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| Number of intervals and function evaluations: Gauss-Kronrod http://forum.alglib.net/viewtopic.php?f=2&t=2042 |
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| Author: | jeffj [ Tue May 27, 2014 7:06 pm ] |
| Post subject: | Number of intervals and function evaluations: Gauss-Kronrod |
I'm under the impression that autogkintegrate with autogksmooth uses Gauss-Kronrod quadrature. The purpose of Kronrod rules is to reduce the number of function evaluations. Why does autogkreport.nintervals = 74 while autogkreport.nfev = 2205? Shouldn't there be fewer function evaluations? |
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| Author: | jeffj [ Tue May 27, 2014 8:24 pm ] |
| Post subject: | Re: Number of intervals and function evaluations: Gauss-Kron |
I'll add that I discovered this because I noticed that it took autogkintegrate more than an order of magnitude longer to perform integration than the GNU GSL procedure gsl_integration_qag, and I was looking for the cause. I think the high number of evaluations is the culprit. |
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