[Quantlib-dev] Gauss Kronrod Implementation

[DU V. DE V. F. G. P. <fra...@ca...>]

Hi all,

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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).=20

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 ?=20

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Fran=E7ois

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PS: What about using a forum dedicated to this kind of discussions ?=20

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