Hello,

I am new to this forum but have reached out to a few members of the Eigen community in the past who have supported our creation of a QUADPACK style Numerical Integration module for Eigen. Our code is to a point that is very functional and performing well, but we would like any feedback or help you might have to offer on the work to make it better.

You can find the Numerical Integration module in a branch appropriately named here: https://bitbucket.org/tbs1980/eigen-numerical-integration-module.

From the Numerical_Integration branch in our repo, you can do the following to build just the Numerical integration module:

Code: Select all

mkdir build
cd build
cmake ../
make NumericalIntegration

Thanks to the many of you who have contributed to get the code this far.

Best Regards,
Mark

Hello,

A pull request for the Numerical Integration Module has been up for a short while now, https://bitbucket.org/eigen/eigen/pull-request/109/numerical-integration-module-for-eigen, and it would be fun to hear if there is any additional interest in the inclusion/acceptance of this as an unsupported module for Eigen. A few data comparisons are now available in the comments as reference. If you have current use for the module and/or would like to see it included or not, please share your thoughts! Thanks!

-Mark