Closed stevengj closed 1 year ago
Patch coverage: 98.37%
and project coverage change: +0.53%
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Comparison is base (
d20d07a
) 97.33% compared to head (5c6c1c6
) 97.87%.
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The goal of this PR is to implement arbitrary-precision Gauss–Kronrod weights for arbitrary Jacobi matrices, corresponding to arbitrary weight functions. This involves:
gauss(J)
to take an arbitrary tridiagonal Jacobi matrixJ
kronrod
code to the original form of Laurie (1997) to handle arbitraryJ
(It's a large PR, but it's mostly docs and tests. The actual amount of new code is relatively small.)