Integration

Paul Rubin phr-n2002b at NOSPAMnightsong.com
Tue Oct 8 23:13:59 CEST 2002


Carolyn <dguo at ux1.cso.uiuc.edu> writes:
> Now we are working on programming on integration. Can you suggest some
> reference on that and random number generator??

Umm, the Numerical Recipes books by Teukolsky et al treat those
subjects pretty well.

Can you say more about the situation?  Are you taking a numerical
methods class with integration exercises?  What algorithms are you
supposed to use?  Are you trying to use random numbers as part of your
integration algorithm?  Random numbers are used in some integration
methods ("monte carlo methods"), usually for multi-dimensional
problems.  But normally in an intro numerical analysis class you won't
do it that way.



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