Examples

Ten runnable examples demonstrating adaptive quadrature, multidimensional quadrature, Gauss quadrature rules, numerical differentiation, improper integrals, quadrature method comparison, Monte Carlo integration, singular and principal-value integrals, weighted and multidimensional integrals, and quadrature rule construction from recurrence coefficients.

Run from the package root:

python examples/example_imsl_qdag.py
python examples/example_imsl_twodq.py
python examples/example_imsl_gauss_rules.py
python examples/example_imsl_differentiation.py
python examples/example_imsl_improper_integrals.py
python examples/example_imsl_quadrature_comparison.py
python examples/example_imsl_monte_carlo.py
python examples/example_imsl_singular_integrals.py
python examples/example_imsl_weighted_integrals.py
python examples/example_imsl_recurrence_rules.py

• QDAG Example — Adaptive Quadrature
• TWODQ Example — 2D Iterated Quadrature
• Gauss Rules Example — Gauss Quadrature Rules
• Differentiation Example — Numerical Derivatives of sin(x)
• Improper Integrals Example — Infinite-Domain Quadrature
• Quadrature Comparison Example — Accuracy vs. Evaluations
• Monte Carlo Example — Quasi-Monte Carlo Integration
• Singular Integrals Example — Adaptive Singular-Point & Cauchy PV Integration
• Weighted Integrals Example — Oscillatory, Algebraic, 3D & ND Integration
• Recurrence Rules Example — Quadrature Rule Construction