14:47:57 CDT

#( Re Message From: Vinayak Dutt )
.#Octave "help -i quad" says the integration is done using "Quadpack".
#I have a feeling I would like to know more about this "Quadpack".
#I don't have the octave source (I downloaded the binary only).
#Does anyone out there know how octave does "quad"?

 I have source code and had a look at it. I am now coming down to the view
that the problem is due to global variables used in Octave. It seems that
Octave does not support recursion, as Mike Rilee pointed to me earlier in a
private e-mail. I myself checked that with a factorial function and it bombed.
On the other hand, MATLAB does support recusion. But it still fails
in quad(). So I don't know whats the problem with MATLAB code. But as far
as I can see Octave's problem stem from no recursion support.  I saw
a global variable to store pointer to the integrating function. This would get
overwritten in the inner quad() call and destroy the outer quad() call. There
could be other globals too, but my C++ knowledge is limited so I don't
know much about C++ object used for quad() interface.

I checked QUADPACK does not have COMMON blocks and thus it could
be  possible to support recusion with QUADPACK if C++  Octave
interface allowed recusion.

 * vinayak dutt
 * ex-graduate student, ultrasound research
 * mayo graduate school, rochester mn
 * e-mail: address@hidden
 *         address@hidden
 *         address@hidden
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