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| First use of ALGLIB http://forum.alglib.net/viewtopic.php?f=2&t=43 |
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| Author: | rubenvb [ Tue Jul 27, 2010 12:14 pm ] |
| Post subject: | First use of ALGLIB |
Hi, I have just now switched to ALGLIB from GSL for my special math function needs. Why? Your ellipticintegralk == Wolfram's EllipticK >> GSL's gsl_sf_ellint_Kcomp GSL cannot handle a negative argument (it takes the sqrt of what yours and Wolfram's take, which is a bad design decision IMHO). One thing though: I'm using mingw-w64 (64-bit gcc on windows) and had to remove all #include <stdafx.h> These shouldn't even be there IMHO, and are bad cross-platformability. There's no hurt in removing them I believe, except making the code more standard. I only needed 9 files from ALGLIB, and only 4 source files had that include. ALGLIB works great though! |
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| Author: | rubenvb [ Wed Jul 28, 2010 9:24 am ] |
| Post subject: | Re: First use of ALGLIB |
Rewind that last sentence of my first post... The ALGLIB (c++) function ellipticintegralk does not work properly: Wolfram Alpha EllipticK(-96)=0.3737 ALGLIB ellipticintegralk(-96.)=-1.5E15 What is wrong and how can it be fixed? Thanks! |
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| Author: | Sergey.Bochkanov [ Wed Jul 28, 2010 8:18 pm ] |
| Post subject: | Re: First use of ALGLIB |
Regarding integral. ALGLIB uses high-quality implementation of elliptic integrals from Cephes, but this implementation is restricted to m's within [0,1]. There is remark about it in the subroutine comments, although it may be not clear enough. However, you can use reduction formula from Abramowitz and Stegun (17.4.15, 17.4.17) to reduce m to [0,1]. About stdafx.h - it is required by MSVC, without it compilation will require additional tuning of compiler parameters. There is an empty file in the /src directory which can be used. So I think that this is not very serious problem. |
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