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JuliaMath / QuadGK.jl

adaptive 1d numerical Gauss–Kronrod integration in Julia
MIT License
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quadgk! function for more in-place operation on array-valued integrands #45

Closed stevengj closed 4 years ago

stevengj commented 4 years ago

Closes #12.

@ChrisRackauckas, this cuts down on the allocations by a factor of 3–10 for array-valued integrands. Is that what you had in mind?

There's more code duplication than I would ideally like, but it isn't too bad.

ChrisRackauckas commented 4 years ago

This is exactly what I had in mind.