Quadrature

Test problems for numerical integration/ quadrature.

Functions

circulargaussian2d([m, v])	The two-dimensional circular Gaussian integrated wrt the Lebesgue measure.
hennig1d()	The univariate hennig function integrated wrt the Lebesgue measure.
hennig2d([c])	The two-dimensional hennig function integrated wrt the Lebesgue measure.
sombrero2d([w])	The two-dimensional sombrero function integrated wrt the Lebesgue measure.
uniform_to_gaussian_quadprob(quadprob[, ...])	Creates a new QuadratureProblem for integration against a Gaussian on \(\mathbb{R}^d\) by using an existing QuadratureProblem whose integrand is suitable for integration against the Lebesgue measure on \([0,1]^d\).
sum_polynomials(dim[, a, b, var])	Quadrature problem with an integrand taking the form of a sum of polynomials over \(\mathbb{R}^d\).
genz_continuous(dim[, a, u])	Genz 'continuous' test function on \([0,1]^d\).
genz_cornerpeak(dim[, a, u])	Genz 'corner peak' test function on \([0,1]^d\).
genz_discontinuous(dim[, a, u])	Genz 'discontinuous' test function on \([0,1]^d\).
genz_gaussian(dim[, a, u])	Genz 'Gaussian' test function on \([0,1]^d\).
genz_oscillatory(dim[, a, u])	Genz 'oscillatory' test function on \([0,1]^d\).
genz_productpeak(dim[, a, u])	Genz 'Product Peak' test function on \([0,1]^d\).
bratley1992(dim)	'Bratley 1992' test function on \([0,1]^d\).
roos_arnold(dim)	'Roos & Arnold 1963' test function on \([0,1]^d\).
gfunction(dim)	'G-function' test function on \([0,1]^d\).
morokoff_caflisch_1(dim)	'Morokoff & Caflisch 1995' test function number 1 on \([0,1]^d\).
morokoff_caflisch_2(dim)	'Morokoff & Caflisch 1995' test function number 2 on \([0,1]^d\).