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Re: [Help-gsl] Complex integration

From: mail
Subject: Re: [Help-gsl] Complex integration
Date: Sun, 10 Oct 2004 22:46:29 +0200

I would like to have it available (for evaluating characteristic fcts). 

2 remarks on that:

Working with complex numbers seems to be very slow in GSL.

The other is on 'splitting the path': this can become tedious if
your functions are not complex valued, but live on Riemannian
surfaces (like sqrt or log), so you have to control whether the
integrand is continues after fitting pieces together (i e that i do
not see why the standard branch cut gives the correct way
even if the path is not closed).

On 6 Oct 2004 at 11:04, Andreas Ipp wrote:

> Is there some add-on to the GSL which allows for integration along a path in
> the complex plane?
> Of course I could always split my function into real- and imaginary part,
> and perform 2 integrations over the same range, but this does not seem to be
> the most efficient way to me. Hasn't anybody in the scientific community of
> GSL ever needed to do complex integration?

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