Show HN: Rust library for numerical integration of real-valued functions
mtantaoui Tuesday, November 19, 2024Integrate is a fast, small, lightweight Rust library for performing numerical integration of real-valued functions. It is designed to integrate functions, providing a simple and efficient way to approximate definite integrals using various numerical methods.
Integrate supports a variety of numerical integration techniques: - Newton-Cotes methods:
- Rectangle Rule.
- Trapezoidal Rule.
- Simpson's Rule.
- Newton's 3/8 Rule.
- Gauss quadrature methods: - Gauss-Legendre.
- Gauss-Laguerre.
- Gauss-Hermite.
- Gauss-Chebyshev First Kind.
- Gauss-Chebyshev Second Kind.
- Adaptive Methods: - Adaptive Simpson's method
- Romberg’s method.
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