ITDS Integration & Differentiation Documentation

A SciPy-backed integration and differentiation library with APIs inspired by the IMSL Fortran Numerical Library.

Integration & Differentiation tools backed by SciPy

ITDS Integration & Differentiation packages univariate adaptive quadrature, multidimensional integration, Gauss quadrature rules, and Richardson-extrapolated numerical differentiation into a focused SciPy-backed library. Install, run a minimal adaptive-quadrature example, then dive into the API reference.

Open quick start Browse API reference

SciPy-backedAll routines delegate to battle-tested SciPy integrators.

21 functionsUnivariate, multidimensional, Gauss rules, and differentiation.

IMSL-styleFunction families aligned with legacy Fortran engineering workflows.

Tested200+ unit tests and integration tests shipped with the package.

Install and run

Start with editable install commands and a minimal adaptive quadrature workflow.

Explore examples

Use targeted scripts for QDAG, TWODQ, and Gauss rule demonstrations.

Use the API directly

Jump into the public package reference once you know the routine family you need.

Recommended path: install the package, run the quick start, then use the examples page to find the closest routine family before dropping into the API reference.

Contents

• Installation
  • Requirements
  • Install from the package directory
  • Verify the installation
  • Build the HTML documentation
• Quick Start
• Examples
  • 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
• API Reference
  • Public API
• License
  • Integration & Differentiation Commercial License Agreement
  • 1. Definitions
  • 2. License Grant
  • 3. Restrictions
  • 4. Warranty Disclaimer
  • 5. Limitation of Liability
  • 6. Contact