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Re: Numerical integration and list of points

  • To: mathgroup at smc.vnet.net
  • Subject: [mg87691] Re: Numerical integration and list of points
  • From: Szabolcs Horvát <szhorvat at gmail.com>
  • Date: Tue, 15 Apr 2008 06:50:20 -0400 (EDT)
  • Organization: University of Bergen
  • References: <ftvd4f$d89$1@smc.vnet.net> <fu1u4g$omu$1@smc.vnet.net>

guerom00 wrote:
> Thank you for your answers. So this IS indeed the right method.
> After some tests, it's just that my list contains 20'000 elements and
> the integration takes forever to finish...
> I thought Mathematica crashed because I thought it was a rather simple
> thing to do but it turns out I would need to run this integration on a
> powerful cluster or something :)

Hi,

Try using Integrate instead of NIntegrate.  Integrate[] supports 
InterpolatingFunction objects directly, so this will be much faster than 
using NIntegrate[].

(I found out that Integrate can do this only because your message 
prompted me to experiment, so thanks for this!)

Example:

In[1]:= f =
   Interpolation@Table[{x, Sin[x^2]}, {x, 0., 20, 20/20000}];

In[2]:= Integrate[f[x], {x, 0, 20}] // Timing
Out[2]= {0.25, 0.639816}

Check result:

In[3]:= NIntegrate[Sin[x^2], {x, 0, 20}]
Out[3]= 0.639816

(Indeed, NIntegrating this takes a very long time.  I haven't had the 
patience to wait for it to finish.)

Szabolcs


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