Bill Allombert on Mon, 22 Oct 2018 10:54:11 +0200 |
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Re: References for Numerical Integration |
On Mon, Oct 22, 2018 at 03:36:23PM +1100, Alasdair McAndrew wrote: > Check out tanh-sinh quadrature: it is designed for high-precision > quadrature of smooth functions. It is also not too hard to program, if you > have arbitrary precision real arithmetic (which you do in Pari/GP). Indeed, this is the default integration method in PARI/GP (intnum). Cheers, Bill.