Re: [Quantlib-dev] Gauss Kronrod Implementation

[<ni...@bi...>]

Hi Fran=E7ois

I was the one who added the Gauss-Kronrod algorithm to QuantLib years ago.
But I'm not actively developing on QuantLib now, so I will leave it up to
the active developers to decide which coding style is better.

Was is the advantage of the new algorithm? Is it faster? More precise?

Good to see contributions coming in!

Best regards,
Niels


2007/3/26, DU VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI <
fra...@ca...>:
>
> 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 Kronro=
d
> 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 (n=
on
> 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 approa=
ch
> ? 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 ?
>
>
>
> Fran=E7ois
>
>
>
> PS: What about using a forum dedicated to this kind of discussions ?
>
>
>
>
>
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