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lintegrate: A C/Python numerical integration library for working in log-space

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lintegrate: A C/Python numerical integration library for working in log-space. / Pitkin, Matthew.
In: Journal of Open Source Software, Vol. 7, No. 73, 4231, 25.05.2022.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Pitkin, M 2022, 'lintegrate: A C/Python numerical integration library for working in log-space', Journal of Open Source Software, vol. 7, no. 73, 4231. https://doi.org/10.21105/joss.04231

APA

Pitkin, M. (2022). lintegrate: A C/Python numerical integration library for working in log-space. Journal of Open Source Software, 7(73), Article 4231. https://doi.org/10.21105/joss.04231

Vancouver

Pitkin M. lintegrate: A C/Python numerical integration library for working in log-space. Journal of Open Source Software. 2022 May 25;7(73):4231. doi: 10.21105/joss.04231

Author

Pitkin, Matthew. / lintegrate: A C/Python numerical integration library for working in log-space. In: Journal of Open Source Software. 2022 ; Vol. 7, No. 73.

Bibtex

@article{96803a3707e9471d8e4786c5cb2aea48,
title = "lintegrate: A C/Python numerical integration library for working in log-space",
abstract = "There are many situations in which the integral of a function must be evaluated numerically between given limits. For C codes, there is a range of numerical integration (sometimes called numerical quadrature) functions provided within the GNU Scientific Library (GSL) (Galassi et al., 2009). However, in situations where the integrand has an extremely large dynamic range these GSL functions can fail due to numerical instability. One way to get around numerical instability issues is to work with the natural logarithm of the function. The logarithm of the function cannot simply be integrated as this will not produce the logarithm of the integralof the original function. lintegrate provides a range of C integration functions, equivalent to functions in GSL, that allow the integration of a function when only working with the natural logarithm of the function is computationally practical. The result that is returned is the natural logarithm of the integral of the underlying function. lintegrate also provides a Python (vanRossum, 1995) module for accessing some of these functions in Python.",
author = "Matthew Pitkin",
year = "2022",
month = may,
day = "25",
doi = "10.21105/joss.04231",
language = "English",
volume = "7",
journal = "Journal of Open Source Software",
issn = "2475-9066",
publisher = "The Open Journal",
number = "73",

}

RIS

TY - JOUR

T1 - lintegrate: A C/Python numerical integration library for working in log-space

AU - Pitkin, Matthew

PY - 2022/5/25

Y1 - 2022/5/25

N2 - There are many situations in which the integral of a function must be evaluated numerically between given limits. For C codes, there is a range of numerical integration (sometimes called numerical quadrature) functions provided within the GNU Scientific Library (GSL) (Galassi et al., 2009). However, in situations where the integrand has an extremely large dynamic range these GSL functions can fail due to numerical instability. One way to get around numerical instability issues is to work with the natural logarithm of the function. The logarithm of the function cannot simply be integrated as this will not produce the logarithm of the integralof the original function. lintegrate provides a range of C integration functions, equivalent to functions in GSL, that allow the integration of a function when only working with the natural logarithm of the function is computationally practical. The result that is returned is the natural logarithm of the integral of the underlying function. lintegrate also provides a Python (vanRossum, 1995) module for accessing some of these functions in Python.

AB - There are many situations in which the integral of a function must be evaluated numerically between given limits. For C codes, there is a range of numerical integration (sometimes called numerical quadrature) functions provided within the GNU Scientific Library (GSL) (Galassi et al., 2009). However, in situations where the integrand has an extremely large dynamic range these GSL functions can fail due to numerical instability. One way to get around numerical instability issues is to work with the natural logarithm of the function. The logarithm of the function cannot simply be integrated as this will not produce the logarithm of the integralof the original function. lintegrate provides a range of C integration functions, equivalent to functions in GSL, that allow the integration of a function when only working with the natural logarithm of the function is computationally practical. The result that is returned is the natural logarithm of the integral of the underlying function. lintegrate also provides a Python (vanRossum, 1995) module for accessing some of these functions in Python.

U2 - 10.21105/joss.04231

DO - 10.21105/joss.04231

M3 - Journal article

VL - 7

JO - Journal of Open Source Software

JF - Journal of Open Source Software

SN - 2475-9066

IS - 73

M1 - 4231

ER -