I have developed several packages that use NIntegrate on relatively complicated integrands. The integrands contain confluent hypergeometric functions, incomplete gamma functions and the like. I load the packages into a notebook, and then set up a do loop to evaluate the integrals several times ( on the order of 200 ).
I have a P5 133MHz machine running Windows 95 and Mathematica v2.2. I quit all other applications and execute a evaluate entire notebook. My problem: it is taking 12 hours for some of these integrals to evaluate.
I have read about the Compile function. I tried using that, and there was no increase in speed. I am a student, and therefore the support I get from Wolfram is limited. What can you expect when you pay less than full price....
Are there any suggestions for speeding these integrals? One more note, I am setting MinRecursion->3, MaxRecursion->11 in the options to NIntegrate. Thanks for any help.