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Results tagged with numerical-methods
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user 242802
Algorithms which solve mathematical problems by means of numerical approximation (as opposed to symbolic computation).
2
votes
2
answers
407
views
Implementing multidimensional integral for a custom function in C++
I am not an expert with C++, but I am trying to implement a 4-dimensional integral using GSL numerical integration approach.
The code below shows the whole algorithm. Although it seems correct what I …
- 321
0
votes
Implementing multidimensional integral for a custom function in C++
Following the suggestion of @G.Sliepen, I have edited the PDFfunction to reduce divisions and replace cos(x) with an expansion of two complex exponentials, such that:
cos(x) = 1/2 * ( cexp(I * x) + ce …
- 321
7
votes
7
answers
1k
views
A probability distribution function, to be called repeatedly during numerical integration
I am trying to speed up as much a possible this function in C++. As I explained in another post, Implementing multidimensional integral for a custom function in C++, this function will be used inside …
- 321
3
votes
1
answer
284
views
Implementation of Multidimensional numerical integration in C++ and R
I'm trying to perform a 4-dimensional numerical integration in R using a function I wrote in C++ code which is then sourced in R using the Rcpp package.
Below there is my code:
// [[Rcpp::depends(Rcpp …
- 321
0
votes
1
answer
258
views
Parallelise numerical integration with OpenMP in C++
I would like to parallelise with OpenMP a one-dimensional integral using the integrate() function implemented in the Boost library. I found a rather obscure example (for my C++ skills) in the Boost w …
- 321