Adaptive Gauss-Kronrod Quadrature
You can now use an adaptive Gauss-Kronrod method to do your 1D integration. From my testing, it is more efficient than adaptiveSimpson
. You can use it with the proc adaptiveGauss
.
You can now use an adaptive Gauss-Kronrod method to do your 1D integration. From my testing, it is more efficient than adaptiveSimpson
. You can use it with the proc adaptiveGauss
.