Need help with numerical integration

[Rositta]

Would anyone please suggest the best numerical method for integrating complicated integrands and singular functions? I find that Gauss quadratures are suggested by many references but I can't find a method to obtain the abscissas and weights for a general function.

 

[I like Serena]

Would anyone please suggest the best numerical method for integrating complicated integrands and singular functions? I find that Gauss quadratures are suggested by many references but I can't find a method to obtain the abscissas and weights for a general function.

Welcome to PF, Rositta!

My book "Numerical Recipes for C" has a chapter on integration and in particular a paragraph on the integration of improper integrals.

As I understand it, you need to find out where the singularities are, so you can calculate open-ended integrations of the sections between the singularities.

 

[Saladsamurai]

Welcome to PF, Rositta!

My book "Numerical Recipes for C" has a chapter on integration and in particular a paragraph on the integration of improper integrals.

As I understand it, you need to find out where the singularities are, so you can calculate open-ended integrations of the sections between the singularities.

Hi I like Serena Do you have a link to this? I am having no problem finding "Numerical Recipes in C" but not so much "for C" or is that what you meant?

 

[I like Serena]

Hi I like Serena. Do you have a link to this? I am having no problem finding "Numerical Recipes in C" but not so much "for C" or is that what you meant?

Yep. That's what I meant.
Their website is here:
http://www.nr.com/

 

[Rositta]

Thaks all