Re: multi-dim integration
- To: mathgroup at smc.vnet.net
- Subject: [mg7879] Re: [mg7847] multi-dim integration
- From: seanross at worldnet.att.net
- Date: Thu, 17 Jul 1997 15:35:42 -0400
- Sender: owner-wri-mathgroup at wolfram.com
Xiaodong Wang wrote: > > Hi, everyone, > > Could anyone please kindly advise me if > Mathematica or any other software can > numerically evaluate multi-dimensional > integration? > > any suggestion is greatly appreciated. > > Xiaodong Wang Mma does multi-dimensional symbolic and numeric integration quite well. The only drawback is that for really weird expressions it is rather slow since the routine is so general. If speed is a priority and you have a function or set of data that is ill-behaved in some way, writing your own routine is better, but for 98% of the uses I run into, the built-in routine is very good. In response to the general question: Any programming language (C, Pascal, Basic, Fortran, Mathematica, MatLab etc.) is capable of doing mutlidimensional numerical integration. The only thing that varies is the amount of coding you need to do to get the job done. If your problem is critical, I personally think it is a mistake to use a pre-written routine if you don't know how to write your own because you will not be aware of the limitations inherent to any numerical technique. Mma's routine is very general and robust, but it can occasionally be faked out by obtuse functions or data and return wrong answers. If you don't know how to recognize the conditions under which that is likely to happen you could be sorry.