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Nice package! I am trying to implement some custom quadrature rules using quadax. I was trying to understand how you are computing the absolute error in NestedRule:
These were mostly taken from the fortran library QUADPACK (for which the documentation is rather sparse for things like this). My understanding is that they are heuristic values meant to compensate for floating point errors and possible under/overflow.
I think for most reasonably "well behaved" integrands this sort of stuff isn't necessary, so you can probably omit it.
Nice package! I am trying to implement some custom quadrature rules using quadax. I was trying to understand how you are computing the absolute error in
NestedRule
:Where are you getting the numbers
200.0
,1.5
, and50.0
from?The text was updated successfully, but these errors were encountered: