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This package provides support for one-dimensional numerical integration in Julia using adaptive Gauss-Kronrod quadrature. The code was originally part of Base Julia. It supports the integration of arbitrary numeric types, including arbitrary-precision (BigFloat), and even the integration of arbitrary normed vector spaces. The package provides three basic functions: quadgk, gauss, and kronrod. quadgk performs the integration, gauss computes Gaussian quadrature points and weights for integrating over the interval [a, b], and kronrod computes Kronrod points, weights, and embedded Gaussian quadrature weights for integrating over [-1, 1].
Features
- Documentation available
- Provides support for one-dimensional numerical integration in Julia
- Adaptive Gauss-Kronrod quadrature
- The code was originally part of Base Julia
- It supports integration of arbitrary numeric types, including arbitrary precision
- Integration of arbitrary normed vector spaces
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