Integration

Fernando Pérez fperez528 at yahoo.com
Tue Oct 8 08:51:39 EDT 2002


Carolyn wrote:

> Now we are working on programming on integration. Can you suggest some
> reference on that and random number generator??

Sounds like you want to do Monte Carlo stuff. Numeric comes with a module for 
random number generation, I haven't used it myself so I'm not sure about its 
quality (period, correlation properties, etc). But Numeric is in general very 
good, so it's probably a safe start (unless you need obnoxiously long periods 
or are ultra-sensitive to subtle correlation properties).

Cheers,

f.



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