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Re: multivariate quadrature
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Przemyslaw dot Sliwa at ecb dot int
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Tue, 8 Jul 2003 18:25:42 +0100
- Subject: Re: multivariate quadrature
- References: <A75B2A4B8715D611890B0020482D03D6074BA1FD@cimexc01.ecb.de>
Przemyslaw.Sliwa@ecb.int writes:
> Is it possible to compute a multidimensional integral over a range
> of integration??? I saw only on-dimensional integration in the
> GSL.
>
The monte carlo integration routines are multidimensional.
--
Brian