Is there an adaptive quadrature integrator available in hipparchus which accepts “Inifinity” bounds?
I found this implemementation on Github which accepts Infinity bounds:
Is there an adaptive quadrature integrator available in hipparchus which accepts “Inifinity” bounds?
I found this implemementation on Github which accepts Infinity bounds:
The answer depends on the weighting function. You can look at GaussIntegratorFactory. The Gauss-Laguerre integrator will compute \int_{0}^{+\infty}e^{-x}f(x) dx, whereas the Gauss-Hermite integrator will compute \int_{-\infty}^{+\infty}e^{-\frac{x^2}{2}}f(x) dx.
The “Laguerre” and “Hermite” implementations doesn’t seem to have “flexible changeable bounds”, if used in a scripting language.
The above Java implementation is similar to what Julia supports:
and could also be implemented for “arbitrary-precision arithmetic”.
OK.
Could you open an issue so we add Gauss-Kronrod quadrature?