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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

Senior Member

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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		4/6-dimensionl numerical integration? By: Arne Gennerich on Tue, 08 October 2002 03:21
		Re: 4/6-dimensionl numerical integration? By: Craig Markwardt on Fri, 11 October 2002 07:55

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