Module integrate 

Numerical integration (trapezoid, Simpson, Gauss-Kronrod). Numerical integration (quadrature) algorithms.

Structs

QuadOptions

Options controlling numerical integration.

QuadResult

Result of a numerical integration.

Functions

quad

Adaptive quadrature using the Gauss-Kronrod G7-K15 rule.

simpson

Approximate ∫_a^b f(x) dx using the composite Simpson’s 1/3 rule with n subintervals.

trapezoid

Approximate ∫_a^b f(x) dx using the composite trapezoidal rule with n subintervals.