Module integrals

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Numerical integration ported from ql/math/integrals/.

Modules§

discrete: Discrete integration over sampled data and fixed grids.
exponential_integrals: Sine and cosine integrals Si and Ci.
expsinh: Exp-sinh double-exponential integration over semi-infinite domains.
filon: Filon integration for oscillatory integrands.
gaussiannoncentralchisquaredpolynomial: Non-central chi-squared polynomials for Gaussian quadratures.
gaussianorthogonalpolynomial: Orthogonal polynomials for Gaussian quadratures.
gaussianquadratures: Gaussian quadrature rules built from orthogonal polynomials.
gausslaguerrecosinepolynomial: Laguerre-Cosine and Laguerre-Sine Gaussian quadratures.
kronrod: Gauss-Kronrod integration.
lobatto: Adaptive Gauss-Lobatto integration.
momentbasedgaussianpolynomial: Gaussian quadrature defined by the moments of the distribution.
piecewise: Piecewise integration around critical points.
segment: Segment (fixed-interval trapezoid) integration.
simpson: Adaptive Simpson integration.
tabulatedgausslegendre: Tabulated Gauss-Legendre quadrature.
tanhsinh: Tanh-sinh double-exponential integration.
trapezoid: Adaptive trapezoid integration.
twodimensional: Two-dimensional integration.