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pkalozoum

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07-16-2011
07:43 AM

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numerical integration

I would like to know how can I perform a numerical integration (definite integral) with MKL?

Thank you in advance

Panayotis

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mecej4

Black Belt

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07-16-2011
01:46 PM

118 Views

With Fortran, not with MKL: Quadpack .

pkalozoum

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07-16-2011
05:16 PM

118 Views

If I need to link it, can you tell me how to do it?

Panayotis

mecej4

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07-16-2011
06:05 PM

118 Views

Read the included documentation and decide what type of integration is needed. Is the integrand singular at the limits of integration or within the interval? Do you wish to use an adaptive algorithm or a simple one? What precision do you require?

Software from Netlib has a more or less standard structure.

1. There will always be a set of subroutines/functions. Often, the documentation is included in the form of comments in the source code.

2. In earlier software, it was common to include the code for the driver (see 3. below) with 'C' at the beginning of such lines. You copy those lines, remove the 'C's at the beginning of each line and save as a Fortran file.

3. Sometimes, there is a short "driver", i.e., an example main program that illustrates calling the subroutine.

4. Some packages contain double-precision and single-precision versions concatenated together into one long file. You will have to split the parts apart before using.

5. Sometimes, there is a README file.

yuriisig

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07-16-2011
09:45 PM

118 Views

Quoting pkalozoum

I would like to know how can I perform a numerical integration (definite integral) with MKL?

Thank you in advance

Panayotis

All depends on type of integrals. I, for example, successfully applied the singular analysis from MKL (my implementation). The scoring received the enormous.

pkalozoum

Beginner

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07-17-2011
04:03 AM

118 Views

Thanks again

Panayotis

mecej4

Black Belt

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07-17-2011
05:50 AM

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If you still don't know what to do, you really must read Fortran books or a user guide to learn how to compile, link, run and debug Fortran programs.

For more complete information about compiler optimizations, see our Optimization Notice.