Re: Numerical integration over half-infinite intervals
- To: mathgroup at smc.vnet.net
- Subject: [mg60301] Re: Numerical integration over half-infinite intervals
- From: robert.dodier at gmail.com
- Date: Sat, 10 Sep 2005 22:36:20 -0400 (EDT)
- References: <dfrgt6$fsg$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Alan wrote: > I do a lot of 1D NIntegrates over half-infinite domains [0,Infinity). specialized algorithms are available for solving problems of this kind. see for example the QUADPACK library which can be downloaded from http://netlib.org/quadpack/. i don't know whether Mathematica attempts to automatically determine if a problem has an infinite range of integration and, if so, invoke a specialized method. your first action might be to check the documentation. you didn't mention the problem domain. you might check the literature to see what is the conventional approach in your field. if the problem involves probability functions, try googling for "alan genz". for what it's worth, robert dodier