I’m using the function gauss() from QuadGK in order to calculate a non-adaptive quadrature and am irritated about the appearance of NaN beyond a certain N. Specifically, gauss(1093,38.68598671891722,150000.0) returns an array that is partly populated with NaN, whereas gauss(1092,38.68598671891722,15…

[image] trg818: I’m using the function gauss() from QuadGK in order to calculate a non-adaptive quadrature and am irritated about the appearance of NaN beyond a certain N . The bug is fixed in the latest version (2.4.2) of QuadGK: julia> all.(isfinite, gauss(1093,38.68598671891722,150000.0))…

Can you use FastGaussQuadrature.jl?

Is using BigFloats an option? gauss(BigFloat, 1093, 38.68598671891722, 150000.0)

Thanks for pointing me to this extra option. Yes, I tried it with N=1500 and it did work, although the use of BigFloats seems to make the calculation noticeably slower.

Yes and no, I guess. Yes, because it seems that the NaNs don’t show up. However, when applying the nodes and weights from it (generated with gausschebyshev, because my interval is finite) to my main calculation, where the integration appears, with changing bounds, in a time-stepping loop, the calcul…

[image] trg818: Specifically, gauss(1093,38.68598671891722,150000.0) returns an array that is partly populated with NaN , This is a bug; it looks like an underflow problem in my Newton iteration. I’ll push a fix shortly.

NaN returned by gauss()

Specific Domains Numerics

Topic		Replies	Views
QuadGK returns NaNs Numerics question , quadgk , integral	4	401	October 24, 2023
Handling an overflow example in QuadGK Numerics integral	5	503	July 16, 2023
LAPACK error from quadgk integration Numerics question	5	560	December 29, 2020
Unexpected behavior of QuadGK with extended precision floats Numerics integral , type-piracy	4	604	December 7, 2021
Integrand produced a NaN. Domain error using QuadGK General Usage quadgk , integral	3	1726	April 30, 2021

NaN returned by gauss()

Related topics