/CustomQuad.jl

Generalization of QuadGK. Adds `quadgk_custom` -- custom analogue of quadgk which returns the resulting segments of integration. Also adds `quadk_cauchy` -- adaptive integration routine for the case of 1/x singularity which can be integrated only as a cauchy principal value. `quadgk_cauchy` returns the resulting segments as well.

Primary LanguageJulia

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