CHA: Matlab programs for computing a challenging integral

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By Walter Gautschi

Purdue University

Matlab and FORTRAN codes to evaluate a densely and wildly oscillatory integral that had been proposed as a computational problem in the SIAM 100-Digit Challenge.

Version 1.0 - published on 23 Apr 2014 doi:10.4231/R7QJ7F7V - cite this Archived on 25 Oct 2016

Licensed under CC0 1.0 Universal

Description

Standard numerical analysis tools, combined with elementary calculus, are deployed to evaluate a densely and wildly oscillatory integral that had been proposed as a computational problem in the''SIAM 100-Digit Challenge''. Numerical results are presented to accuracies up to 64 decimal digits.

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Notes

This dataset contains Matlab and FORTRAN codes and files:
Matlab:

  • challeps.m
  • uofx.m
  • epsalg.m
  • schalleps.m
  • sr_jacobi01.m
  • sr_jacobi.m
  • sgauss.m
  • suofx.m
  • sepsalg.m

FORTRAN:

  • qchalleps.f
  • quofx.f
  • qepsalg.f

See W. Gautchi, "The numerical evaluation of a challenging integral", Numerical Algorithms 49 (2008), 187-194.

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