[SciPy-Dev] Need some help to wrap the cubature package in scipy/integrate

[Nathan Woods]

We just had a multidimensional integrator (nquad) wrapped into the latest
beta version of scipy. How does cubature compare? I've been kicking around
the idea of improving the speed of nquad by moving more of the code to a
compiled language. How would that compare?

Nate


On Aug 23, 2013, at 5:35 AM, Saullo Castro <saullogiovani at gmail.com> wrote:

I am wrapping the Cubature package for multi-dimensional integration that
supports vector-valued functions and offers both fixed and adaptive
integration schemes.

Please, see more details here:
http://ab-initio.mit.edu/wiki/index.php/Cubature

I've forked the scipy repository and my current attempt can be directly
accessed here:

https://github.com/saullocastro/scipy/blob/master/scipy/integrate/_cubature.pyx

When compiling the cython code I am getting the error:

_cubature.obj : error LNK2019: unresolved external symbol hcubature
referenced in function __pyx_pf_9_cubature_fhcubature
C:\usr\scipy\scipy\integrate\_cubature.pyd : fatal error LNK1120: 1
unresolved externals
error: command 'link.exe' failed with exit status 1120

Could you please have a look?

Thank you very much!
Saullo

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