Expand description
Numerical integration (adaptive Monte Carlo / Vegas) and deterministic quadrature bridges.
This module provides a Vegas integrator implementing the classic
Leppler/Kleisser/R. (Vegas) adaptive-grid Monte Carlo algorithm, together
with a convenience integrate_1d entry point. Both share the
Integrator trait so callers can swap methods uniformly.
The integrands are plain Fn(&[f64]) -> f64 closures; combine with the
crate’s ExpressionEvaluator to integrate
symbolic expressions by wrapping evaluate in a closure.
Re-exports§
pub use statistics::StatisticsAccumulator;pub use vegas::IntegrateResult;pub use vegas::Integrator;pub use vegas::Vegas;pub use vegas::VegasOptions;
Modules§
- statistics
- Running statistics accumulator for Monte Carlo integration.
- vegas
- Adaptive Monte Carlo integration (Vegas).
Functions§
- integrate_
1d - Numerically integrate a one-dimensional function
fover[a, b]using Vegas with default options. Returns the estimate and standard error.