quadax.GaussKronrodRule

class quadax.GaussKronrodRule(order: int = 21, norm: Callable | float | int = inf)Source

Integrate a function from a to b using a fixed order Gauss-Kronrod rule.

Integration is performed using an order n Kronrod rule with error estimated using an embedded n//2 order Gauss rule.

Parameters:
  • order ({15, 21, 31, 41, 51, 61}) – Order of integration scheme.

  • norm (int, callable) – Norm to use for measuring error for vector valued integrands. No effect if the integrand is scalar valued. If an int, uses p-norm of the given order, otherwise should be callable.

Methods

integrate(fun, a, b, args)

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

norm(x)

Norm to use for measuring error for vector valued integrands.