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 Post subject: autogk Precision selection
PostPosted: Wed Jul 20, 2022 11:33 pm 
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Joined: Wed Jul 20, 2022 11:27 pm
Posts: 4
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:
Image
Accuracy played no role (it was just time consuming)

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

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!


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 Post subject: Re: autogk Precision selection
PostPosted: Thu Jul 21, 2022 7:35 pm 
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Joined: Wed Jul 20, 2022 11:27 pm
Posts: 4
Any hint on the routines which are responsible for error handling would be helpfull. I'm lost through the files and not that experienced :)


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 Post subject: Re: autogk Precision selection
PostPosted: Fri Jul 22, 2022 9:25 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 880
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.


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 Post subject: Re: autogk Precision selection
PostPosted: Fri Jul 22, 2022 9:27 am 
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Joined: Wed Jul 20, 2022 11:27 pm
Posts: 4
Sergey.Bochkanov wrote:
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 :)


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