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Re: NIntegrate

  • To: mathgroup at smc.vnet.net
  • Subject: [mg6947] Re: [mg6895] NIntegrate
  • From: seanross at worldnet.att.net
  • Date: Tue, 29 Apr 1997 20:48:25 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

KOLEH at joyl.joensuu.fi wrote:
> 
> Hi!
> 
> Im am doing very much numerical integration and want to know what the various Methods of NIntegrate actually do in order to find the best 
method for each probl
> 
> Thanks
> Osmo Kolehmainen
> Dept. of statistics
> Univ. of Joensuu
> Finland

Toward the end of the Mathematica book, in appendix A.9, is a list of 
the various methods.  If you are already familiar with numerical 
integration methods in general, then the brief descriptions should be 
helpful.  Personally, though, I rarely use NIntegrate for serious work. 
It is far too slow because it is such a general routine.  When I am 
really concerned about the speed or convergence of an integration 
routine, I program my own and use NIntegrate to check my work.


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