Numerical Integradion Library for Rust
This crate offers utilities for calculating 1-dimentional integral by default. Also, multi-dimentional integral toolbox are available (but experimental).
Experimental utilities are not tested well, and then quite buggy at the moment. If you found any bugs, feel free to create an issue or send a pull request. This crate is looking for contributors.
gkquad aims to offer easy, extensible, and fast utilities.
Not only users can calculate the integral for various functions, but
developpers are able to write a new integration algorithms.
Performs 2-dimentional numerical integration
Performs 1-dimentional numerical integration
Store the estimation of integral and estimated absolute error (delta) of calculation.
calculation error information occured during integration.
Specify the tolerance which must be satisfied after calculation