Math.H Integral – C Math Library With Integration

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Is there a science/math related C/C++ programming library that includes functions for mathematical integration? This might be useful for finding values for a cumulative distribution function, etc. Symbolic manipulation ideal but not required.Thanks!

P.S. I”ve looked at GSL but it does not contain functions specific for integration.

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As suggested by John, if you want the Cumulative Distribution Function of a standard function, using a specific solution would be a better approach. He pointed out DCDFLIB. GSL has a very large number of specific CDFs, hidden in Chapter 19, “Random Number Distributions”.

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To do numerically evaluate the CDF of a unusual function, there are several choices in GSL, e.g., gsl_integration_qag for an integral from a to b, or gsl_integration_qagiu, which does semi-infinite integrals from a to +infinity.

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But GSL does have numerical integration capabilities …is there some other reason this library doesn”t meet your needs?

For symbolic math, Mathematica is a popular choice. They support a C API .

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ROOT. This is a free open source software package for physicists, it inludes integration techniques of course,Math_GSLIntegrator.html”>http://root.cern.ch/root/html/ROOT_Math_GSLIntegrator.html

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Wikipedia has lists and comparisons of numerical analysis software (many of which will do numerical integration, and some of which are C/C++ libraries or have an appropriate API), and comparisons of computer algebra software.

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You can find cumulative distribution functions using integration, but there are direct methods that far more efficient and more accurate. For example, there is a library, DCDFLIB, for computing CDFs. It”s available in C and Fortran here and in managed C++ here.

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