[mg6895] NIntegrate

[sean...@worldnet.att.net]

KO...@joyl.joensuu.fi wrote:
>
> Hi!
>
> Im am doing very much numerical integration and want to know what the various Methods of NIntegrate actually do in order to find the best
method for each probl
>
> Thanks
> Osmo Kolehmainen
> Dept. of statistics
> Univ. of Joensuu
> Finland

Toward the end of the Mathematica book, in appendix A.9, is a list of
the various methods. If you are already familiar with numerical
integration methods in general, then the brief descriptions should be
helpful. Personally, though, I rarely use NIntegrate for serious work.
It is far too slow because it is such a general routine. When I am
really concerned about the speed or convergence of an integration
routine, I program my own and use NIntegrate to check my work.