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Re: [Help-gsl] Adaptive double integration


From: Rhys Ulerich
Subject: Re: [Help-gsl] Adaptive double integration
Date: Wed, 25 Apr 2012 09:35:21 -0500

> The integral in question is a surface integral, and the function in question 
> is
> reasonably well behaved. It is based around spherical harmonics so will
> involve sinusoidal type variations with potentially quite rapid oscillations, 
> but
> no singularities etc. I would be grateful for any advice on what the best way
> of approaching this is. It looks like it will be the bottleneck in my problem,
> so I would like to speed it up as much as possible - at least for a reasonable
> amount of effort invested!

I admittedly know next-to-nothing about your problem particulars but
feel like FFT-variants might be useful as an approximate quadrature
technique.  Does anything discussed in this posting
http://earthcubed.wordpress.com/2009/08/17/recursive-numeric-integration-the-fft-and-spherical-harmonics/
sound useful?

- Rhys



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