Closed tovrstra closed 5 years ago
I think I have a set of notes on good 1D integration methods, even code in some cases. That is on a specified interval ([a,b]) and not on [0,infinity] or [-infinity,infinity].
I'd also tend to use ORTHPOL which is Walter Gautschi's code (now translated into Python). that's probably the best code around, or was as of the last time I looked.
https://anaconda.org/pypi/orthpol
There is github and several other things.
Here are some things from my old notes. A lot of it is redundant. I have somewhere another set of notes with Clenshaw-Curtis formulae.
This will be done in the python grids package.
We have something reasonably good in HORTON. It would however be good to see if we can make a better 1D integration and interpolation, e.g. using https://github.com/scipy/scipy/blob/master/scipy/special/orthogonal.py