[SciPy-user] Integration with precalculated values

Mico Filós elmico.filos@gmail....
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 :)


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