FHof / torchquad

Multidimensional numerical integration on the GPU using PyTorch
https://www.esa.int/gsp/ACT/open_source/torchquad/
GNU General Public License v3.0
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Add a method to NewtonCotes and MonteCarlo for JIT compilation #21

Closed FHof closed 2 years ago

FHof commented 2 years ago

The method JIT-compiles the evaluation point calculation and final integral calculation but not the integrand evaluation. This can be helpful in situations where it is impossible to compile integrand.