[Numpy-discussion] quadrature.py vs Multipack
peter.chang at nottingham.ac.uk
peter.chang at nottingham.ac.uk
Thu Mar 23 09:37:07 CST 2000
On Wed, 22 Mar 2000, Jean-Bernard Addor wrote:
> Hey Numpy people!
>
> I have to integrate functions like:
>
> Int_0^1 (t*(t-1))**-(H/2) dt
This is a beta function with arguments (1-H/2,1-H/2) and is related to
gamma functions.
B(x,y) = Gamma(x)Gamma(y)/Gamma(x+y)
> or
>
> Int_-1^1 1/abs(t)**(1-H) dt, with H around .3
This can be can done analytically
= 2 Int_0^1 t**(H-1) dt
= 2 [ t**(H)/H ]_0^1
= 2/H
> I just tried quadrature on the 1st one: it needs very order of quadrature
> to be precise and is in that case slow.
HTH
Peter
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