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[Help-gsl] Looking for good codes for 2D numerical integrals...


From: Michael
Subject: [Help-gsl] Looking for good codes for 2D numerical integrals...
Date: Wed, 27 Jun 2007 20:40:27 -0700

Hi all,

I am looking for good (accurate, reliable and fast) programs for 2D
numerical integrals, one of the integral is of Fourier type. Both integral
are on infinite intervals. Could you please give a list of pointers of 2D
numerical integration programs that worth trying out? I am planning to do a
literature survey and I want to try out a few programs on my current
problem. I've heard about the sparse grid based method for 2D integration,
does anybody have the code?

Thanks a lot!




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