| 4/6-dimensionl numerical integration? [message #32459] |
Tue, 08 October 2002 03:20  |
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
Humboldtallee 23
37073 G�ttingen mailto:
agenner@gwdg.de
Germany
http://www.UKMN/
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| Re: 4/6-dimensionl numerical integration? [message #32493 is a reply to message #32459] |
Fri, 11 October 2002 11:48  |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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Arne Gennerich <agenner@gwdg.de> writes:
> Craig Markwardt wrote:
>
>> 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
>>
>
> Thanks Craig for your answer! Probably the Monte Carlo Integration is a good
> suggestion. Is the random number generator RANDOMN usefull for this approach?
> Any experience?
I am satisfied with RANDOMN and RANDOMU, but I have not subjected it
to the torture tests that statisticians would. There have been
problems with non-randomness in those routines in the past.
Craig
--
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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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| Re: 4/6-dimensionl numerical integration? [message #32498 is a reply to message #32459] |
Fri, 11 October 2002 10:04 |
Arne Gennerich
Messages: 3
Registered: October 2002
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Junior Member |
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Craig Markwardt wrote:
> 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
>
Thanks Craig for your answer! Probably the Monte Carlo Integration is a good
suggestion. Is the random number generator RANDOMN usefull for this approach?
Any experience?
Best
Arne
--
------------------------------------------------------------ -----------
Dipl.-Phys. Dipl.-Ing. Arne Gennerich Tel: +49 551 39-12203
Physiologisches Institut Fax: +49 551
39-8399
Abteilung Molekulare Neurophysiologie
Universit�t G�ttingen
Humboldtallee 23
37073 G�ttingen mailto:
agenner@gwdg.de
Germany http://www.UKMN/
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