Numerical quadrature with JAX
Project description
quadax is a library for numerical quadrature and integration using JAX.
Globally adaptive Gauss-Konrod quadrature for smooth integrands (similar to scipy.integrate.quad)
Adaptive tanh-sinh quadrature for singular or near singular integrands.
Quadrature from sampled values using trapezoidal, simpsons, and higher order rules.
Coming soon:
N-D quadrature (cubature) via iterated 1-D rules, sparse grids, and QMC methods
Integration with weight functions.
Installation
quadax is installable with pip:
pip install quadaxUsage
import jax.numpy as jnp
import numpy as np
from quadax import quadgk
f = lambda t: t * jnp.log(1 + t)
y, err = quadgk(fun, 0, 1, epsabs=1e-14, epsrel=1e-14)
np.testing.assert_allclose(y, 1/4, rtol=1e-14, atol=1e-14)For full details of various options see the API documentation
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