quadax.TanhSinhRule.integrate

TanhSinhRule.integrate(fun: Callable[[...], Array], a: float, b: float, args: tuple[Any, ...]) → tuple[Array, Array, Array, Array]Source

Integrate a function from a to b using a nested rule.

Parameters:

• fun (callable) – Function to integrate, should have a signature of the form fun(x, *args) -> float, Array. Should be JAX transformable.

• a (float) – Lower and upper limits of integration. Must be finite.

• b (float) – Lower and upper limits of integration. Must be finite.

• args (tuple, optional) – Extra arguments passed to fun.

Returns:

• y (float, Array) – Estimate of the integral of fun from a to b

• err (float) – Estimate of the absolute error in y from nested Gauss rule.

• y_abs (float, Array) – Estimate of the integral of abs(fun) from a to b

• y_mmn (float, Array) – Estimate of the integral of abs(fun - <fun>) from a to b, where <fun> is the mean value of fun over the interval.