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Re: Maintenance of precision in NIntegrate


You may want to set option WorkingPrecision as well.

Alan wrote:
> Consider integrating a function arg[] with a stated PrecisionGoal, say 10:
> 
> NIntegrate[arg[x], PrecisionGoal->10, ...]
> 
> The integrand arg[x] is a numerical function of the form:
> 
> arg[x] := (bunch of elementary functions) + NIntegrate[arg2[y],...]
> 
> arg2[y] is, at best, computable to MachinePrecision.
> 
> However, I don't know the best choices for
> PrecisionGoal or related options for the second integral (the inside 
> integral)
> in order to minimize my computation runtime. So, let's assume I do not use
> these options at all in the inside integral.
> 
> My question: will Mathematica then automatically request the inside
> integral to perform at a high enough PrecisionGoal in order to
> meet my PrecisionGoal target of 10 in the first (outside) integral?
> 
> Thanks,
> alan
> 
>  
> 
> 
> 

-- 
Murray Eisenberg                     murray at math.umass.edu
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University of Massachusetts                413 545-2859 (W)
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