topic Dear Maija, MKL still doesn't in Intel® oneAPI Math Kernel Library

multidimensional integration

amit_paliwal — Mon, 12 Jul 2004 21:23:23 GMT

Hi,
I want to do a multidimensional integfration and was wondering if mkl60 supports that. If yes, then what functions/ routines can I use?
thanks,
AMit.

Re: multidimensional integration

Todd_R_Intel — Mon, 12 Jul 2004 23:17:46 GMT

Amit,

Intel MKL does not currently have any functionality directly related to integration. Do others have a need for multidimensional integration?

Todd

Re: multidimensional integration

Andrey_N_Intel — Wed, 14 Jul 2004 16:51:18 GMT

Amit,

Thank you very much for your question.
Currently MKL does not have multidimensional integration functionality.
We consider possible extensions for MKL and highly appreciate your feedback. Multidimensional integration (and integration in general) is one of important tasks in everyday scientific and engineering activities. Efficient integration methods depend on many factors like integration dimension, integration domain, etc. To meet your requirements it would be nice to have some details, which particular integration methods you would happy to see in MKL.
Another question of our interest is what dimensions and domains do you meet in your work? What kind of functions do you integrate? Do you plan to apply Monte-Carlo integration methods? Any other comments and suggestions are highly appreciated.

Thank you for your time,
Nice regards,
Andrey

Re: multidimensional integration

Intel_C_Intel — Tue, 27 Jul 2004 01:48:46 GMT

Amit,

Tell us more about what you are looking for. We are always interested in knowing what our customers need.

Bruce

Hi,

M__L_ — Sat, 02 Jul 2016 18:46:45 GMT

Hi,

I've come across this post searching for a multidimensional integration routine as an alternative to the NAG's d01fcf routine. I want it to work parallel with openmp too.

Has anything changed since 2004? I couldn't find anything concerning this.

Maja

Dear Maija, MKL still doesn't

Gennady_F_Intel — Fri, 08 Jul 2016 05:34:59 GMT

Dear Maija, MKL still doesn't have similar multidimentional integration routine like d01fcf. At this moment MKL only has df?Integrate1D/df?IntegrateEx1D -- Computes a spline-based integral.