[SciPy-user] Integration with precalculated values
Mon Jun 16 18:10:28 CDT 2008
I need to evaluate this function for an array of ys
f(y) = integral( exp(x*x) * psi(x), A -y, B -y) # 2nd and 3rd
arguments: lower and upper limits
psi(x) = integral( exp(t*t) * ( 1 + erf(t) )**2 , -Inf, x)
Apart from the fact that the integrand blows up easily, I would gain
some speed by
precalculating psi for the ranges I need for the computation of f(y).
Is there any proper way to do that?
I would really appreciate any hint or suggestion on how to evaluate
the integral :)
More information about the SciPy-user