forum.alglib.net

Hi there!

I'm a studen and lately I have been trying to use the ALGLIB in C++ for integration. The issue I had was that using GSL I would get:

Accuracy played no role (it was just time consuming)

Switching to the free version of ALGLIB, I got some wanted results:


With some tuning it's exactly what I expected to see :) :)

But it takes ~100-1000x time more. And I thought maybe I would try to have a lower precision (relative, since i dont really care)

But I tried 2 days, in the trial version, and didn't find any hint.

Is there a way to lower the precision of the autogk integration?

Thanks!

Any hint on the routines which are responsible for error handling would be helpfull. I'm lost through the files and not that experienced :)

Hi!

Present version of ALGLIB automatically selects precision to guarantee best results. If you want, you may tweak this part of the code yourself - it is in autogkinternaliteration() function, code that works with state->eps field.

Thanks for the reply!
I thought it chooses machine percision or close to that, accuracy!

WIll check it :)