Numerical computation in Java
<p>Ok so I'm trying to use Apache Commons Math library to compute a double integral, but they are both from negative infinity (to around 1) and it's taking ages to compute. Are there any other ways of doing such operations in java? Or should it run "faster" (I mean I could actually see the result some day before I die) and I'm doing something wrong?</p>

<p>EDIT: Ok, thanks for the answers. As for what I've been trying to compute it's the Gaussian Copula:
<img src="http://upload.wikimedia.org/math/a/c/8/ac8e3a7b79c030c2bf8ff053b80823c3.png" alt="alt text"></p>

<p>So we have a standard bivariate normal cumulative distribution function which takes as arguments two inverse standard normal cumulative distribution functions and I need integers to compute that (I know there's a Apache Commons Math function for standard normal cumulative distribution but I failed to find the inverse and bivariate versions).</p>

<p>EDIT2: as my friend once said "ahhh yes the beauty of Java, no matter what you want to do, someone has already done it" I found everything I needed here <a href="http://www.iro.umontreal.ca/~simardr/ssj/" rel="nofollow">http://www.iro.umontreal.ca/~simardr/ssj/</a> very nice library for probability etc.</p>
