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.
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.
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.
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.
