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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
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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.
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Is it possible to integrate this library in C# ?
Are there dlls?
is there better commercial solutions, for this purpose?
BR
Gianluca
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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.
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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.
BR
Gianluca
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Gianluca G. wrote:Note: I do not represent Intel; I am a forum user just as you are.
but is it your intention to integrate these procedures in MKL in the future?
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Guinluca, currently we don't have such plans. at least at the nearest (next ) version of MKl 2018.
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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
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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.
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btw, Alglib reuses internally MKL

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