/gauss-kronrod-quadrature

Implementation of the Gauss-Kronrod method for quadrature formulas. It contains two versions - with and without parallelization of calculations.

Primary LanguagePython

Gauss-Kronrod Quadrature

Implementation of the Gauss-Kronrod algorithm for quadrature formulas in Python. You can change the number of nodes using enum. The main code that executes the algorithm is in file gauss_kronrod.py. There is also an implementation with parallelization of calculations - it is in the with-multiprocessing-version branch.

A. Petrushin. 2020