[Octave-bug-tracker] [bug #52074] Missing integration functions integral2, integral3

[David Bateman]

Follow-up Comment #17, bug #52074 (project octave):

Nicholas,

As discussed offline, I've taken a couple of hours to completely rewrite the
tiled code from scratch rather than cpnvert it from the R code. It was
relatively straight forward to do so, as the core of the Shampine paper is
just a tensor product of a Guass-Kronrod rule.

There are a number of differences from the original R code

* I haven't included edge singularity weakening transforms
* I couldn't find a public source of the abcissa et weights of the G3,K7
Guass-Kronrod rule proposed by Shampine, so I've instead used a G7,G15 rule
* Because I used a much much precise rule, I chose not to calculate 4
integrands at once as Shampine suggests, but one at a time. This makes the
code clearer to me
* I used a struct array to store the active list of tiles to treat including
the sub integrands and errors
* I based the acceptance tests on what is used in quadgk

However, I didn't refer to your latest proposed code and so my code probably
needs to be gone over again. Hopefully, this resolves the issues with my
originally proposed tiled code as ported from R.

David


(file #42009)
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File name: integral2.m                    Size:15 KB


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