quadraturerules 0.3.4

quadrature rules library
Documentation

Quadrature rules

The online encylopedia of quadrature rules is a reference website that lists a number of quadrature rules.

Quadrature rules are sets of points and weights that are used to approximate integrals. If ${p_0,\dots,p_{n-1}}\subset\mathbb{R}^d$ and ${w_0,\dots,w_{n-1}}\subset\mathbb{R}$ are the points and weights (repectively) of the quadrature rule for a single integral, then:

$$\int f(x),\mathrm{d}x \approx \sum_{i=0}^{n-1}f(p_i)w_i$$

Libraries

All of the quadrature rules included in the online encylopedia of quadrature rules are included in the quadraturerules library, which is available in the following languages

  • Python The quadraturerules Python library can be installed by running pip install quadraturerules

  • Rust The quadraturerules Rust library can be installed by running cargo install quadraturerules