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autogk Precision selection
http://forum.alglib.net/viewtopic.php?f=2&t=4472		 Page 1 of 1
Author:  bisk [ Wed Jul 20, 2022 11:33 pm ]
Post subject:  autogk Precision selection
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!
Author:  bisk [ Thu Jul 21, 2022 7:35 pm ]
Post subject:  Re: autogk Precision selection
Any hint on the routines which are responsible for error handling would be helpfull. I'm lost through the files and not that experienced :)
Author:  Sergey.Bochkanov [ Fri Jul 22, 2022 9:25 am ]
Post subject:  Re: autogk Precision selection
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.
Author:  bisk [ Fri Jul 22, 2022 9:27 am ]
Post subject:  Re: autogk Precision selection
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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