PathFinder is a Matlab/Octave toolbox for the numerical evaluation of highly oscillatory integrals. Specifically, PathFinder can efficiently evaluate integrals of the form
where
PathFinder is based on steepest descent contour deformation, but it can be easily used without a deep understanding of the underlying mathematics; it is sufficient to understand the conditions in the previous paragraph.
For information about installation, syntax and how to contribute, please refer to the full documentation.
I am very grateful for the guidance and advice of Daan Huybrechs and David Hewett throughout the development of this software. I am also grateful for financial support from KU Leuven project C14/15/05 and EPSRC projects EP/S01375X/1, EP/V053868/.
Some of the code in PathFinder relies on other projects. I am grateful to Dimas Aryo, whose code [3] is used for the Dijkstra shortest path algorithm. Copyright information for this code can be found in: src/shortest_path/dijkstra/license.txt
. I am also grateful to Dirk Laurie and Walter Gautschi for writing the Golub-Welsch algorithm used to generate Gaussian quadrature rules.