Implement Gauss-Kronrod quadrature

chaotic-society / theoretica

A C++ math library for scientific computing with a simple and elegant interface.

https://chaotic-society.github.io/theoretica/

GNU Lesser General Public License v3.0

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Implement Gauss-Kronrod quadrature #64

Open mattiaisgro opened 1 year ago

mattiaisgro commented 1 year ago

Implement the Gauss-Kronrod quadrature method for integrals, as the library supports Gaussian quadrature, but it has no adaptive method derived from it.