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Gianluca_G_1
Beginner
356 Views

Numerical Integration Routines

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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9 Replies
mecej4
Black Belt
356 Views

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.

Gianluca_G_1
Beginner
356 Views

Is it possible to integrate this library in C# ?

Are there dlls? 

is there better commercial solutions, for this purpose?

 

BR

Gianluca

 

mecej4
Black Belt
356 Views

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.

Gianluca_G_1
Beginner
356 Views

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

 

mecej4
Black Belt
356 Views

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.

Gennady_F_Intel
Moderator
356 Views

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

Gianluca_G_1
Beginner
356 Views

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

 

 

mecej4
Black Belt
356 Views

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.

Gennady_F_Intel
Moderator
356 Views

btw, Alglib reuses internally MKL

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