Re: [sage-devel] Re: Improvement of numerical integration routines

2010-09-28 Thread Dr. David Kirkby
On 09/28/10 12:02 PM, maldun wrote: Ok first I would thank everyone for their thoughts. I think the best is to do a design document I never thought I'd hear anyone used the term "design document" in relation to Sage! Seriously, Sage does need to * Document the requirements for Sage * Docu

[sage-devel] Re: Improvement of numerical integration routines

2010-09-28 Thread rjf
On Sep 28, 4:02 am, maldun wrote: > Ok first I would thank everyone for their thoughts. I think the best > is to do a design document, or at least start a ticket where we come > to a common agreement how to handle the input because there are > several possiblities to do that. And it is important

[sage-devel] Re: Improvement of numerical integration routines

2010-09-28 Thread maldun
Ok first I would thank everyone for their thoughts. I think the best is to do a design document, or at least start a ticket where we come to a common agreement how to handle the input because there are several possiblities to do that. And it is important that we are more or less happy about the sol

[sage-devel] Re: Improvement of numerical integration routines

2010-09-25 Thread rjf
On Sep 22, 11:57 pm, Jonathan Bober wrote: And it probably isn't unreasonable for an integration routine to > guess at that information, A guess. > and to provide error bounds that are rigorous > assuming An assumption >a set of not unreasonable hypotheses about the function it is > in

[sage-devel] Re: Improvement of numerical integration routines

2010-09-25 Thread rjf
On Sep 23, 5:46 am, Burcin Erocal wrote: > How does doing N[Integrate[ ... ]] in MMA compare to using NIntegrate? Isn't this obvious? N[Integrate[f[x],{x,a,b}] tries to compute Integrate[f[x],{x,a,b}] exactly by symbolic methods. Then evaluates the result if possible. NIntegrate does not

[sage-devel] Re: Improvement of numerical integration routines

2010-09-23 Thread Jason Grout
On 9/23/10 1:34 AM, Jonathan Bober wrote: At the very least, if a warning might be printed to standard output I would like a way to turn it off. If you use the standard Python warning framework, this would be easy. Jason -- To post to this group, send an email to sage-devel@googlegroups.com

Re: [sage-devel] Re: Improvement of numerical integration routines

2010-09-22 Thread Jonathan Bober
On Sun, 2010-09-19 at 08:12 -0700, rjf wrote: > Any program that computes a quadrature by evaluating the integral at > selected points cannot provide > a rigorous error bound. I don't know what a rigorous "error estimate" > is, unless it is an > estimate of what might be a rigorous bound. And thu

[sage-devel] Re: Improvement of numerical integration routines

2010-09-22 Thread rjf
On Sep 22, 4:12 pm, maldun wrote: > > Perhaps I should sort out my point before we cause misunderstandings: > It's true that a user familiar with numerics knows about such > behavior. Not necessarily. A user might not even realize that the integrand is oscillatory, and it is somewhat of a spe

[sage-devel] Re: Improvement of numerical integration routines

2010-09-22 Thread maldun
I On 21 Sep., 16:23, rjf wrote: > On Sep 20, 7:14 am, maldun wrote: > > > > > That's true, but it is important that automated routines do good error > > estimation > > especially for smooth functions. > > That is pretty easy if you have a smooth function.  So perhaps we need > a program > to tes

[sage-devel] Re: Improvement of numerical integration routines

2010-09-21 Thread rjf
On Sep 20, 7:14 am, maldun wrote: > > That's true, but it is important that automated routines do good error > estimation > especially for smooth functions. That is pretty easy if you have a smooth function. So perhaps we need a program to test if a function is smooth :) > But it is the wr

[sage-devel] Re: Improvement of numerical integration routines

2010-09-20 Thread maldun
On Sep 19, 5:12 pm, rjf wrote: > Any program that computes a quadrature by evaluating the integral at > selected points cannot provide > a rigorous error bound.  I don't know what a rigorous "error estimate" > is, unless it is an > estimate of what might be a rigorous bound.  And thus not rigoro

[sage-devel] Re: Improvement of numerical integration routines

2010-09-19 Thread rjf
Any program that computes a quadrature by evaluating the integral at selected points cannot provide a rigorous error bound. I don't know what a rigorous "error estimate" is, unless it is an estimate of what might be a rigorous bound. And thus not rigorous at all, since the estimate might be wrong

[sage-devel] Re: Improvement of numerical integration routines

2010-09-19 Thread maldun
On 17 Sep., 22:45, Fredrik Johansson wrote: > On Fri, Sep 17, 2010 at 12:48 AM, maldun wrote: > > Do you see the problems?! These are caused by the high oscillation, > > but we get no warning. > > If you use scipy you would get the following: > > It is possible to get an error estimate back fro