History

Vquad is based on algorithm 4 from the article "Increasing the Reliability of Adaptive Quadrature Using Explicit Interpolants", Pedro Gonnet, ACM TOMS 37, 26 (2010).

Usage example

import numpy
import vquad

# Simple usage.
igral, err = vquad.vquad(numpy.cos, -1, 1, rtol=1e-10)

# Object interface.
it = vquad.Vquad(numpy.cos, -1, 1)
igral, err = it.improve_until(rtol=1e-10)

# Evaluate interpolant.
xs = numpy.linspace(-1, 1, 101)
ys = it(xs)

Benchmarks and tests

Vquad includes extensive tests and benchmarks. The tests focus on verifying correctness and can be run with

python3 -m pytest -s

The -s shows some statistics that are gathered during the testing.

The benchmarks take longer to run and allow to quantitatively compare the performance of the algorithm. The benchmark is run by executing the vquad module. To get help, run:

python3 -m vquad -h