integration and differentiation 1

[scv17gg]

Hi,

I'm new to this forums and also a non-expert in c++. Currently I'm working in a simulation model and I need to use continuous distributions and learning curve. Can someone provides some input about programming integral equations and differentiation?

Thank you so very much

scv

 

[KeavDog]

You may want to look at:
QUADPACK --- subroutine package for the numerical computation of definite one-dimensional integrals.

http://www.netlib.org/quadpack/

Differential and integral equations (I)
ODEPACK --- a systemztized collection of ODE solvers

http://www.netlib.org/odepack/

 

[jtm111]

A classic text on numeric programming is "Numerical Recipes in C, second Edition" by Press, Teukolsky, Vetterling, and Flannery.

This book shows you all the major approaches to computing derivatives and integrals (plus more), and shows you the costs and benefits of each approach. If you want, you can use their code as a starting point for your own numerical library.

Simulation programming is serious business, so you should at least understand the numerical algorithms you are using, even if you are not writing them yourself.