Re: integrating exp(-x_1*x_2*...*x_s)

In article <paul-023306.14044915062005@xxxxxxxxxxxxxxx>, Paul Abbott wrote:
>
> Why do you want to write a fortran routine to do this? Wouldn't just
> tabulating the values in a computer algebra system be sufficient?

No, I would like to have a routine that returns the exact value of this
integral for a certain hyperrectangle. Something like

gimme_exact_value(a, b)

where a is an s-dimensional vector containing the lower bounds, and b is an
s-dimensional vector containing the upper bounds.

To be short: this routine will be used in calculating absolute errors of
integration processes (i want to compare different integration methods). So
for a given s, a and b the integral is approximated with a certain method and
then i look at what the absolute error is. Of course, to calculate the
absolute error i also need the exact value of the integral... so that's the
reason.

It's already nice to have a unit-hypercube version because most
integrals are over the unit-hypercube, but having a routine for general
hyperrectangle bounds would even be nicer...

> <snipping your method to obtain the integral for general hyperrectangles>

Thanks. Now all i have to figure out how to implement this in Fortran
95 :-)

Regards,
Bart

--
"Share what you know. Learn what you don't."
.

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