Gauss Kronrod Implementation

Posted by DU VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI on
URL: http://quantlib.414.s1.nabble.com/Gauss-Kronrod-Implementation-tp9303.html

Hi all,

 

Sorry to annoy you again with a some new questions, I hope to make myself clear enough this time ;-)

As you may have noticed I have coded a new implementation of Gauss Kronrod integration algorithm (the true one actually). It is coded in a slightly different way than other existing integration methods. First, I use boost::function to define the integrand, second, it is coded as a free (non member) function.

I use boost::function to avoid templatization. This allow me to store the function definition in a cpp file and to provide the same flexibility in the integrand definition as with other methods. Do you agree with this approach ? or do you prefer the current implementation ? ( if you agree I can refactor the existing code quickly).

As for the second point, I have use a free function because I had no better idea. In fact I have the impression that current integration framework lacks a bit of consistency. I am tempted to provide an abstract base class and make all other inherit from it. Any thoughts ?

 

François

 

PS: What about using a forum dedicated to this kind of discussions ?

 

 


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