| 4/6-dimensionl numerical integration? [message #32458] |
Tue, 08 October 2002 03:21  |
Arne Gennerich
Messages: 3
Registered: October 2002
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Junior Member |
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Hi Folks!
Who can provide me IDL-functions which can calculate 4- and
6-dimensional numerical integrals?
Best
Arne
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Arne Gennerich Tel: +49 551 39-12203
Physiologisches Institut Fax: +49 551
39-8399
Abteilung Molekulare Neurophysiologie
Universit�t G�ttingen
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agenner@gwdg.de
Germany
http://www.UKMN/
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| Re: 4/6-dimensionl numerical integration? [message #32501 is a reply to message #32458] |
Fri, 11 October 2002 07:55  |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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Arne Gennerich <agenner@gwdg.de> writes:
> Hi Folks!
>
> Who can provide me IDL-functions which can calculate 4- and
> 6-dimensional numerical integrals?
Probably you will have to provide it for yourself. I have wanted to
make an extension to my QUADPACK integrator to support
multi-dimensional integrals, but haven't gotten around to it yet. If
your integration hypervolume is rectangular then it is pretty trivial.
However, when you get to high enough dimensions, you probably want to
use Monte Carlo, no?
Craig
http://cow.physics.wisc.edu/~craigm/idl/idl.html (under Math)
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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