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[Octave-bug-tracker] [bug #46349] dblquad/triplequad - periodic function


From: Rik
Subject: [Octave-bug-tracker] [bug #46349] dblquad/triplequad - periodic functions over the whole period
Date: Mon, 09 Nov 2015 16:39:16 +0000
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:42.0) Gecko/20100101 Firefox/42.0

Follow-up Comment #7, bug #46349 (project octave):

There were a number of issues with the quadl function.  The biggest was that
it was using a relative tolerance, when it is clear from the Matlab
documentation that an absolute tolerance should be used.  I overhauled the
function here (http://hg.savannah.gnu.org/hgweb/octave/rev/655816377845) and
now it completes for the single and double integration examples in this bug
report.

The only remaining integrator which fails is quadcc, which, unfortunately, is
the default and will be encountered frequently.  Like quadl, it uses a
relative tolerance.  It may be that this needs to be augmented like quadgk
which uses a combination of relative and absolute tolerances to determine
convergence.  Or maybe the inner integrator can be quadcc, but the outer needs
to to be something else like quadgk.

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