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From Ajo Fod <ajo....@gmail.com>
Subject [math] On MATH-995: Problems with LegendreGaussQuadrature class.
Date Thu, 27 Jun 2013 15:29:27 GMT
The existing LegendreGaussQuadrature class incorrectly assumes that it has
converged for functions where the polynomial approximation fails in a small
corner of the integral space.

This situation is handled much better with the AdaptiveQuadrature class in
the path for MATH-995. This problem should be observable with any integral,
but I observed it with an improper integral. The patch in MATH-995
transforms the improper integral to a proper one before applying the
LegendreGaussQuadrature class (to show how it fails). It also computes the
same proper integral with the Adaptive method to show the proper behavior.

Cheers,
Ajo.

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