[Date Index] [Thread Index] [Author Index]
Re: Re: FindMinimum and NIntegrate
Thank you for enlightening me as to what methods the two functions uses. But after I read the book 'Numerical Recipes in C' about the Brent's method, I am wondering how FindMinimum chooses a bracketing triplet of abscissas, how large is a parabolic step and what is the tolerance for this function. In the book their tolerance is no smaller than the square root of the machine's floating-point precision. Hehe..... I can't ask anything on the Options of function NIntegrate yet because I have not read up on Gauss-Kronrod points yet. But I wonder how far is one step-size. I think it is about time someone writes a book to explain the inner workings of most of the functions? I have read most books on Mathematica and they all write about how we can apply it. Personally I think that built-in functions is a wonderful idea.....but I also believe that we should understand the inner workings should we try to use it. At least NAG or IMSL do publish their listings and explain how their functions actually evaluate parameters that someone put in.