topic Numerical Integration Routines in Intel® oneAPI Math Kernel Library

Numerical Integration Routines

Gianluca_G_1 — Tue, 28 Feb 2017 11:12:05 GMT

Hello,

Is there any MKL routine for numerical integration?

We are interesting in numerical integration in a semiinfinite region and our integrand is oscillating but it decay quikly to zero (like a Lipschitz function exp(-ax)*Jo(bx)).

Thank you very much

Gianluca

No such routines in MKL, but

mecej4 — Tue, 28 Feb 2017 12:11:18 GMT

No such routines in MKL, but see https://people.sc.fsu.edu/~jburkardt/f_src/quadpack/quadpack.html. There are routines in Quadpack for singular integrands, infinite intervals and oscillatory integrands.

Is it possible to integrate

Gianluca_G_1 — Tue, 28 Feb 2017 14:01:01 GMT

Is it possible to integrate this library in C# ?

Are there dlls?

is there better commercial solutions, for this purpose?

Gianluca

The source code of Quadpack

mecej4 — Tue, 28 Feb 2017 15:15:45 GMT

The source code of Quadpack is in Fortran. In principle, you can build a DLL from that and call the routines from C and Fortran. On top of that, using well-known procedures, you could in principle use the DLL from C#. I don't use C# much, so I cannot comment on the basis of personal experience.

See also the IMSL C# library, http://docs.roguewave.com/imsl/net/6.5.2/manual/docs/api/html/Example/Math/QuadratureEx4.html, and the similar NAG C# numerical library.

ok thank you,

Gianluca_G_1 — Tue, 28 Feb 2017 16:40:31 GMT

ok thank you,

but is it your intention to integrate these procedures in MKL in the future?

At the moment, we don't want to use other lib than MKL.

Gianluca

Quote:Gianluca G. wrote:but

mecej4 — Wed, 01 Mar 2017 00:24:00 GMT

Gianluca G. wrote:
but is it your intention to integrate these procedures in MKL in the future?

Note: I do not represent Intel; I am a forum user just as you are.

Guinluca, currently we don't

Gennady_F_Intel — Wed, 01 Mar 2017 02:00:11 GMT

Guinluca, currently we don't have such plans. at least at the nearest (next ) version of MKl 2018.

Dear mecej4,

Gianluca_G_1 — Wed, 01 Mar 2017 07:52:09 GMT

Dear mecej4,

I want to say thank you for every helpfull suggestions you've given us.

is it possible to know who you are? we can stay in touch with you?

Best Regards

Gianluca

I forgot to mention another

mecej4 — Wed, 01 Mar 2017 08:13:59 GMT

I forgot to mention another library/framework that you may wish to consider: ALGLIB, at www.alglib.net/integration.

You are welcome to bring your numerical methods questions to this forum. Even when a particular topic is not covered in MKL, it is relevant to consider how to link external software with MKL. Both IMSL and NAG do this concerning their libraries.

btw, Alglib reuses internally

Gennady_F_Intel — Wed, 01 Mar 2017 11:18:45 GMT

btw, Alglib reuses internally MKL