Phil, I feel that you are blocking/delaying the use of improper integration to commons users with your objection that you don't understand all the alternatives.
If you want to pose what I and the community see as a respectable objection to including a commit, it needs to be in the form of : 1. alternative code that demonstrates a superior way of doing improper integration. With unit tests that show how it is faster or more accurate. 2. OR failures of the the submitted patch in a JUnit test. Otherwise, I maintain that the hurdle of convincing you of the correctness/optimality of a solution is way too high for anyone's good ... including yours. Once the "ability to do improper integration" is in CM, you can always mend/improve the patch. Its not like you've never integrated a class or moved it around c.f MATH-827. Cheers, -Ajo On Fri, Jul 19, 2013 at 2:55 PM, Phil Steitz <phil.ste...@gmail.com> wrote: > On 7/19/13 2:36 PM, Konstantin Berlin wrote: > > The question is how correctly to do AQ and how to correctly handle > > > >> improper integrals. What I would appreciate is some real numerical > >> analysis or pointers to where we can do the research to support what > >> Ajo is asking us to commit. Just running tests on one problem > >> instance demonstrates nothing. I asked politely several times and > >> got no response. > >> > > > > Page 170 of numerical recipes third edition. > > > > "The basic trick for improper integrals is to make a change of variables > to > > eliminate the singularity or to map an infinite range of integration to a > > finite one." > > > > See also > > > http://www.gnu.org/software/gsl/manual/html_node/QAGI-adaptive-integration-on-infinite-intervals.html#QAGI-adaptive-integration-on-infinite-intervals > > > > I hope this can convince people.. > > Thanks! This is not really numerical analysis, but it is a start > and an indication that there are at least some standard > implementations that work this way. What would be helpful is some > general references that provide complexity and error analysis and > ideally characterize the functions for which the change of variable > approach is better than Gauss-Hermite, per the first recommendation > in [1] > > [1] http://en.wikipedia.org/wiki/Numerical_integration > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
