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Re: Integrator taking vectors as input? [message #71085] Thu, 27 May 2010 12:47 Go to previous message
wlandsman is currently offline  wlandsman
Messages: 743
Registered: June 2000
Senior Member
On May 27, 2:07 pm, Elias <elias.rous...@gmail.com> wrote:

> Anyway, I did manage in the end to include a vectorized integration
> scheme in my code that uses Simpson's rule and gives an almost
> identical result as QSIMP (less than 1% difference in the worst case).
> I still havent applied it to the big dataset to see how much time I
> gain, but I am optimistic.
>

This might be the time for me to bring up again a complaint I first
made in 1997 ( http://tinyurl.com/3xyp3vp ) -- why does QSIMP require
the user supplied function to return a *scalar* result. The QSIMP
algorithm typically requires thousands of function evaluations on each
iteration, and allowing the function to compute these in a single
call can give a tremendous speedup. (My *procedure*
http://idlastro.gsfc.nasa.gov/ftp/pro/math/qsimp.pro allows the
function to return a vector result.) --Wayne
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