Hipparchus-Math / hipparchus

An efficient, general-purpose mathematics components library in the Java programming language
Apache License 2.0
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Add adaptive Gauss–Kronrod quadrature #279

Open axkr opened 11 months ago

axkr commented 11 months ago

The "Laguerre" and "Hermite" implementations of the GaussIntegratorFactory, doesn't seem to have "flexible changeable Infinity bounds", if used in a scripting language.

The below Java implementation is similar to what Julia supports in it's quadgk function:

I found this Java implementation (Apache license) on Github which accepts Infinity bounds. Example:

It could also be implemented for "arbitrary-precision arithmetic" (i.e. FieldElement).