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program which solves integral equations (both Volterra and Fredholm)
bcfriesen/gsl_integral_solver
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/-------------\ | DESCRIPTION | \-------------/ This routine solves integral equations (both Fredholm and Volterra, and of both the 1st and 2nd kind) using the GNU Scientific Library (GSL). /--------------\ | DEPENDENCIES | \--------------/ - C compiler - CMake: http://cmake.org/ - GNU Scientific Library (GSL): http://www.gnu.org/s/gsl/ /--------------------\ | BUILD INSTRUCTIONS | \--------------------/ 1.) First, set the environment variable GSL_DIR to point to the root directory of your GSL installation, e.g., /usr/local or $HOME/gsl: export GSL_DIR=/path/to/gsl 2.) Then create a new directory in which to build the source: cd /path/to/gsl_integral/solver mkdir build cd build 3.) Then run CMake: cmake .. The resulting binary should be in /path/to/gsl_integral_solver/build/src/gsl_integral_solver /-------------\ | OTHER NOTES | \-------------/ To test the solver, I choose ab initio the kernel K(x,x'), the "unknown function" f(x), and the integration limits (a,b). I use these to solve for the auxiliary function g(x). Then I go back and pretend I don't know f(x), but I DO know g(x). Then I know what answer the solver should produce for f(x) and can compare. The first case (hard-coded into this version) has the following conditions: K(x,x') = K(x) = 3x g(x) = -34x - 1 (a,b) = (0,4) The answer (you can check this by hand) is f(x) = 2x - 1. /------------\ | REFERENCES | \------------/ http://www.gnu.org/s/gsl/ http://en.wikipedia.org/wiki/Fredholm_integral_equation
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program which solves integral equations (both Volterra and Fredholm)
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