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Integration Problems Module

Provides 23 functions for multidimensional integration.
(1143 downloads for this version - 11515 downloads for all versions)
Details
Version
0.1
A more recent valid version with binaries for Scilab 5.2 exists: 0.2
Authors
Michael Baudin - Digiteo
John Burkardt
Alan Genz
Owner Organization
Digiteo
Maintainers
Michael BAUDIN
Allan CORNET
License
Creation Date
July 9, 2010
Source created on
Scilab 5.2.x
Binaries available on
Scilab 5.2.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit macOS
Install command
--> atomsInstall("intprbs")
Description
            Purpose

The goal of this toolbox is to provide integration test problems
in order to test integration algorithms.
This allows to test integration algorithms on a larger base of 
functions.
Developping these functions is error-prone, so that using this 
module allows to save much time.
Moreover, testing an algorithm leads to the difficulty 
of chosing a set of test functions.
But all functions are not equally difficult to integrate; 
while some are simple, other might be particularily difficult,
leading to poor results. 
Comparing two algorithms, each on a different set of functions 
will not lead to an accurate view of the algorithm.
This module allows to compare the algorithms more precisely.

In spirit, this module has the same motivations as the Unconstrained 
Optimization Scilab toolbox based on the More, Garbow and Hillstrom 
collection of functions.

Overview

The module currently provides 23 functions.

No.    file            n    Name
---    ----            -    ----
#  1.  SUM             (10) Sum of X  
#  2.  SQSUM           (10) Sum of Squares
#  3.  SUMSQROOT       (10) Sum of Square Roots
#  4.  PRODONES        (10) Product of Signed Ones
#  5.  PRODEXP         (10) Product of Exponentials
#  6.  PRODCUB         (10) Product of Cubes
#  7.  PRODX           (10) Product of X
#  8.  SUMFIFJ         (10) Sum of fi fj
#  9.  SUMF1FJ         (10) Sum of f1 fj
# 10.  HELLEKALEK      (10) Hellekalek
# 11.  ROOSARNOLD1     (10) Roos and Arnold 1
# 12.  ROOSARNOLD2     (10) Roos and Arnold 2
# 13.  ROOSARNOLD3     (10) Roos and Arnold 3
# 14.  RST1            (10) Radovic, Sobol, Tichy (aj=1)
# 15.  RST2            (10) Radovic, Sobol, Tichy (aj=j)
# 16.  RST3            (10) Radovic, Sobol, Tichy (aj=j^2)
# 17.  SOBOLPROD       (10) Sobol Product
# 18.  OSCILL          (6)  Genz - Oscillatory
# 19.  PRPEAK          (6)  Genz - Product Peak
# 20.  CORPEAK         (6)  Genz - Corner Peak
# 21.  GAUSSIAN        (6)  Genz - Gaussian
# 22.  C0              (6)  Genz - C0 
# 23.  DISCONT         (6)  Genz - Discontinuous


The following is a list of functions of the module.

intprb_getexpect — Returns the expectation of the problem.
intprb_getfcn — Returns the function value.
intprb_getname — Returns the name.
intprb_getproblems — Lists the problems.
intprb_getsetup — Returns the parameters of the problem.
intprb_getvariance — Compute the variance.
intprb_getvarprbs — Returns the array of problems with variable n.

A manual, available in pdf, is provided in the doc directory
of this module.
It provides a detailed analysis of each function and references
where each function is used or analysed.

Authors

2010, Michael Baudin
2007, John Burkardt
1987, Alan Genz

Licence

This toolbox is released under the GNU LGPL license.
            
Files (2)
[1.69 MB]
Source code archive

[1.90 MB]
OS-independent binary for Scilab 5.2.x
Binary version
Automatically generated by the ATOMS compilation chain

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