numerical/integration library

Numerical integration utilities with high-quality composite rules.

Includes adaptive Simpson and Gauss–Legendre (fixed order) integrators. Implementations focus on numerical stability and performance for real-valued integrands and large-scale usage.

Example:

final integral = adaptiveSimpson((x) => x * x, 0.0, 1.0);

Functions

adaptiveSimpson(double f(double), double a, double b, {double tol = 1e-12, int maxRecursion = 20}) → double

Adaptive Simpson integrator.

gaussLegendreFixedOrder(double f(double), double a, double b, {int order = 5}) → double

Gauss-Legendre fixed order integrator (orders 2..5).