Re: [math] Calculating bivariate integral

2014-07-31 Thread Ted Dunning
Have you tried nesting univariate integrators? That is the function passed to the first integrator would be something that calls the second integrator? This strategy is disastrous for high dimensionality, but should be adequate with two variable. On Tue, Jul 29, 2014 at 9:11 PM, Marcelo Alves

Re: [math] Calculating bivariate integral

2014-07-31 Thread Alexander Nozik
Hello, the problem is the number of function calls which is tremendously high for any non-univariate integral. Event if you have bivariate function with say 300 nodes for each dimension, the total number of calls is 9. There is rather limited number of cases when you can sacrifice

[math] Calculating bivariate integral

2014-07-30 Thread Marcelo Alves
Hi, The apache math library for java supports only univariates integrators. Is there a way to use these integrators to calculate bivariate integral? Thanks